def testConcurrentExecutesWithoutError(self):
with self.test_session(use_gpu=True) as sess:
all_ops = []
for compute_uv_ in True, False:
for full_matrices_ in True, False:
matrix1 = random_ops.random_normal([5, 5], seed=42)
matrix2 = random_ops.random_normal([5, 5], seed=42)
if compute_uv_:
s1, u1, v1 = linalg_ops.svd(
matrix1, compute_uv=compute_uv_, full_matrices=full_matrices_)
s2, u2, v2 = linalg_ops.svd(
matrix2, compute_uv=compute_uv_, full_matrices=full_matrices_)
all_ops += [s1, u1, v1, s2, u2, v2]
else:
s1 = linalg_ops.svd(
matrix1, compute_uv=compute_uv_, full_matrices=full_matrices_)
s2 = linalg_ops.svd(
matrix2, compute_uv=compute_uv_, full_matrices=full_matrices_)
all_ops += [s1, s2]
val = sess.run(all_ops)
for i in range(2):
s = 6 * i
self.assertAllEqual(val[s], val[s + 3]) # s1 == s2
self.assertAllEqual(val[s + 1], val[s + 4]) # u1 == u2
self.assertAllEqual(val[s + 2], val[s + 5]) # v1 == v2
for i in range(2):
s = 12 + 2 * i
self.assertAllEqual(val[s], val[s + 1]) # s1 == s2
def testExecuteMultipleWithoutError(self):
all_ops = []
shape = [6, 5]
seed = [42, 24]
for compute_uv_ in True, False:
for full_matrices_ in True, False:
matrix1 = stateless_random_ops.stateless_random_normal(
shape, seed)
matrix2 = stateless_random_ops.stateless_random_normal(
shape, seed)
self.assertAllEqual(matrix1, matrix2)
if compute_uv_:
s1, u1, v1 = linalg_ops.svd(matrix1,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
s2, u2, v2 = linalg_ops.svd(matrix2,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
all_ops += [s1, s2, u1, u2, v1, v2]
else:
s1 = linalg_ops.svd(matrix1,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
s2 = linalg_ops.svd(matrix2,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
all_ops += [s1, s2]
val = self.evaluate(all_ops)
for i in range(0, len(val), 2):
self.assertAllEqual(val[i], val[i + 1])
def testSpectralNormalize(self):
weights = variable_scope.get_variable(
'w', dtype=dtypes.float32, shape=[2, 3, 50, 100])
weights = math_ops.multiply(weights, 10.0)
normalized_weights = spectral_normalization.spectral_normalize(
weights, power_iteration_rounds=1)
unnormalized_sigma = linalg_ops.svd(
array_ops.reshape(weights, [-1, weights.shape[-1]]),
compute_uv=False)[..., 0]
normalized_sigma = linalg_ops.svd(
array_ops.reshape(normalized_weights, [-1, weights.shape[-1]]),
compute_uv=False)[..., 0]
with self.cached_session() as sess:
sess.run(variables.global_variables_initializer())
s0 = sess.run(unnormalized_sigma)
for i in range(50):
sigma = sess.run(normalized_sigma)
if i < 1:
s1 = sigma
if i < 5:
s5 = sigma
if i < 10:
s10 = sigma
s50 = sigma
self.assertAlmostEqual(1., s50, 0)
self.assertGreater(abs(s10 - 1.), abs(s50 - 1.))
self.assertGreater(abs(s5 - 1.), abs(s10 - 1.))
self.assertGreater(abs(s1 - 1.), abs(s5 - 1.))
self.assertGreater(abs(s0 - 1.), abs(s1 - 1.))
def benchmarkSVDOp(self):
for shape_ in self.shapes:
with ops.Graph().as_default(), \
session.Session(config=benchmark.benchmark_config()) as sess, \
ops.device("/cpu:0"):
matrix_value = np.random.uniform(
low=-1.0, high=1.0, size=shape_).astype(np.float32)
matrix = variables.Variable(matrix_value)
u, s, v = linalg_ops.svd(matrix)
variables.global_variables_initializer().run()
self.run_op_benchmark(
sess,
control_flow_ops.group(u, s, v),
min_iters=25,
name="SVD_cpu_{shape}".format(shape=shape_))
if test.is_gpu_available(True):
with ops.Graph().as_default(), \
session.Session(config=benchmark.benchmark_config()) as sess, \
ops.device("/device:GPU:0"):
matrix_value = np.random.uniform(
low=-1.0, high=1.0, size=shape_).astype(np.float32)
matrix = variables.Variable(matrix_value)
u, s, v = linalg_ops.svd(matrix)
variables.global_variables_initializer().run()
self.run_op_benchmark(
sess,
control_flow_ops.group(u, s, v),
min_iters=25,
name="SVD_gpu_{shape}".format(shape=shape_))
def benchmarkSVDOp(self):
for shape_ in self.shapes:
with ops.Graph().as_default(), \
session.Session(config=benchmark.benchmark_config()) as sess, \
ops.device("/cpu:0"):
matrix_value = np.random.uniform(low=-1.0,
high=1.0,
size=shape_).astype(
np.float32)
matrix = variables.Variable(matrix_value)
u, s, v = linalg_ops.svd(matrix)
variables.global_variables_initializer().run()
self.run_op_benchmark(
sess,
control_flow_ops.group(u, s, v),
min_iters=25,
name="SVD_cpu_{shape}".format(shape=shape_))
if test.is_gpu_available(True):
with ops.Graph().as_default(), \
session.Session(config=benchmark.benchmark_config()) as sess, \
ops.device("/device:GPU:0"):
matrix_value = np.random.uniform(low=-1.0,
high=1.0,
size=shape_).astype(
np.float32)
matrix = variables.Variable(matrix_value)
u, s, v = linalg_ops.svd(matrix)
variables.global_variables_initializer().run()
self.run_op_benchmark(
sess,
control_flow_ops.group(u, s, v),
min_iters=25,
name="SVD_gpu_{shape}".format(shape=shape_))
def testConcurrentExecutesWithoutError(self):
with self.session(use_gpu=True) as sess:
all_ops = []
for compute_uv_ in True, False:
for full_matrices_ in True, False:
matrix1 = random_ops.random_normal([5, 5], seed=42)
matrix2 = random_ops.random_normal([5, 5], seed=42)
if compute_uv_:
s1, u1, v1 = linalg_ops.svd(
matrix1,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
s2, u2, v2 = linalg_ops.svd(
matrix2,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
all_ops += [s1, u1, v1, s2, u2, v2]
else:
s1 = linalg_ops.svd(matrix1,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
s2 = linalg_ops.svd(matrix2,
compute_uv=compute_uv_,
full_matrices=full_matrices_)
all_ops += [s1, s2]
val = self.evaluate(all_ops)
for i in range(2):
s = 6 * i
self.assertAllEqual(val[s], val[s + 3]) # s1 == s2
self.assertAllEqual(val[s + 1], val[s + 4]) # u1 == u2
self.assertAllEqual(val[s + 2], val[s + 5]) # v1 == v2
for i in range(2):
s = 12 + 2 * i
self.assertAllEqual(val[s], val[s + 1]) # s1 == s2
def testSpectralNormalize(self):
weights = variable_scope.get_variable(
'w', dtype=dtypes.float32, shape=[2, 3, 50, 100])
weights = math_ops.multiply(weights, 10.0)
normalized_weights = spectral_normalization.spectral_normalize(
weights, power_iteration_rounds=1)
unnormalized_sigma = linalg_ops.svd(
array_ops.reshape(weights, [-1, weights.shape[-1]]),
compute_uv=False)[..., 0]
normalized_sigma = linalg_ops.svd(
array_ops.reshape(normalized_weights, [-1, weights.shape[-1]]),
compute_uv=False)[..., 0]
with self.cached_session() as sess:
sess.run(variables.global_variables_initializer())
s0 = sess.run(unnormalized_sigma)
for i in range(50):
sigma = sess.run(normalized_sigma)
if i < 1:
s1 = sigma
if i < 5:
s5 = sigma
if i < 10:
s10 = sigma
s50 = sigma
self.assertAlmostEqual(1., s50, 0)
self.assertGreater(abs(s10 - 1.), abs(s50 - 1.))
self.assertGreater(abs(s5 - 1.), abs(s10 - 1.))
self.assertGreater(abs(s1 - 1.), abs(s5 - 1.))
self.assertGreater(abs(s0 - 1.), abs(s1 - 1.))
def Test(self):
if not use_static_shape_ and context.executing_eagerly():
return
is_complex = dtype_ in (np.complex64, np.complex128)
is_single = dtype_ in (np.float32, np.complex64)
tol = 3e-4 if is_single else 1e-12
if test.is_gpu_available():
# The gpu version returns results that are much less accurate.
tol *= 100
np.random.seed(42)
x_np = np.random.uniform(
low=-1.0, high=1.0, size=np.prod(shape_)).reshape(shape_).astype(dtype_)
if is_complex:
x_np += 1j * np.random.uniform(
low=-1.0, high=1.0,
size=np.prod(shape_)).reshape(shape_).astype(dtype_)
if use_static_shape_:
x_tf = constant_op.constant(x_np)
else:
x_tf = array_ops.placeholder(dtype_)
if compute_uv_:
s_tf, u_tf, v_tf = linalg_ops.svd(
x_tf, compute_uv=compute_uv_, full_matrices=full_matrices_)
if use_static_shape_:
s_tf_val, u_tf_val, v_tf_val = self.evaluate([s_tf, u_tf, v_tf])
else:
with self.session(use_gpu=True) as sess:
s_tf_val, u_tf_val, v_tf_val = sess.run(
[s_tf, u_tf, v_tf], feed_dict={x_tf: x_np})
else:
s_tf = linalg_ops.svd(
x_tf, compute_uv=compute_uv_, full_matrices=full_matrices_)
if use_static_shape_:
s_tf_val = self.evaluate(s_tf)
else:
with self.session(use_gpu=True) as sess:
s_tf_val = sess.run(s_tf, feed_dict={x_tf: x_np})
if compute_uv_:
u_np, s_np, v_np = np.linalg.svd(
x_np, compute_uv=compute_uv_, full_matrices=full_matrices_)
else:
s_np = np.linalg.svd(
x_np, compute_uv=compute_uv_, full_matrices=full_matrices_)
# We explicitly avoid the situation where numpy eliminates a first
# dimension that is equal to one.
s_np = np.reshape(s_np, s_tf_val.shape)
CompareSingularValues(self, s_np, s_tf_val, tol)
if compute_uv_:
CompareSingularVectors(self, u_np, u_tf_val, min(shape_[-2:]), tol)
CompareSingularVectors(self, np.conj(np.swapaxes(v_np, -2, -1)), v_tf_val,
min(shape_[-2:]), tol)
CheckApproximation(self, x_np, u_tf_val, s_tf_val, v_tf_val,
full_matrices_, tol)
CheckUnitary(self, u_tf_val, tol)
CheckUnitary(self, v_tf_val, tol)
def Test(self):
np.random.seed(1)
x_np = np.random.uniform(
low=-1.0, high=1.0, size=np.prod(shape_)).reshape(shape_).astype(dtype_)
if is_complex:
x_np += 1j * np.random.uniform(
low=-1.0, high=1.0,
size=np.prod(shape_)).reshape(shape_).astype(dtype_)
for compute_uv in False, True:
for full_matrices in False, True:
with self.test_session(use_gpu = use_gpu_) as sess:
if use_static_shape_:
x_tf = constant_op.constant(x_np)
else:
x_tf = array_ops.placeholder(dtype_)
if compute_uv:
s_tf, u_tf, v_tf = linalg_ops.svd(x_tf,
compute_uv=compute_uv,
full_matrices=full_matrices)
if use_static_shape_:
s_tf_val, u_tf_val, v_tf_val = sess.run([s_tf, u_tf, v_tf])
else:
s_tf_val, u_tf_val, v_tf_val = sess.run([s_tf, u_tf, v_tf],
feed_dict={x_tf: x_np})
else:
s_tf = linalg_ops.svd(x_tf,
compute_uv=compute_uv,
full_matrices=full_matrices)
if use_static_shape_:
s_tf_val = sess.run(s_tf)
else:
s_tf_val = sess.run(s_tf, feed_dict={x_tf: x_np})
if compute_uv:
u_np, s_np, v_np = np.linalg.svd(x_np,
compute_uv=compute_uv,
full_matrices=full_matrices)
else:
s_np = np.linalg.svd(x_np,
compute_uv=compute_uv,
full_matrices=full_matrices)
# We explicitly avoid the situation where numpy eliminates a first
# dimension that is equal to one
s_np = np.reshape(s_np, s_tf_val.shape)
CompareSingularValues(self, s_np, s_tf_val)
if compute_uv:
CompareSingularVectors(self, u_np, u_tf_val, min(shape_[-2:]))
CompareSingularVectors(self,
np.conj(np.swapaxes(v_np, -2, -1)), v_tf_val,
min(shape_[-2:]))
CheckApproximation(self, x_np, u_tf_val, s_tf_val, v_tf_val,
full_matrices)
CheckUnitary(self, u_tf_val)
CheckUnitary(self, v_tf_val)
def Test(self):
is_complex = dtype_ in (np.complex64, np.complex128)
is_single = dtype_ in (np.float32, np.complex64)
tol = 3e-4 if is_single else 1e-12
if test.is_gpu_available():
# The gpu version returns results that are much less accurate.
tol *= 100
np.random.seed(42)
x_np = np.random.uniform(
low=-1.0, high=1.0, size=np.prod(shape_)).reshape(shape_).astype(dtype_)
if is_complex:
x_np += 1j * np.random.uniform(
low=-1.0, high=1.0,
size=np.prod(shape_)).reshape(shape_).astype(dtype_)
with self.test_session(use_gpu=True) as sess:
if use_static_shape_:
x_tf = constant_op.constant(x_np)
else:
x_tf = array_ops.placeholder(dtype_)
if compute_uv_:
s_tf, u_tf, v_tf = linalg_ops.svd(
x_tf, compute_uv=compute_uv_, full_matrices=full_matrices_)
if use_static_shape_:
s_tf_val, u_tf_val, v_tf_val = sess.run([s_tf, u_tf, v_tf])
else:
s_tf_val, u_tf_val, v_tf_val = sess.run(
[s_tf, u_tf, v_tf], feed_dict={x_tf: x_np})
else:
s_tf = linalg_ops.svd(
x_tf, compute_uv=compute_uv_, full_matrices=full_matrices_)
if use_static_shape_:
s_tf_val = sess.run(s_tf)
else:
s_tf_val = sess.run(s_tf, feed_dict={x_tf: x_np})
if compute_uv_:
u_np, s_np, v_np = np.linalg.svd(
x_np, compute_uv=compute_uv_, full_matrices=full_matrices_)
else:
s_np = np.linalg.svd(
x_np, compute_uv=compute_uv_, full_matrices=full_matrices_)
# We explicitly avoid the situation where numpy eliminates a first
# dimension that is equal to one.
s_np = np.reshape(s_np, s_tf_val.shape)
CompareSingularValues(self, s_np, s_tf_val, tol)
if compute_uv_:
CompareSingularVectors(self, u_np, u_tf_val, min(shape_[-2:]), tol)
CompareSingularVectors(self,
np.conj(np.swapaxes(v_np, -2, -1)), v_tf_val,
min(shape_[-2:]), tol)
CheckApproximation(self, x_np, u_tf_val, s_tf_val, v_tf_val,
full_matrices_, tol)
CheckUnitary(self, u_tf_val, tol)
CheckUnitary(self, v_tf_val, tol)
def testWrongDimensions(self):
# The input to svd should be a tensor of at least rank 2.
scalar = constant_op.constant(1.)
with self.assertRaisesRegexp(ValueError,
"Shape must be at least rank 2 but is rank 0"):
linalg_ops.svd(scalar)
vector = constant_op.constant([1., 2.])
with self.assertRaisesRegexp(ValueError,
"Shape must be at least rank 2 but is rank 1"):
linalg_ops.svd(vector)
def testWrongDimensions(self):
# The input to svd should be a tensor of at least rank 2.
scalar = constant_op.constant(1.)
with self.assertRaisesRegex(
(ValueError, errors_impl.InvalidArgumentError), "rank.* 2.*0"):
linalg_ops.svd(scalar)
vector = constant_op.constant([1., 2.])
with self.assertRaisesRegex(
(ValueError, errors_impl.InvalidArgumentError), "rank.* 2.*1"):
linalg_ops.svd(vector)
def testWrongDimensions(self):
# The input to svd should be a tensor of at least rank 2.
scalar = constant_op.constant(1.)
with self.assertRaisesRegexp(
ValueError, "Shape must be at least rank 2 but is rank 0"):
linalg_ops.svd(scalar)
vector = constant_op.constant([1., 2.])
with self.assertRaisesRegexp(
ValueError, "Shape must be at least rank 2 but is rank 1"):
linalg_ops.svd(vector)
def _initializer(shape,
dtype=_assert_float_dtype(dtype),
partition_info=None):
# Check the shape
if len(shape) < 2:
raise ValueError('the tensor to initialize must be at least \
two-dimensional')
# Flatten the input shape with the last dimension remaining its
# original shape so it works for conv2d
num_rows = 1
for dim in shape[:-1]:
num_rows *= dim
num_cols = shape[-1]
flat_shape = (num_rows, num_cols)
# Generate a random matrix
a = random_ops.random_uniform(flat_shape, dtype=dtype, seed=seed)
# Compute the svd
_, svd_u, svd_v = linalg_ops.svd(a, full_matrices=False)
# Pick the appropriate singular value decomposition
if num_rows > num_cols:
q_t = svd_u
else:
# Tensorflow departs from numpy conventions such that we need to
# transpose axes here
q_t = array_ops.transpose(svd_v)
return gain * array_ops.reshape(q_t, shape)
def _testSvdCorrectness(self, dtype, shape):
np.random.seed(1)
x_np = np.random.uniform(low=-1.0, high=1.0, size=shape).astype(dtype)
m, n = shape[-2], shape[-1]
_, s_np, _ = np.linalg.svd(x_np)
with self.session() as sess:
x_tf = array_ops.placeholder(dtype)
with self.test_scope():
s, u, v = linalg_ops.svd(x_tf, full_matrices=True)
s_val, u_val, v_val = sess.run([s, u, v], feed_dict={x_tf: x_np})
u_diff = np.matmul(u_val, np.swapaxes(u_val, -1, -2)) - np.eye(m)
v_diff = np.matmul(v_val, np.swapaxes(v_val, -1, -2)) - np.eye(n)
# Check u_val and v_val are orthogonal matrices.
self.assertLess(np.linalg.norm(u_diff), 1e-2)
self.assertLess(np.linalg.norm(v_diff), 1e-2)
# Check that the singular values are correct, i.e., close to the ones from
# numpy.lingal.svd.
self.assertLess(np.linalg.norm(s_val - s_np), 1e-2)
# The tolerance is set based on our tests on numpy's svd. As our tests
# have batch dimensions and all our operations are on float32, we set the
# tolerance a bit larger. Numpy's svd calls LAPACK's svd, which operates
# on double precision.
self.assertLess(
np.linalg.norm(self._compute_usvt(s_val, u_val, v_val) - x_np), 2e-2)
# Check behavior with compute_uv=False. We expect to still see 3 outputs,
# with a sentinel scalar 0 in the last two outputs.
with self.test_scope():
no_uv_s, no_uv_u, no_uv_v = gen_linalg_ops.svd(
x_tf, full_matrices=True, compute_uv=False)
no_uv_s_val, no_uv_u_val, no_uv_v_val = sess.run(
[no_uv_s, no_uv_u, no_uv_v], feed_dict={x_tf: x_np})
self.assertAllClose(no_uv_s_val, s_val, atol=1e-4, rtol=1e-4)
self.assertEqual(no_uv_u_val.shape, tensor_shape.TensorShape([0]))
self.assertEqual(no_uv_v_val.shape, tensor_shape.TensorShape([0]))
def _compute_power_svd(self, var, mat_g, mat_g_size, alpha, mat_h_slot_name):
"""Computes mat_h = mat_g^alpha using svd. mat_g is a symmetric PSD matrix.
Args:
var: the variable we are updating.
mat_g: the symmetric PSD matrix whose power it to be computed
mat_g_size: size of mat_g
alpha: a real number
mat_h_slot_name: name of slot to store the power, if needed.
Returns:
mat_h = mat_g^alpha
Stores mat_h in the appropriate slot, if it exists.
Note that mat_g is PSD. So we could use linalg_ops.self_adjoint_eig.
"""
if mat_g_size == 1:
mat_h = math_ops.pow(mat_g + self._epsilon, alpha)
else:
damping = self._epsilon * linalg_ops.eye(math_ops.to_int32(mat_g_size))
diag_d, mat_u, mat_v = linalg_ops.svd(mat_g + damping, full_matrices=True)
mat_h = math_ops.matmul(
mat_v * math_ops.pow(math_ops.maximum(diag_d, self._epsilon), alpha),
array_ops.transpose(mat_u))
if mat_h_slot_name is not None:
return state_ops.assign(self.get_slot(var, mat_h_slot_name), mat_h)
return mat_h
def testComputeSpectralNorm(self):
weights = variable_scope.get_variable(
'w', dtype=dtypes.float32, shape=[2, 3, 50, 100])
weights = math_ops.multiply(weights, 10.0)
s = linalg_ops.svd(
array_ops.reshape(weights, [-1, weights.shape[-1]]), compute_uv=False)
true_sn = s[..., 0]
estimated_sn = spectral_normalization.compute_spectral_norm(weights)
with self.cached_session() as sess:
sess.run(variables.global_variables_initializer())
np_true_sn = sess.run(true_sn)
for i in range(50):
est = sess.run(estimated_sn)
if i < 1:
np_est_1 = est
if i < 4:
np_est_5 = est
if i < 9:
np_est_10 = est
np_est_50 = est
# Check that the estimate improves with more iterations.
self.assertAlmostEqual(np_true_sn, np_est_50, 0)
self.assertGreater(
abs(np_true_sn - np_est_10), abs(np_true_sn - np_est_50))
self.assertGreater(
abs(np_true_sn - np_est_5), abs(np_true_sn - np_est_10))
self.assertGreater(abs(np_true_sn - np_est_1), abs(np_true_sn - np_est_5))
def __call__(self, shape, dtype=None, partition_info=None):
if dtype is None:
dtype = self.dtype
# Check the shape
if len(shape) < 2:
raise ValueError("The tensor to initialize must be "
"at least two-dimensional")
# Flatten the input shape with the last dimension remaining
# its original shape so it works for conv2d
num_rows = 1
for dim in shape[:-1]:
num_rows *= dim
num_cols = shape[-1]
flat_shape = (num_rows, num_cols)
# Generate a random matrix
a = random_ops.random_uniform(flat_shape, dtype=dtype, seed=self.seed)
# Compute the svd
_, u, v = linalg_ops.svd(a, full_matrices=False)
# Pick the appropriate singular value decomposition
if num_rows > num_cols:
q = u
else:
# Tensorflow departs from numpy conventions
# such that we need to transpose axes here
q = array_ops.transpose(v)
return self.gain * array_ops.reshape(q, shape)
def Test(self):
def RandomInput():
np.random.seed(42)
a = np.random.uniform(low=-1.0, high=1.0,
size=shape_).astype(dtype_)
if dtype_ in [np.complex64, np.complex128]:
a += 1j * np.random.uniform(low=-1.0, high=1.0,
size=shape_).astype(dtype_)
return a
# Optimal stepsize for central difference is O(epsilon^{1/3}).
# See Equation (21) in:
# http://www.karenkopecky.net/Teaching/eco613614/Notes_NumericalDifferentiation.pdf
# TODO(rmlarsen): Move step size control to gradient checker.
epsilon = np.finfo(dtype_).eps
delta = 0.25 * epsilon**(1.0 / 3.0)
if dtype_ in [np.float32, np.complex64]:
tol = 3e-2
else:
tol = 1e-6
if compute_uv_:
funcs = [
lambda a: _NormalizingSvd(a, full_matrices_)[0],
lambda a: _NormalizingSvd(a, full_matrices_)[1],
lambda a: _NormalizingSvd(a, full_matrices_)[2]
]
else:
funcs = [lambda a: linalg_ops.svd(a, compute_uv=False)]
for f in funcs:
theoretical, numerical = gradient_checker_v2.compute_gradient(
f, [RandomInput()], delta=delta)
self.assertAllClose(theoretical, numerical, atol=tol, rtol=tol)
def _testSvdCorrectness(self, dtype, shape):
np.random.seed(1)
x_np = np.random.uniform(low=-1.0, high=1.0, size=shape).astype(dtype)
m, n = shape[-2], shape[-1]
_, s_np, _ = np.linalg.svd(x_np)
with self.cached_session() as sess:
x_tf = array_ops.placeholder(dtype)
with self.test_scope():
s, u, v = linalg_ops.svd(x_tf, full_matrices=True)
s_val, u_val, v_val = sess.run([s, u, v], feed_dict={x_tf: x_np})
u_diff = np.matmul(u_val, np.swapaxes(u_val, -1, -2)) - np.eye(m)
v_diff = np.matmul(v_val, np.swapaxes(v_val, -1, -2)) - np.eye(n)
# Check u_val and v_val are orthogonal matrices.
self.assertLess(np.linalg.norm(u_diff), 1e-2)
self.assertLess(np.linalg.norm(v_diff), 1e-2)
# Check that the singular values are correct, i.e., close to the ones from
# numpy.lingal.svd.
self.assertLess(np.linalg.norm(s_val - s_np), 1e-2)
# The tolerance is set based on our tests on numpy's svd. As our tests
# have batch dimensions and all our operations are on float32, we set the
# tolerance a bit larger. Numpy's svd calls LAPACK's svd, which operates
# on double precision.
self.assertLess(
np.linalg.norm(self._compute_usvt(s_val, u_val, v_val) - x_np), 2e-2)
# Check behavior with compute_uv=False. We expect to still see 3 outputs,
# with a sentinel scalar 0 in the last two outputs.
with self.test_scope():
no_uv_s, no_uv_u, no_uv_v = gen_linalg_ops.svd(
x_tf, full_matrices=True, compute_uv=False)
no_uv_s_val, no_uv_u_val, no_uv_v_val = sess.run(
[no_uv_s, no_uv_u, no_uv_v], feed_dict={x_tf: x_np})
self.assertAllClose(no_uv_s_val, s_val, atol=1e-4, rtol=1e-4)
self.assertEqual(no_uv_u_val, 0.0)
self.assertEqual(no_uv_v_val, 0.0)
def _symmetric_matrix_square_root(mat, eps=1e-10):
"""Compute square root of a symmetric matrix.
Note that this is different from an elementwise square root. We want to
compute M' where M' = sqrt(mat) such that M' * M' = mat.
Also note that this method **only** works for symmetric matrices.
Args:
mat: Matrix to take the square root of.
eps: Small epsilon such that any element less than eps will not be square
rooted to guard against numerical instability.
Returns:
Matrix square root of mat.
"""
# Unlike numpy, tensorflow's return order is (s, u, v)
s, u, v = linalg_ops.svd(mat)
# sqrt is unstable around 0, just use 0 in such case
si = array_ops.where(math_ops.less(s, eps), s, math_ops.sqrt(s))
# Note that the v returned by Tensorflow is v = V
# (when referencing the equation A = U S V^T)
# This is unlike Numpy which returns v = V^T
return math_ops.matmul(
math_ops.matmul(u, array_ops.diag(si)), v, transpose_b=True)
def _testSvdCorrectness(self, dtype, shape):
np.random.seed(1)
x_np = np.random.uniform(low=-1.0, high=1.0, size=shape).astype(dtype)
m, n = shape[-2], shape[-1]
_, s_np, _ = np.linalg.svd(x_np)
with self.cached_session() as sess:
x_tf = array_ops.placeholder(dtype)
with self.test_scope():
s, u, v = linalg_ops.svd(x_tf, full_matrices=True)
s_val, u_val, v_val = sess.run([s, u, v], feed_dict={x_tf: x_np})
u_diff = np.matmul(u_val, np.swapaxes(u_val, -1, -2)) - np.eye(m)
v_diff = np.matmul(v_val, np.swapaxes(v_val, -1, -2)) - np.eye(n)
# Check u_val and v_val are orthogonal matrices.
self.assertLess(np.linalg.norm(u_diff), 1e-2)
self.assertLess(np.linalg.norm(v_diff), 1e-2)
# Check that the singular values are correct, i.e., close to the ones from
# numpy.lingal.svd.
self.assertLess(np.linalg.norm(s_val - s_np), 1e-2)
# The tolerance is set based on our tests on numpy's svd. As our tests
# have batch dimensions and all our operations are on float32, we set the
# tolerance a bit larger. Numpy's svd calls LAPACK's svd, which operates
# on double precision.
self.assertLess(
np.linalg.norm(self._compute_usvt(s_val, u_val, v_val) - x_np),
2e-2)
def testComputeSpectralNorm(self):
weights = variable_scope.get_variable(
'w', dtype=dtypes.float32, shape=[2, 3, 50, 100])
weights = math_ops.multiply(weights, 10.0)
s = linalg_ops.svd(
array_ops.reshape(weights, [-1, weights.shape[-1]]), compute_uv=False)
true_sn = s[..., 0]
estimated_sn = spectral_normalization.compute_spectral_norm(weights)
with self.cached_session() as sess:
sess.run(variables.global_variables_initializer())
np_true_sn = sess.run(true_sn)
for i in range(50):
est = sess.run(estimated_sn)
if i < 1:
np_est_1 = est
if i < 4:
np_est_5 = est
if i < 9:
np_est_10 = est
np_est_50 = est
# Check that the estimate improves with more iterations.
self.assertAlmostEqual(np_true_sn, np_est_50, 0)
self.assertGreater(
abs(np_true_sn - np_est_10), abs(np_true_sn - np_est_50))
self.assertGreater(
abs(np_true_sn - np_est_5), abs(np_true_sn - np_est_10))
self.assertGreater(abs(np_true_sn - np_est_1), abs(np_true_sn - np_est_5))
def _compute_power_svd(self, var, mat_g, mat_g_size, alpha, mat_h_slot_name):
"""Computes mat_h = mat_g^alpha using svd. mat_g is a symmetric PSD matrix.
Args:
var: the variable we are updating.
mat_g: the symmetric PSD matrix whose power it to be computed
mat_g_size: size of mat_g
alpha: a real number
mat_h_slot_name: name of slot to store the power, if needed.
Returns:
mat_h = mat_g^alpha
Stores mat_h in the appropriate slot, if it exists.
Note that mat_g is PSD. So we could use linalg_ops.self_adjoint_eig.
"""
if mat_g_size == 1:
mat_h = math_ops.pow(mat_g + self._epsilon, alpha)
else:
damping = self._epsilon * linalg_ops.eye(
math_ops.cast(mat_g_size, dtypes.int32))
diag_d, mat_u, mat_v = linalg_ops.svd(mat_g + damping, full_matrices=True)
mat_h = math_ops.matmul(
mat_v * math_ops.pow(math_ops.maximum(diag_d, self._epsilon), alpha),
array_ops.transpose(mat_u))
if mat_h_slot_name is not None:
return state_ops.assign(self.get_slot(var, mat_h_slot_name), mat_h)
return mat_h
def _symmetric_matrix_square_root(mat, eps=1e-10):
"""Compute square root of a symmetric matrix.
Note that this is different from an elementwise square root. We want to
compute M' where M' = sqrt(mat) such that M' * M' = mat.
Also note that this method **only** works for symmetric matrices.
Args:
mat: Matrix to take the square root of.
eps: Small epsilon such that any element less than eps will not be square
rooted to guard against numerical instability.
Returns:
Matrix square root of mat.
"""
# Unlike numpy, tensorflow's return order is (s, u, v)
s, u, v = linalg_ops.svd(mat)
# sqrt is unstable around 0, just use 0 in such case
si = array_ops.where(math_ops.less(s, eps), s, math_ops.sqrt(s))
# Note that the v returned by Tensorflow is v = V
# (when referencing the equation A = U S V^T)
# This is unlike Numpy which returns v = V^T
return math_ops.matmul(math_ops.matmul(u, array_ops.diag(si)),
v,
transpose_b=True)
def _symmetric_matrix_square_root(mat, eps=1e-10):
s, u, v = linalg_ops.svd(mat)
si = array_ops.where(math_ops.less(s, eps), s, math_ops.sqrt(s))
return math_ops.matmul(math_ops.matmul(u, array_ops.diag(si)),
v,
transpose_b=True)
def testThrowDeterminismError(self):
shape = [6, 5]
seed = [42, 24]
matrix1 = stateless_random_ops.stateless_random_normal(shape, seed)
with test_util.deterministic_ops():
if test_util.is_gpu_available(cuda_only=True):
with self.assertRaisesRegex(
errors_impl.UnimplementedError, "Determinism is not yet supported "
"for Svd."):
self.evaluate(linalg_ops.svd(matrix1))
def testBadInputs(self):
# The input to svd should be a tensor of at least rank 2.
for bad_val in [np.nan, np.inf]:
matrix = np.array([[1, bad_val], [0, 1]])
s, u, v = linalg_ops.svd(matrix, compute_uv=True)
s, u, v = self.evaluate([s, u, v])
for i in range(2):
self.assertTrue(np.isnan(s[i]))
for j in range(2):
self.assertTrue(np.isnan(u[i, j]))
self.assertTrue(np.isnan(v[i, j]))
def DISABLED_testBadInputs(self):
# TODO(b/185822300): re-enable after the bug is fixed in CUDA-11.x
# The input to svd should be a tensor of at least rank 2.
for bad_val in [np.nan, np.inf]:
matrix = np.array([[1, bad_val], [0, 1]])
s, u, v = linalg_ops.svd(matrix, compute_uv=True)
s, u, v = self.evaluate([s, u, v])
for i in range(2):
self.assertTrue(np.isnan(s[i]))
for j in range(2):
self.assertTrue(np.isnan(u[i, j]))
self.assertTrue(np.isnan(v[i, j]))
def _cond(self):
if not self.is_self_adjoint:
# In general the condition number is the ratio of the
# absolute value of the largest and smallest singular values.
vals = linalg_ops.svd(self.to_dense(), compute_uv=False)
else:
# For self-adjoint matrices, and in general normal matrices,
# we can use eigenvalues.
vals = math_ops.abs(self._eigvals())
return (math_ops.reduce_max(vals, axis=-1) /
math_ops.reduce_min(vals, axis=-1))
def testTwoInputsSameOp(self):
g = ops.Graph()
with g.as_default():
m = array_ops.placeholder(dtypes.float32)
s, u, v = linalg_ops.svd(m)
ss = math_ops.reduce_sum(s)
uu = math_ops.reduce_sum(u)
vv = math_ops.reduce_sum(v)
result = ss + uu + vv
f = function._graph_to_function_def(
g,
g.get_operations()[1:], # skip the placeholder
[s, u, v],
[result])
self.assertEqual(len(f.signature.input_arg), 3)
def testTwoInputsSameOp(self):
g = ops.Graph()
with g.as_default():
m = array_ops.placeholder(dtypes.float32)
s, u, v = linalg_ops.svd(m)
ss = math_ops.reduce_sum(s)
uu = math_ops.reduce_sum(u)
vv = math_ops.reduce_sum(v)
result = ss + uu + vv
f = graph_to_function_def.graph_to_function_def(
g,
g.get_operations()[1:], # skip the placeholder
[s, u, v],
[result])
self.assertEqual(len(f.signature.input_arg), 3)
def _assert_non_singular(self):
"""Private default implementation of _assert_non_singular."""
logging.warn(
"Using (possibly slow) default implementation of assert_non_singular."
" Requires conversion to a dense matrix and O(N^3) operations.")
if self._can_use_cholesky():
return self.assert_positive_definite()
else:
singular_values = linalg_ops.svd(self.to_dense(), compute_uv=False)
# TODO(langmore) Add .eig and .cond as methods.
cond = (math_ops.reduce_max(singular_values, axis=-1) /
math_ops.reduce_min(singular_values, axis=-1))
return check_ops.assert_less(
cond,
self._max_condition_number_to_be_non_singular(),
message="Singular matrix up to precision epsilon.")
def _assert_non_singular(self):
"""Private default implementation of _assert_non_singular."""
logging.warn(
"Using (possibly slow) default implementation of assert_non_singular."
" Requires conversion to a dense matrix and O(N^3) operations.")
if self._can_use_cholesky():
return self.assert_positive_definite()
else:
singular_values = linalg_ops.svd(self.to_dense(), compute_uv=False)
# TODO(langmore) Add .eig and .cond as methods.
cond = (math_ops.reduce_max(singular_values, axis=-1) /
math_ops.reduce_min(singular_values, axis=-1))
return check_ops.assert_less(
cond,
self._max_condition_number_to_be_non_singular(),
message="Singular matrix up to precision epsilon.")
def test_cond(self):
with self.test_session(graph=ops.Graph()) as sess:
# svd does not work with zero dimensional matrices, so we'll
# skip
if 0 in shapes_info.shape[-2:]:
return
# ROCm platform does not yet support complex types
if test.is_built_with_rocm() and \
((dtype == dtypes.complex64) or (dtype == dtypes.complex128)):
return
sess.graph.seed = random_seed.DEFAULT_GRAPH_SEED
# Ensure self-adjoint and PD so we get finite condition numbers.
operator, mat = self.operator_and_matrix(
shapes_info,
dtype,
use_placeholder=use_placeholder,
ensure_self_adjoint_and_pd=True)
# Eigenvalues are real, so we'll cast these to float64 and sort
# for comparison.
op_cond = operator.cond()
s = math_ops.abs(linalg_ops.svd(mat, compute_uv=False))
mat_cond = math_ops.reduce_max(s, axis=-1) / math_ops.reduce_min(
s, axis=-1)
op_cond_v, mat_cond_v = sess.run([op_cond, mat_cond])
atol_override = {
dtypes.float16: 1e-2,
dtypes.float32: 1e-3,
dtypes.float64: 1e-6,
dtypes.complex64: 1e-3,
dtypes.complex128: 1e-6,
}
rtol_override = {
dtypes.float16: 1e-2,
dtypes.float32: 1e-3,
dtypes.float64: 1e-4,
dtypes.complex64: 1e-3,
dtypes.complex128: 1e-6,
}
atol = atol_override[dtype]
rtol = rtol_override[dtype]
self.assertAllClose(op_cond_v, mat_cond_v, atol=atol, rtol=rtol)
def _sliced_wasserstein_svd(a, b):
"""Compute the approximate sliced Wasserstein distance using an SVD.
This is not part of the paper, it's a variant with possibly more accurate
measure.
Args:
a: (matrix) Distribution "a" of samples (row, col).
b: (matrix) Distribution "b" of samples (row, col).
Returns:
Float containing the approximate distance between "a" and "b".
"""
s = array_ops.shape(a)
# Random projection matrix.
sig, u = linalg_ops.svd(array_ops.concat([a, b], 0))[:2]
proj_a, proj_b = array_ops.split(u * sig, 2, axis=0)
proj_a = _sort_rows(proj_a[:, ::-1], s[0])
proj_b = _sort_rows(proj_b[:, ::-1], s[0])
# Pairwise Wasserstein distance.
wdist = math_ops.reduce_mean(math_ops.abs(proj_a - proj_b))
return wdist
def _NormalizingSvd(tf_a):
tf_s, tf_u, tf_v = linalg_ops.svd(tf_a, compute_uv=True, full_matrices=True)
# Singular vectors are only unique up to an arbitrary phase. We normalize
# the vectors such that the first component of u (if m >=n) or v (if n > m)
# have phase 0.
m = tf_a.shape[-2]
n = tf_a.shape[-1]
if m >= n:
top_rows = tf_u[..., 0:1, :]
else:
top_rows = tf_v[..., 0:1, :]
if tf_u.dtype.is_complex:
angle = -math_ops.angle(top_rows)
phase = math_ops.complex(math_ops.cos(angle), math_ops.sin(angle))
else:
phase = math_ops.sign(top_rows)
tf_u *= phase[..., :m]
tf_v *= phase[..., :n]
return tf_s, tf_u, tf_v
def _NormalizingSvd(tf_a):
tf_s, tf_u, tf_v = linalg_ops.svd(
tf_a, compute_uv=True, full_matrices=full_matrices_)
# Singular vectors are only unique up to an arbitrary phase. We normalize
# the vectors such that the first component of u (if m >=n) or v (if n > m)
# have phase 0.
m = tf_a.shape[-2]
n = tf_a.shape[-1]
if m >= n:
top_rows = tf_u[..., 0:1, :]
else:
top_rows = tf_v[..., 0:1, :]
if tf_u.dtype.is_complex:
angle = -math_ops.angle(top_rows)
phase = math_ops.complex(math_ops.cos(angle), math_ops.sin(angle))
else:
phase = math_ops.sign(top_rows)
tf_u *= phase[..., :m]
tf_v *= phase[..., :n]
return tf_s, tf_u, tf_v
def __call__(self, shape, dtype=None, partition_info=None):
if dtype is None:
dtype = self.dtype
# Check the shape
if len(shape) < 2:
raise ValueError("The tensor to initialize must be "
"at least two-dimensional")
# Flatten the input shape with the last dimension remaining
# its original shape so it works for conv2d
num_rows = 1
for dim in shape[:-1]:
num_rows *= dim
num_cols = shape[-1]
flat_shape = (num_rows, num_cols)
# Generate a random matrix
a = random_ops.random_normal(flat_shape, dtype=dtype, seed=self.seed)
# Compute the qr factorization
u, _, vt = linalg_ops.svd(a, full_matrices=False)
return self.gain * array_ops.reshape(vt, shape)
def _matrix_square_root(mat, eps=1e-10):
"""Compute symmetric square root of matrix.
Equivalent to matrix square root when matrix is invertible; note that this is
different from an elementwise square root. We want to compute M' where M' =
sqrt(mat) such that M' * M' = mat.
Args:
mat: Matrix to take the square root of.
eps: Small epsilon such that any element less than eps will not be square
rooted to guard against numerical instability.
Returns:
Matrix square root of mat.
"""
s, u, v = linalg_ops.svd(mat)
# sqrt is unstable around 0, just use 0 in such case
si = array_ops.where(math_ops.less(s, eps), s, math_ops.sqrt(s))
return math_ops.matmul(
math_ops.matmul(u, array_ops.diag(si)), v, transpose_b=True)
def _matrix_square_root(mat, eps=1e-10):
"""Compute symmetric square root of matrix.
Equivalent to matrix square root when matrix is invertible; note that this is
different from an elementwise square root. We want to compute M' where M' =
sqrt(mat) such that M' * M' = mat.
Args:
mat: Matrix to take the square root of.
eps: Small epsilon such that any element less than eps will not be square
rooted to guard against numerical instability.
Returns:
Matrix square root of mat.
"""
s, u, v = linalg_ops.svd(mat)
# sqrt is unstable around 0, just use 0 in such case
si = array_ops.where(math_ops.less(s, eps), s, math_ops.sqrt(s))
return math_ops.matmul(math_ops.matmul(u, array_ops.diag(si)),
v,
transpose_b=True)
def _sliced_wasserstein_svd(a, b):
"""Compute the approximate sliced Wasserstein distance using an SVD.
This is not part of the paper, it's a variant with possibly more accurate
measure.
Args:
a: (matrix) Distribution "a" of samples (row, col).
b: (matrix) Distribution "b" of samples (row, col).
Returns:
Float containing the approximate distance between "a" and "b".
"""
s = array_ops.shape(a)
# Random projection matrix.
sig, u = linalg_ops.svd(array_ops.concat([a, b], 0))[:2]
proj_a, proj_b = array_ops.split(u * sig, 2, axis=0)
proj_a = _sort_rows(proj_a[:, ::-1], s[0])
proj_b = _sort_rows(proj_b[:, ::-1], s[0])
# Pairwise Wasserstein distance.
wdist = math_ops.reduce_mean(math_ops.abs(proj_a - proj_b))
return wdist
def Test(self):
np.random.seed(42)
a = np.random.uniform(low=-1.0, high=1.0, size=shape_).astype(dtype_)
if dtype_ in [np.complex64, np.complex128]:
a += 1j * np.random.uniform(
low=-1.0, high=1.0, size=shape_).astype(dtype_)
# Optimal stepsize for central difference is O(epsilon^{1/3}).
# See Equation (21) in:
# http://www.karenkopecky.net/Teaching/eco613614/Notes_NumericalDifferentiation.pdf
# TODO(rmlarsen): Move step size control to gradient checker.
epsilon = np.finfo(dtype_).eps
delta = 0.1 * epsilon**(1.0 / 3.0)
if dtype_ in [np.float32, np.complex64]:
tol = 3e-2
else:
tol = 1e-6
with self.test_session(use_gpu=True):
tf_a = constant_op.constant(a)
if compute_uv_:
tf_s, tf_u, tf_v = _NormalizingSvd(tf_a)
outputs = [tf_s, tf_u, tf_v]
else:
tf_s = linalg_ops.svd(tf_a, compute_uv=False)
outputs = [tf_s]
for b in outputs:
x_init = np.random.uniform(
low=-1.0, high=1.0, size=shape_).astype(dtype_)
if dtype_ in [np.complex64, np.complex128]:
x_init += 1j * np.random.uniform(
low=-1.0, high=1.0, size=shape_).astype(dtype_)
theoretical, numerical = gradient_checker.compute_gradient(
tf_a,
tf_a.get_shape().as_list(),
b,
b.get_shape().as_list(),
x_init_value=x_init,
delta=delta)
self.assertAllClose(theoretical, numerical, atol=tol, rtol=tol)
def Test(self):
np.random.seed(42)
a = np.random.uniform(low=-1.0, high=1.0, size=shape_).astype(dtype_)
if dtype_ in [np.complex64, np.complex128]:
a += 1j * np.random.uniform(low=-1.0, high=1.0,
size=shape_).astype(dtype_)
# Optimal stepsize for central difference is O(epsilon^{1/3}).
# See Equation (21) in:
# http://www.karenkopecky.net/Teaching/eco613614/Notes_NumericalDifferentiation.pdf
# TODO(rmlarsen): Move step size control to gradient checker.
epsilon = np.finfo(dtype_).eps
delta = 0.1 * epsilon**(1.0 / 3.0)
if dtype_ in [np.float32, np.complex64]:
tol = 3e-2
else:
tol = 1e-6
with self.session(use_gpu=True):
tf_a = constant_op.constant(a)
if compute_uv_:
tf_s, tf_u, tf_v = _NormalizingSvd(tf_a, full_matrices_)
outputs = [tf_s, tf_u, tf_v]
else:
tf_s = linalg_ops.svd(tf_a, compute_uv=False)
outputs = [tf_s]
for b in outputs:
x_init = np.random.uniform(low=-1.0, high=1.0,
size=shape_).astype(dtype_)
if dtype_ in [np.complex64, np.complex128]:
x_init += 1j * np.random.uniform(
low=-1.0, high=1.0, size=shape_).astype(dtype_)
theoretical, numerical = gradient_checker.compute_gradient(
tf_a,
tf_a.get_shape().as_list(),
b,
b.get_shape().as_list(),
x_init_value=x_init,
delta=delta)
self.assertAllClose(theoretical, numerical, atol=tol, rtol=tol)
def _SvdGrad(op, grad_s, grad_u, grad_v):
"""Gradient for the singular value decomposition."""
# The derivation for the compute_uv=False case, and most of
# the derivation for the full_matrices=True case, are in
# Giles' paper (see reference at top of file). A derivation for
# the full_matrices=False case is available at
# https://j-towns.github.io/papers/svd-derivative.pdf
a = op.inputs[0]
a_shape = a.get_shape().with_rank_at_least(2)
grad_s_mat = array_ops.matrix_diag(grad_s)
if not op.get_attr("compute_uv"):
s, u, v = linalg_ops.svd(a, compute_uv=True)
grad_a = math_ops.matmul(u, math_ops.matmul(grad_s_mat, v, adjoint_b=True))
grad_a.set_shape(a_shape)
return grad_a
full_matrices = op.get_attr("full_matrices")
# TODO(rmlarsen): Make this work with complex types.
if a.dtype.is_complex:
raise NotImplementedError(
"SVD gradient is not implemented for complex types and "
"compute_uv=True.")
grad_u_shape = grad_u.get_shape().with_rank_at_least(2)
grad_v_shape = grad_v.get_shape().with_rank_at_least(2)
m = a_shape.dims[-2].merge_with(grad_u_shape[-2])
n = a_shape.dims[-1].merge_with(grad_v_shape[-2])
batch_shape = a_shape[:-2].merge_with(grad_u_shape[:-2]).merge_with(
grad_v_shape[:-2])
a_shape = batch_shape.concatenate([m, n])
m = a_shape.dims[-2].value
n = a_shape.dims[-1].value
# TODO(rmlarsen): Make this work with placeholders.
if m is None or n is None:
raise NotImplementedError(
"SVD gradient has not been implemented for input with unknown "
"inner matrix shape.")
s = op.outputs[0]
u = op.outputs[1]
v = op.outputs[2]
use_adjoint = False
if m > n:
# Compute the gradient for A^H = V * S^T * U^H, and (implicitly) take the
# Hermitian transpose of the gradient at the end.
use_adjoint = True
m, n = n, m
u, v = v, u
grad_u, grad_v = grad_v, grad_u
with ops.control_dependencies([grad_s, grad_u, grad_v]):
if full_matrices and abs(m - n) > 1:
raise NotImplementedError(
"svd gradient is not implemented for abs(m - n) > 1 "
"when full_matrices is True")
s_mat = array_ops.matrix_diag(s)
s2 = math_ops.square(s)
# NOTICE: Because of the term involving f, the gradient becomes
# infinite (or NaN in practice) when singular values are not unique.
# Mathematically this should not be surprising, since for (k-fold)
# degenerate singular values, the corresponding singular vectors are
# only defined up a (k-dimensional) subspace. In practice, this can
# lead to numerical instability when singular values are close but not
# exactly equal.
f = array_ops.matrix_set_diag(
math_ops.reciprocal(
array_ops.expand_dims(s2, -2) - array_ops.expand_dims(s2, -1)),
array_ops.zeros_like(s))
s_inv_mat = array_ops.matrix_diag(math_ops.reciprocal(s))
v1 = v[..., :, :m]
grad_v1 = grad_v[..., :, :m]
u_gu = math_ops.matmul(u, grad_u, adjoint_a=True)
v_gv = math_ops.matmul(v1, grad_v1, adjoint_a=True)
f_u = f * u_gu
f_v = f * v_gv
term1_nouv = (
grad_s_mat + math_ops.matmul(f_u + _linalg.adjoint(f_u), s_mat) +
math_ops.matmul(s_mat, f_v + _linalg.adjoint(f_v)))
term1 = math_ops.matmul(u, math_ops.matmul(term1_nouv, v1, adjoint_b=True))
if m == n:
grad_a_before_transpose = term1
else:
gv1t = array_ops.matrix_transpose(grad_v1)
gv1t_v1 = math_ops.matmul(gv1t, v1)
term2_nous = gv1t - math_ops.matmul(gv1t_v1, v1, adjoint_b=True)
if full_matrices:
v2 = v[..., :, m:n]
grad_v2 = grad_v[..., :, m:n]
v1t_gv2 = math_ops.matmul(v1, grad_v2, adjoint_a=True)
term2_nous -= math_ops.matmul(v1t_gv2, v2, adjoint_b=True)
u_s_inv = math_ops.matmul(u, s_inv_mat)
term2 = math_ops.matmul(u_s_inv, term2_nous)
grad_a_before_transpose = term1 + term2
if use_adjoint:
grad_a = array_ops.matrix_transpose(grad_a_before_transpose)
else:
grad_a = grad_a_before_transpose
grad_a.set_shape(a_shape)
return grad_a
def _sharpOp(self, vector):
s, u ,v = linalg_ops.svd(vector)
return (math_ops.matmul(u, array_ops.transpose(v)) *
math_ops.reduce_sum(s))
def _SvdGrad(op, grad_s, grad_u, grad_v):
"""Gradient for Svd based on Giles' algorithm. Reference at top of file."""
if op.get_attr("compute_uv") and not op.get_attr("full_matrices"):
raise NotImplementedError(
"SVD gradient is not implemented for compute_uv=True and "
"full_matrices=False.")
a = op.inputs[0]
a_shape = a.get_shape().with_rank_at_least(2)
if op.get_attr("compute_uv"):
# TODO(rmlarsen): Make this work with complex types.
if a.dtype.is_complex:
raise NotImplementedError(
"SVD gradient is not implemented for complex types and "
"compute_uv=True.")
grad_u_shape = grad_u.get_shape().with_rank_at_least(2)
grad_v_shape = grad_v.get_shape().with_rank_at_least(2)
m = a_shape[-2].merge_with(grad_u_shape[-2])
n = a_shape[-1].merge_with(grad_v_shape[-2])
batch_shape = a_shape[:-2].merge_with(grad_u_shape[:-2]).merge_with(
grad_v_shape[:-2])
a_shape = batch_shape.concatenate([m, n])
m = a_shape[-2].value
n = a_shape[-1].value
# TODO(rmlarsen): Make this work with placeholders.
if m is None or n is None:
raise NotImplementedError(
"SVD gradient has not been implemented for input with unknown "
"inner matrix shape.")
if not op.get_attr("full_matrices") or not op.get_attr("compute_uv"):
s, u, v = linalg_ops.svd(a, compute_uv=True, full_matrices=True)
else:
s = op.outputs[0]
u = op.outputs[1]
v = op.outputs[2]
use_adjoint = False
if m > n:
# Compute the gradient for A^H = V * S^T * U^H, and (implicitly) take the
# Hermitian transpose of the gradient at the end.
use_adjoint = True
m, n = n, m
u, v = v, u
grad_u, grad_v = grad_v, grad_u
with ops.control_dependencies([grad_s, grad_u, grad_v]):
grad_s_mat = array_ops.matrix_diag(grad_s)
if not op.get_attr("compute_uv"):
if use_adjoint:
grad_a = math_ops.matmul(
v[..., :, :m], math_ops.matmul(u, grad_s_mat), adjoint_b=True)
else:
grad_a = math_ops.matmul(u,
math_ops.matmul(
grad_s_mat, v[..., :, :m], adjoint_b=True))
grad_a.set_shape(a_shape)
return grad_a
# TODO(rmlarsen): Define a gradient that is numerically stable for
# abs(m-n) > 1. Currently this does not work because there are effectively
# multiple singular values with value zero. I am not sure if this is a true
# instability or if it simply throws off the finite difference gradient
# checker.
if abs(m - n) > 1:
raise NotImplementedError(
"svd gradient is not implemented for abs(m - n) > 1")
s_mat = array_ops.matrix_diag(s)
s2 = math_ops.square(s)
# NOTICE: Because of the term involving f, the gradient becomes
# infinite (or NaN in practice) when singular values are not unique.
# Mathematically this should not be surprising, since for (k-fold)
# degenerate singular values, the corresponding singular vectors are
# only defined up a (k-dimensional) subspace. In practice, this can
# lead to numerical instability when singular values are close but not
# exactly equal.
f = array_ops.matrix_set_diag(
math_ops.reciprocal(
array_ops.expand_dims(s2, -2) - array_ops.expand_dims(s2, -1)),
array_ops.zeros_like(s))
s_inv_mat = array_ops.matrix_diag(math_ops.reciprocal(s))
u_gu = math_ops.matmul(u, grad_u, adjoint_a=True)
v_gv = math_ops.matmul(v, grad_v, adjoint_a=True)
if m == n:
f_u = f * u_gu
f_v = f * v_gv
else:
dv2 = array_ops.matrix_transpose(v_gv[..., m:n, :m]) - v_gv[..., :m, m:n]
f_u = f * u_gu
f_v = f * v_gv[..., :m, :m]
grad_a_nouv = (
grad_s_mat + math_ops.matmul(f_u + _linalg.adjoint(f_u), s_mat) +
math_ops.matmul(s_mat, f_v + _linalg.adjoint(f_v)))
if m != n:
grad_a_nouv = array_ops.concat(
[grad_a_nouv, math_ops.matmul(s_inv_mat, dv2)], -1)
if use_adjoint:
# Use (U X V^H)^H = V (U X)^H.
grad_a = math_ops.matmul(
v, math_ops.matmul(u, grad_a_nouv), adjoint_b=True)
else:
grad_a = math_ops.matmul(u,
math_ops.matmul(grad_a_nouv, v, adjoint_b=True))
grad_a.set_shape(a_shape)
return grad_a
def _SvdGrad(op, grad_s, grad_u, grad_v):
"""Gradient for the singular value decomposition."""
# The derivation for the compute_uv=False case, and most of
# the derivation for the full_matrices=True case, are in
# Giles' paper (see reference at top of file). A derivation for
# the full_matrices=False case is available at
# https://j-towns.github.io/papers/svd-derivative.pdf
a = op.inputs[0]
a_shape = a.get_shape().with_rank_at_least(2)
grad_s_mat = array_ops.matrix_diag(grad_s)
if not op.get_attr("compute_uv"):
s, u, v = linalg_ops.svd(a, compute_uv=True)
grad_a = math_ops.matmul(
u, math_ops.matmul(grad_s_mat, v, adjoint_b=True))
grad_a.set_shape(a_shape)
return grad_a
full_matrices = op.get_attr("full_matrices")
# TODO(rmlarsen): Make this work with complex types.
if a.dtype.is_complex:
raise NotImplementedError(
"SVD gradient is not implemented for complex types and "
"compute_uv=True.")
grad_u_shape = grad_u.get_shape().with_rank_at_least(2)
grad_v_shape = grad_v.get_shape().with_rank_at_least(2)
m = a_shape[-2].merge_with(grad_u_shape[-2])
n = a_shape[-1].merge_with(grad_v_shape[-2])
batch_shape = a_shape[:-2].merge_with(grad_u_shape[:-2]).merge_with(
grad_v_shape[:-2])
a_shape = batch_shape.concatenate([m, n])
m = a_shape[-2].value
n = a_shape[-1].value
# TODO(rmlarsen): Make this work with placeholders.
if m is None or n is None:
raise NotImplementedError(
"SVD gradient has not been implemented for input with unknown "
"inner matrix shape.")
s = op.outputs[0]
u = op.outputs[1]
v = op.outputs[2]
use_adjoint = False
if m > n:
# Compute the gradient for A^H = V * S^T * U^H, and (implicitly) take the
# Hermitian transpose of the gradient at the end.
use_adjoint = True
m, n = n, m
u, v = v, u
grad_u, grad_v = grad_v, grad_u
with ops.control_dependencies([grad_s, grad_u, grad_v]):
if full_matrices and abs(m - n) > 1:
raise NotImplementedError(
"svd gradient is not implemented for abs(m - n) > 1 "
"when full_matrices is True")
s_mat = array_ops.matrix_diag(s)
s2 = math_ops.square(s)
# NOTICE: Because of the term involving f, the gradient becomes
# infinite (or NaN in practice) when singular values are not unique.
# Mathematically this should not be surprising, since for (k-fold)
# degenerate singular values, the corresponding singular vectors are
# only defined up a (k-dimensional) subspace. In practice, this can
# lead to numerical instability when singular values are close but not
# exactly equal.
f = array_ops.matrix_set_diag(
math_ops.reciprocal(
array_ops.expand_dims(s2, -2) - array_ops.expand_dims(s2, -1)),
array_ops.zeros_like(s))
s_inv_mat = array_ops.matrix_diag(math_ops.reciprocal(s))
v1 = v[..., :, :m]
grad_v1 = grad_v[..., :, :m]
u_gu = math_ops.matmul(u, grad_u, adjoint_a=True)
v_gv = math_ops.matmul(v1, grad_v1, adjoint_a=True)
f_u = f * u_gu
f_v = f * v_gv
term1_nouv = (grad_s_mat +
math_ops.matmul(f_u + _linalg.adjoint(f_u), s_mat) +
math_ops.matmul(s_mat, f_v + _linalg.adjoint(f_v)))
term1 = math_ops.matmul(
u, math_ops.matmul(term1_nouv, v1, adjoint_b=True))
if m == n:
grad_a_before_transpose = term1
else:
gv1t = array_ops.matrix_transpose(grad_v1)
gv1t_v1 = math_ops.matmul(gv1t, v1)
term2_nous = gv1t - math_ops.matmul(gv1t_v1, v1, adjoint_b=True)
if full_matrices:
v2 = v[..., :, m:n]
grad_v2 = grad_v[..., :, m:n]
v1t_gv2 = math_ops.matmul(v1, grad_v2, adjoint_a=True)
term2_nous -= math_ops.matmul(v1t_gv2, v2, adjoint_b=True)
u_s_inv = math_ops.matmul(u, s_inv_mat)
term2 = math_ops.matmul(u_s_inv, term2_nous)
grad_a_before_transpose = term1 + term2
if use_adjoint:
grad_a = array_ops.matrix_transpose(grad_a_before_transpose)
else:
grad_a = grad_a_before_transpose
grad_a.set_shape(a_shape)
return grad_a
def _finish(self, state):
var_dtype = self._variables[0].dtype.base_dtype
# Update global step.
global_step = self._get_global_step(state)
update_global_step = state_ops.assign_add(global_step, 1.)
# Update the first moment estimate.
beta1 = state.get_hyper("beta1", dtype=var_dtype)
moment1 = self._get_moment1(state)
flat_grad = self._get_flat_grad(state)
# moment1_t := beta1 * moment1_{t-1} + (1 - beta1) * flat_grad_t
update_moment1 = moment1.assign(beta1 * moment1 + (1. - beta1) * flat_grad)
# Update the gradient buffer.
window = state.get_hyper("window")
grad_buffer = self._get_grad_buffer(state)
next_grad_index = math_ops.floormod(
math_ops.to_int32(update_global_step - 1.), window)
# grad_buffer[(t-1) % window] := moment1_t
update_grad_buffer = state_ops.scatter_update(grad_buffer, next_grad_index,
update_moment1)
# Compute the update step.
eps = state.get_hyper("eps", dtype=var_dtype)
svd_eps = state.get_hyper("svd_eps", dtype=var_dtype)
sigma_eps = state.get_hyper("sigma_eps", dtype=var_dtype)
lr = state.get_hyper("lr", dtype=var_dtype)
denom = math_ops.sqrt(
math_ops.minimum(
ops.convert_to_tensor(update_global_step),
ops.convert_to_tensor(math_ops.cast(window, dtype=var_dtype))))
moment1_2d = array_ops.expand_dims(update_moment1, -1)
# m = grad_buffer^T / sqrt(min(t, window))
# m has shape [model dimension, window], where model dimension is the sum
# of the dimensions of the flattened variables.
m = array_ops.transpose(math_ops.divide(update_grad_buffer, denom))
# sigma, u, _ = SVD(m^Tm + I * svd_eps)
mm = math_ops.matmul(m, m, transpose_a=True)
damping = math_ops.cast(linalg_ops.eye(window), dtype=var_dtype) * svd_eps
sigma, u, _ = linalg_ops.svd(mm + damping)
sigma_sqrt = math_ops.sqrt(sigma)
sigma_sqrt_min = math_ops.reduce_min(sigma_sqrt)
# sigma_sqrt_inv = 1 / (\sqrt{sigma} + sigma_eps) ^ 3
# We add sigma_eps to alleviate numerical instability.
# Note that (m^Tm)^(-3/2) = u diag(sigma_sqrt_inv) u^T.
sigma_sqrt_inv = math_ops.divide(
math_ops.cast(1.0, dtype=var_dtype),
math_ops.pow(sigma_sqrt + sigma_eps, 3))
# In full matrix AdaGrad, the update step computes (mm^T)^(-1/2)g, where the
# inversion of a model dimension by model dimension matrix is needed. To
# speed up this computation we calculate the following instead:
# m(m^Tm)^(-3/2)m^T moment1 = m u diag(sigma_sqrt_inv) u^T m^T moment1.
new_step = array_ops.expand_dims(
array_ops.zeros(flat_grad.get_shape(), dtype=var_dtype), -1)
head = math_ops.matmul(
m,
math_ops.matmul(
u,
math_ops.matmul(
array_ops.diag(sigma_sqrt_inv),
math_ops.matmul(
u,
math_ops.matmul(m, moment1_2d, transpose_a=True),
transpose_a=True))))
# When inverting (mm^t)^(1/2), we also add epsilon * I regularization for
# degenerate cases. We expand ((mm^t)^(1/2) + epsilon * I)^(-1) using
# Woodbury's identity.
# For full derivation please see paper at
# https://arxiv.org/pdf/1806.02958.pdf
tail = moment1_2d - math_ops.matmul(
m,
math_ops.matmul(
u,
math_ops.matmul(
array_ops.diag(
math_ops.divide(math_ops.cast(1.0, dtype=var_dtype),
sigma)),
math_ops.matmul(
u,
math_ops.matmul(m, moment1_2d, transpose_a=True),
transpose_a=True))))
scaled_tail = math_ops.divide(tail, sigma_sqrt_min)
update_new_step = control_flow_ops.cond(
sigma_sqrt_min > eps, lambda: math_ops.add(head, scaled_tail),
lambda: math_ops.add(new_step, head))
# Update each variable.
update_step = []
for var in self._variables:
dim = self.shape_dict[var.name]
start_index = self.index_dict[var.name]
end_index = start_index + dim
var_update_correct_shape = array_ops.reshape(
update_new_step[start_index:end_index], var.get_shape())
var_updated = state_ops.assign_sub(var, lr * var_update_correct_shape)
update_step.append(var_updated)
return control_flow_ops.group(update_step)
def posdef_eig_svd(mat): """Computes the singular values and left singular vectors of a matrix.""" evals, evecs, _ = linalg_ops.svd(mat) return evals, evecs
def make_inverse_update_ops(self):
"""Create and return update ops corresponding to registered computations."""
# TODO(b/69918258): Add correctness tests for this method.
# pylint: disable=invalid-name
ops = super(FullyConnectedMultiKF, self).make_inverse_update_ops()
if (len(self._option1quants_by_damping) +
len(self._option2quants_by_damping)):
# Note that C0 and C1 are stand-ins for A0 and A1, or G0 and G1, from
# the pseudo-code in the original paper. Because the computations for
# the A and G case are essentially the same they can both be performed by
# the same class (this one).
C1 = self.get_cov_dt1()
# Get the eigendecomposition of C0 (= self.get_cov())
eigen_e, eigen_V = self.get_eigendecomp()
# TODO(b/69678661): Note, there is an implicit assumption here that C1
# and C0 (as represented here by its eigen-decomp) are consistent. This
# could fail to be the case if self._cov and self._cov_dt1 are not updated
# consistently, or are somehow read between or during the cov updates.
# Can this possibly happen? Is there a way to prevent it?
for damping, (Lmat_var,
psi_var) in self._option1quants_by_damping.items():
invsqrtC0 = math_ops.matmul(
eigen_V * (eigen_e + damping)**(-0.5), eigen_V, transpose_b=True)
# Might need to enforce symmetry lost due to numerical issues.
invsqrtC0 = (invsqrtC0 + array_ops.transpose(invsqrtC0)) / 2.0
# The following line imposses the symmetry assumed by "Option 1" on C1.
# Stangely the code can work okay with this line commented out,
# depending on how psd_eig is defined. I'm not sure why.
C1 = (C1 + array_ops.transpose(C1)) / 2.0
# hPsi = C0^(-1/2) * C1 * C0^(-1/2) (hPsi means hat{Psi})
hPsi = math_ops.matmul(math_ops.matmul(invsqrtC0, C1), invsqrtC0)
# Compute the decomposition U*diag(psi)*U^T = hPsi
psi, U = utils.posdef_eig(hPsi)
# L = C0^(-1/2) * U
Lmat = math_ops.matmul(invsqrtC0, U)
ops.append(Lmat_var.assign(Lmat))
ops.append(psi_var.assign(psi))
for damping, (Pmat_var, Kmat_var,
mu_var) in self._option2quants_by_damping.items():
# compute C0^(-1/2)
invsqrtC0 = math_ops.matmul(
eigen_V * (eigen_e + damping)**(-0.5), eigen_V, transpose_b=True)
# Might need to enforce symmetry lost due to numerical issues.
invsqrtC0 = (invsqrtC0 + array_ops.transpose(invsqrtC0)) / 2.0
# Compute the product C0^(-1/2) * C1
invsqrtC0C1 = math_ops.matmul(invsqrtC0, C1)
# hPsi = C0^(-1/2) * C1 * C0^(-1/2) (hPsi means hat{Psi})
hPsi = math_ops.matmul(invsqrtC0C1, invsqrtC0)
# Compute the decomposition E*diag(mu)*E^T = hPsi^T * hPsi
# Note that we using the notation mu instead of "m" for the eigenvalues.
# Instead of computing the product hPsi^T * hPsi and then doing an
# eigen-decomposition of this we just compute the SVD of hPsi and then
# square the singular values to get the eigenvalues. For a justification
# of this approach, see:
# https://en.wikipedia.org/wiki/Singular-value_decomposition#Relation_to_eigenvalue_decomposition
sqrtmu, _, E = linalg_ops.svd(hPsi)
mu = math_ops.square(sqrtmu)
# Mathematically, the eigenvalues should not should not exceed 1.0, but
# due to numerical issues, or possible issues with inconsistent
# values of C1 and (the eigen-decomposition of) C0 they might. So
# we enforce this condition.
mu = math_ops.minimum(mu, 1.0)
# P = (C0^(-1/2) * C1)^T * C0^(-1/2) = C_1^T * C_0^(-1)
Pmat = math_ops.matmul(invsqrtC0C1, invsqrtC0, transpose_a=True)
# K = C_0^(-1/2) * E
Kmat = math_ops.matmul(invsqrtC0, E)
ops.append(Pmat_var.assign(Pmat))
ops.append(Kmat_var.assign(Kmat))
ops.append(mu_var.assign(mu))
return [control_flow_ops.group(*ops)]