.. _conv_arithmetic:

===============================
Convolution arithmetic tutorial
===============================

.. note::

    This tutorial is adapted from an existing `convolution arithmetic guide
    <https://arxiv.org/abs/1603.07285>`_ [#]_, with an added emphasis on
    Theano's interface.

    Also, note that the signal processing community has a different nomenclature
    and a well established literature on the topic, but for this tutorial
    we will stick to the terms used in the machine learning community. For a
    signal processing point of view on the subject, see for instance *Winograd,
    Shmuel. Arithmetic complexity of computations. Vol. 33. Siam, 1980*.

About this tutorial
===================

Learning to use convolutional neural networks (CNNs) for the first time is
generally an intimidating experience. A convolutional layer's output shape is
affected by the shape of its input as well as the choice of kernel shape, zero
padding and strides, and the relationship between these properties is not
trivial to infer. This contrasts with fully-connected layers, whose output size
is independent of the input size.  Additionally, so-called transposed
convolutional layers (also known as fractionally strided convolutional layers,
or -- wrongly -- as deconvolutions) have been employed in more and more work as
of late, and their relationship with convolutional layers has been explained
with various degrees of clarity.

The relationship between a convolution operation's input shape, kernel size,
stride, padding and its output shape can be confusing at times.

The tutorial's objective is threefold:

* Explain the relationship between convolutional layers and transposed
  convolutional layers.
* Provide an intuitive understanding of the relationship between input shape,
  kernel shape, zero padding, strides and output shape in convolutional and
  transposed convolutional layers.
* Clarify Theano's API on convolutions.

Refresher: discrete convolutions
================================

The bread and butter of neural networks is *affine transformations*: a
vector is received as input and is multiplied with a matrix to produce an
output (to which a bias vector is usually added before passing the result
through a nonlinearity). This is applicable to any type of input, be it an
image, a sound clip or an unordered collection of features: whatever their
dimensionality, their representation can always be flattened into a vector
before the transformation.

Images, sound clips and many other similar kinds of data have an intrinsic
structure. More formally, they share these important properties:

* They are stored as multi-dimensional arrays.
* They feature one or more axes for which ordering matters (e.g., width and
  height axes for an image, time axis for a sound clip).
* One axis, called the channel axis, is used to access different views of the
  data (e.g., the red, green and blue channels of a color image, or the left
  and right channels of a stereo audio track).

These properties are not exploited when an affine transformation is applied; in
fact, all the axes are treated in the same way and the topological information
is not taken into account. Still, taking advantage of the implicit structure of
the data may prove very handy in solving some tasks, like computer vision and
speech recognition, and in these cases it would be best to preserve it. This is
where discrete convolutions come into play.

A discrete convolution is a linear transformation that preserves this notion of
ordering. It is sparse (only a few input units contribute to a given output
unit) and reuses parameters (the same weights are applied to multiple locations
in the input).

Here is an example of a discrete convolution:

.. figure:: conv_arithmetic_figures/numerical_no_padding_no_strides.*
    :figclass: align-center

The light blue grid is called the *input feature map*. A *kernel* (shaded area)
of value

.. math::

    \begin{pmatrix}
    0 & 1 & 2 \\
    2 & 2 & 0 \\
    0 & 1 & 2
    \end{pmatrix}

slides across the input feature map. At each location, the product between each
element of the kernel and the input element it overlaps is computed and the
results are summed up to obtain the output in the current location. The final
output of this procedure is a matrix called *output feature map* (in green).

This procedure can be repeated using different kernels to form as many output
feature maps (a.k.a. *output channels*) as desired. Note also that to keep the
drawing simple a single input feature map is being represented, but it is not
uncommon to have multiple feature maps stacked one onto another (an example of
this is what was referred to earlier as *channels* for images and sound clips).

.. note::

    While there is a distinction between convolution and cross-correlation from
    a signal processing perspective, the two become interchangeable when the
    kernel is learned. For the sake of simplicity and to stay consistent with
    most of the machine learning literature, the term *convolution* will be
    used in this tutorial.

If there are multiple input and output feature maps, the collection of kernels
form a 4D array (``output_channels, input_channels, filter_rows,
filter_columns``). For each output channel, each input channel is convolved with
a distinct part of the kernel and the resulting set of feature maps is summed
elementwise to produce the corresponding output feature map. The result of this
procedure is a set of output feature maps, one for each output channel, that is
the output of the convolution.


The convolution depicted above is an instance of a 2-D convolution, but can be
generalized to N-D convolutions. For instance, in a 3-D convolution, the kernel
would be a *cuboid* and would slide across the height, width and depth of the
input feature map.

The collection of kernels defining a discrete convolution has a shape
corresponding to some permutation of :math:`(n, m, k_1, \ldots, k_N)`, where

.. math::

    \begin{split}
        n &\equiv \text{number of output feature maps},\\
        m &\equiv \text{number of input feature maps},\\
        k_j &\equiv \text{kernel size along axis $j$}.
    \end{split}

The following properties affect the output size :math:`o_j` of a convolutional
layer along axis :math:`j`:

* :math:`i_j`: input size along axis :math:`j`,
* :math:`k_j`: kernel size along axis :math:`j`,
* :math:`s_j`: stride (distance between two consecutive positions of the
  kernel) along axis :math:`j`,
* :math:`p_j`: zero padding (number of zeros concatenated at the beginning and
  at the end of an axis) along axis `j`.

For instance, here is a :math:`3 \times 3` kernel applied to a
:math:`5 \times 5` input padded with a :math:`1 \times 1` border of zeros using
:math:`2 \times 2` strides:

.. figure:: conv_arithmetic_figures/numerical_padding_strides.*
    :figclass: align-center

The analysis of the relationship between convolutional layer properties is eased
by the fact that they don't interact across axes, i.e., the choice of kernel
size, stride and zero padding along axis :math:`j` only affects the output size
of axis :math:`j`. Because of that, this section will focus on the following
simplified setting:

* 2-D discrete convolutions (:math:`N = 2`),
* square inputs (:math:`i_1 = i_2 = i`),
* square kernel size (:math:`k_1 = k_2 = k`),
* same strides along both axes (:math:`s_1 = s_2 = s`),
* same zero padding along both axes (:math:`p_1 = p_2 = p`).

This facilitates the analysis and the visualization, but keep in mind that the
results outlined here also generalize to the N-D and non-square cases.

Theano terminology
==================

Theano has its own terminology, which differs slightly from the convolution
arithmetic guide's. Here's a simple conversion table for the two:

+------------------+----------------------------------------------------------------------------------------------------+
| Theano           | Convolution arithmetic                                                                             |
+==================+====================================================================================================+
| ``filters``      | 4D collection of kernels                                                                           |
+------------------+----------------------------------------------------------------------------------------------------+
| ``input_shape``  | (batch size (``b``), input channels (``c``), input rows (``i1``), input columns (``i2``))          |
+------------------+----------------------------------------------------------------------------------------------------+
| ``filter_shape`` | (output channels (``c1``), input channels (``c2``), filter rows (``k1``), filter columns (``k2``)) |
+------------------+----------------------------------------------------------------------------------------------------+
| ``border_mode``  | ``'valid'``, ``'half'``, ``'full'`` or (:math:`p_1`, :math:`p_2`)                                  |
+------------------+----------------------------------------------------------------------------------------------------+
| ``subsample``    | (``s1``, ``s2``)                                                                                   |
+------------------+----------------------------------------------------------------------------------------------------+

For instance, the convolution shown above would correspond to the following
Theano call:

.. code-block:: python

    output = theano.tensor.nnet.conv2d(
        input, filters, input_shape=(1, 1, 5, 5), filter_shape=(1, 1, 3, 3),
        border_mode=(1, 1), subsample=(2, 2))

Convolution arithmetic
======================

No zero padding, unit strides
-----------------------------

The simplest case to analyze is when the kernel just slides across every
position of the input (i.e., :math:`s = 1` and :math:`p = 0`).
Here is an example for :math:`i = 4` and :math:`k = 3`:

.. figure:: conv_arithmetic_figures/no_padding_no_strides.*
    :figclass: align-center

One way of defining the output size in this case is by the number of possible
placements of the kernel on the input. Let's consider the width axis: the kernel
starts on the leftmost part of the input feature map and slides by steps of one
until it touches the right side of the input. The size of the output will be
equal to the number of steps made, plus one, accounting for the initial position
of the kernel. The same logic applies for the height axis.

More formally, the following relationship can be inferred:

.. admonition:: Relationship 1

    For any :math:`i` and :math:`k`, and for :math:`s = 1` and :math:`p = 0`,

    .. math::

        o = (i - k) + 1.

    This translates to the following Theano code:

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode=(0, 0), subsample=(1, 1))
        # output.shape[2] == (i1 - k1) + 1
        # output.shape[3] == (i2 - k2) + 1

Zero padding, unit strides
--------------------------

To factor in zero padding (i.e., only restricting to :math:`s = 1`), let's
consider its effect on the effective input size: padding with :math:`p` zeros
changes the effective input size from :math:`i` to :math:`i + 2p`. In the
general case, Relationship 1 can then be used to infer the following
relationship:

.. admonition:: Relationship 2

    For any :math:`i`, :math:`k` and :math:`p`, and for :math:`s = 1`,

    .. math::

        o = (i - k) + 2p + 1.

    This translates to the following Theano code:

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode=(p1, p2), subsample=(1, 1))
        # output.shape[2] == (i1 - k1) + 2 * p1 + 1
        # output.shape[3] == (i2 - k2) + 2 * p2 + 1

Here is an example for :math:`i = 5`, :math:`k = 4` and :math:`p = 2`:

.. figure:: conv_arithmetic_figures/arbitrary_padding_no_strides.*
    :figclass: align-center

Special cases
-------------

In practice, two specific instances of zero padding are used quite extensively
because of their respective properties. Let's discuss them in more detail.

Half (same) padding
^^^^^^^^^^^^^^^^^^^
Having the output size be the same as the input size (i.e., :math:`o = i`) can
be a desirable property:

.. admonition:: Relationship 3

    For any :math:`i` and for :math:`k` odd (:math:`k = 2n + 1, \quad n \in
    \mathbb{N}`), :math:`s = 1` and :math:`p = \lfloor k / 2 \rfloor = n`,

    .. math::

        \begin{split}
            o &= i + 2 \lfloor k / 2 \rfloor - (k - 1) \\
            &= i + 2n - 2n \\
            &= i.
        \end{split}

    This translates to the following Theano code:

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode='half', subsample=(1, 1))
        # output.shape[2] == i1
        # output.shape[3] == i2

This is sometimes referred to as *half* (or *same*) padding. Here is an example
for :math:`i = 5`, :math:`k = 3` and (therefore) :math:`p = 1`:

.. figure:: conv_arithmetic_figures/same_padding_no_strides.*
    :figclass: align-center

Note that half padding also works for even-valued :math:`k` and for :math:`s >
1`, but in that case the property that the output size is the same as the input
size is lost. Some frameworks also implement the ``same`` convolution slightly
differently (e.g., in Keras :math:`o = (i + s - 1) // s`).

Full padding
^^^^^^^^^^^^

While convolving a kernel generally *decreases* the output size with respect to
the input size, sometimes the opposite is required. This can be achieved with
proper zero padding:

.. admonition:: Relationship 4

    For any :math:`i` and :math:`k`, and for :math:`p = k - 1` and
    :math:`s = 1`,

    .. math::

        \begin{split}
            o &= i + 2(k - 1) - (k - 1) \\
            &= i + (k - 1).
        \end{split}

    This translates to the following Theano code:

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode='full', subsample=(1, 1))
        # output.shape[2] == i1 + (k1 - 1)
        # output.shape[3] == i2 + (k2 - 1)

This is sometimes referred to as *full* padding, because in this setting every
possible partial or complete superimposition of the kernel on the input feature
map is taken into account. Here is an example for :math:`i = 5`, :math:`k = 3`
and (therefore) :math:`p = 2`:

.. figure:: conv_arithmetic_figures/full_padding_no_strides.*
    :figclass: align-center

No zero padding, non-unit strides
---------------------------------

All relationships derived so far only apply for unit-strided convolutions.
Incorporating non unitary strides requires another inference leap. To facilitate
the analysis, let's momentarily ignore zero padding (i.e., :math:`s > 1` and
:math:`p = 0`). Here is an example for :math:`i = 5`, :math:`k = 3` and :math:`s
= 2`:

.. figure:: conv_arithmetic_figures/no_padding_strides.*
    :figclass: align-center

Once again, the output size can be defined in terms of the number of possible
placements of the kernel on the input. Let's consider the width axis: the kernel
starts as usual on the leftmost part of the input, but this time it slides by
steps of size :math:`s` until it touches the right side of the input. The size
of the output is again equal to the number of steps made, plus one, accounting
for the initial position of the kernel. The same logic applies for the height
axis.

From this, the following relationship can be inferred:

.. admonition:: Relationship 5

    For any :math:`i`, :math:`k` and :math:`s`, and for :math:`p = 0`,

    .. math::

        o = \left\lfloor \frac{i - k}{s} \right\rfloor + 1.

    This translates to the following Theano code:

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode=(0, 0), subsample=(s1, s2))
        # output.shape[2] == (i1 - k1) // s1 + 1
        # output.shape[3] == (i2 - k2) // s2 + 1

The floor function accounts for the fact that sometimes the last
possible step does *not* coincide with the kernel reaching the end of the
input, i.e., some input units are left out.

Zero padding, non-unit strides
------------------------------

The most general case (convolving over a zero padded input using non-unit
strides) can be derived by applying Relationship 5 on an effective input of size
:math:`i + 2p`, in analogy to what was done for Relationship 2:

.. admonition:: Relationship 6

    For any :math:`i`, :math:`k`, :math:`p` and :math:`s`,

    .. math::

        o = \left\lfloor \frac{i + 2p - k}{s} \right\rfloor + 1.

    This translates to the following Theano code:

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode=(p1, p2), subsample=(s1, s2))
        # output.shape[2] == (i1 - k1 + 2 * p1) // s1 + 1
        # output.shape[3] == (i2 - k2 + 2 * p2) // s2 + 1

As before, the floor function means that in some cases a convolution will
produce the same output size for multiple input sizes. More specifically, if
:math:`i + 2p - k` is a multiple of :math:`s`, then any input size :math:`j = i
+ a, \quad a \in \{0,\ldots,s - 1\}` will produce the same output size. Note
that this ambiguity applies only for :math:`s > 1`.

Here is an example for :math:`i = 5`, :math:`k = 3`, :math:`s = 2` and :math:`p
= 1`:

.. figure:: conv_arithmetic_figures/padding_strides.*
    :figclass: align-center

Here is an example for :math:`i = 6`, :math:`k = 3`, :math:`s = 2` and :math:`p
= 1`:

.. figure:: conv_arithmetic_figures/padding_strides_odd.*
    :figclass: align-center

Interestingly, despite having different input sizes these convolutions share the
same output size. While this doesn't affect the analysis for *convolutions*,
this will complicate the analysis in the case of *transposed convolutions*.

Transposed convolution arithmetic
=================================

The need for transposed convolutions generally arises from the desire to use a
transformation going in the opposite direction of a normal convolution, i.e.,
from something that has the shape of the output of some convolution to
something that has the shape of its input while maintaining a connectivity
pattern that is compatible with said convolution. For instance, one might use
such a transformation as the decoding layer of a convolutional autoencoder or to
project feature maps to a higher-dimensional space.

Once again, the convolutional case is considerably more complex than the
fully-connected case, which only requires to use a weight matrix whose shape
has been transposed. However, since every convolution boils down to an
efficient implementation of a matrix operation, the insights gained from the
fully-connected case are useful in solving the convolutional case.

Like for convolution arithmetic, the dissertation about transposed convolution
arithmetic is simplified by the fact that transposed convolution properties
don't interact across axes.

This section will focus on the following setting:

* 2-D transposed convolutions (:math:`N = 2`),
* square inputs (:math:`i_1 = i_2 = i`),
* square kernel size (:math:`k_1 = k_2 = k`),
* same strides along both axes (:math:`s_1 = s_2 = s`),
* same zero padding along both axes (:math:`p_1 = p_2 = p`).

Once again, the results outlined generalize to the N-D and non-square cases.

Convolution as a matrix operation
---------------------------------

Take for example the convolution presented in the *No zero padding, unit
strides* subsection:

.. figure:: conv_arithmetic_figures/no_padding_no_strides.*
    :figclass: align-center

If the input and output were to be unrolled into vectors from left to right, top
to bottom, the convolution could be represented as a sparse matrix
:math:`\mathbf{C}` where the non-zero elements are the elements :math:`w_{i,j}`
of the kernel (with :math:`i` and :math:`j` being the row and column of the
kernel respectively):

.. math::

    \begin{pmatrix}
    w_{0,0} & 0       & 0       & 0       \\
    w_{0,1} & w_{0,0} & 0       & 0       \\
    w_{0,2} & w_{0,1} & 0       & 0       \\
    0       & w_{0,2} & 0       & 0       \\
    w_{1,0} & 0       & w_{0,0} & 0       \\
    w_{1,1} & w_{1,0} & w_{0,1} & w_{0,0} \\
    w_{1,2} & w_{1,1} & w_{0,2} & w_{0,1} \\
    0       & w_{1,2} & 0       & w_{0,2} \\
    w_{2,0} & 0       & w_{1,0} & 0       \\
    w_{2,1} & w_{2,0} & w_{1,1} & w_{1,0} \\
    w_{2,2} & w_{2,1} & w_{1,2} & w_{1,1} \\
    0       & w_{2,2} & 0       & w_{1,2} \\
    0       & 0       & w_{2,0} & 0       \\
    0       & 0       & w_{2,1} & w_{2,0} \\
    0       & 0       & w_{2,2} & w_{2,1} \\
    0       & 0       & 0       & w_{2,2} \\
    \end{pmatrix}^T

(*Note: the matrix has been transposed for formatting purposes.*) This linear
operation takes the input matrix flattened as a 16-dimensional vector and
produces a 4-dimensional vector that is later reshaped as the :math:`2 \times 2`
output matrix.

Using this representation, the backward pass is easily obtained by transposing
:math:`\mathbf{C}`; in other words, the error is backpropagated by multiplying
the loss with :math:`\mathbf{C}^T`. This operation takes a 4-dimensional vector
as input and produces a 16-dimensional vector as output, and its connectivity
pattern is compatible with :math:`\mathbf{C}` by construction.

Notably, the kernel :math:`\mathbf{w}` defines both the matrices
:math:`\mathbf{C}` and :math:`\mathbf{C}^T` used for the forward and backward
passes.

Transposed convolution
----------------------

Let's now consider what would be required to go the other way around, i.e., map
from a 4-dimensional space to a 16-dimensional space, while keeping the
connectivity pattern of the convolution depicted above. This operation is known
as a *transposed convolution*.

Transposed convolutions -- also called *fractionally strided convolutions* --
work by swapping the forward and backward passes of a convolution. One way to
put it is to note that the kernel defines a convolution, but whether it's a
direct convolution or a transposed convolution is determined by how the forward
and backward passes are computed.

For instance, the kernel :math:`\mathbf{w}` defines a convolution whose forward
and backward passes are computed by multiplying with :math:`\mathbf{C}` and
:math:`\mathbf{C}^T` respectively, but it *also* defines a transposed
convolution whose forward and backward passes are computed by multiplying with
:math:`\mathbf{C}^T` and :math:`(\mathbf{C}^T)^T = \mathbf{C}` respectively.

.. note::

    The transposed convolution operation can be thought of as the gradient of
    *some* convolution with respect to its input, which is usually how
    transposed convolutions are implemented in practice.

    Finally note that it is always possible to implement a transposed
    convolution with a direct convolution. The disadvantage is that it usually
    involves adding many columns and rows of zeros to the input, resulting in a
    much less efficient implementation.

Building on what has been introduced so far, this section will proceed somewhat
backwards with respect to the convolution arithmetic section, deriving the
properties of each transposed convolution by referring to the direct
convolution with which it shares the kernel, and defining the equivalent direct
convolution.

No zero padding, unit strides, transposed
-----------------------------------------

The simplest way to think about a transposed convolution is by computing the
output shape of the direct convolution for a given input shape first, and then
inverting the input and output shapes for the transposed convolution.

Let's consider the convolution of a :math:`3 \times 3` kernel on a :math:`4
\times 4` input with unitary stride and no padding (i.e., :math:`i = 4`,
:math:`k = 3`, :math:`s = 1` and :math:`p = 0`). As depicted in the convolution
below, this produces a :math:`2 \times 2` output:

.. figure:: conv_arithmetic_figures/no_padding_no_strides.*
    :figclass: align-center

The transpose of this convolution will then have an output of shape :math:`4
\times 4` when applied on a :math:`2 \times 2` input.

Another way to obtain the result of a transposed convolution is to apply an
equivalent -- but much less efficient -- direct convolution. The example
described so far could be tackled by convolving a :math:`3 \times 3` kernel over
a :math:`2 \times 2` input padded with a :math:`2 \times 2` border of zeros
using unit strides (i.e., :math:`i' = 2`, :math:`k' = k`, :math:`s' = 1` and
:math:`p' = 2`), as shown here:

.. figure:: conv_arithmetic_figures/no_padding_no_strides_transposed.*
    :figclass: align-center

Notably, the kernel's and stride's sizes remain the same, but the input of the
equivalent (direct) convolution is now zero padded.

.. note::

    Although equivalent to applying the transposed matrix, this visualization
    adds a lot of zero multiplications in the form of zero padding. This is done
    here for illustration purposes, but it is inefficient, and software
    implementations will normally not perform the useless zero multiplications.

One way to understand the logic behind zero padding is to consider the
connectivity pattern of the transposed convolution and use it to guide the
design of the equivalent convolution. For example, the top left pixel of the
input of the direct convolution only contribute to the top left pixel of the
output, the top right pixel is only connected to the top right output pixel,
and so on.

To maintain the same connectivity pattern in the equivalent convolution it is
necessary to zero pad the input in such a way that the first (top-left)
application of the kernel only touches the top-left pixel, i.e., the padding
has to be equal to the size of the kernel minus one.

Proceeding in the same fashion it is possible to determine similar observations
for the other elements of the image, giving rise to the following relationship:

.. admonition:: Relationship 7

    A convolution described by :math:`s = 1`, :math:`p = 0` and :math:`k` has an
    associated transposed convolution described by :math:`k' = k`, :math:`s' =
    s` and :math:`p' = k - 1` and its output size is

    .. math::

        o' = i' + (k - 1).

    In other words,

    .. code-block:: python

        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, filter_shape=(c1, c2, k1, k2), border_mode=(0, 0),
            subsample=(1, 1))
        # input.shape[2] == output.shape[2] + (k1 - 1)
        # input.shape[3] == output.shape[3] + (k2 - 1)

Interestingly, this corresponds to a fully padded convolution with unit strides.

Zero padding, unit strides, transposed
--------------------------------------

Knowing that the transpose of a non-padded convolution is equivalent to
convolving a zero padded input, it would be reasonable to suppose that the
transpose of a zero padded convolution is equivalent to convolving an input
padded with *less* zeros.

It is indeed the case, as shown in here for :math:`i = 5`, :math:`k = 4` and
:math:`p = 2`:

.. figure:: conv_arithmetic_figures/arbitrary_padding_no_strides_transposed.*
    :figclass: align-center

Formally, the following relationship applies for zero padded convolutions:

.. _Relationship8:

.. admonition:: Relationship 8

    A convolution described by :math:`s = 1`, :math:`k` and :math:`p` has an
    associated transposed convolution described by :math:`k' = k`, :math:`s' =
    s` and :math:`p' = k - p - 1` and its output size is

    .. math::

        o' = i' + (k - 1) - 2p.

    In other words,

    .. code-block:: python

        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, filter_shape=(c1, c2, k1, k2), border_mode=(p1, p2),
            subsample=(1, 1))
        # input.shape[2] == output.shape[2] + (k1 - 1) - 2 * p1
        # input.shape[3] == output.shape[3] + (k2 - 1) - 2 * p2

Special cases
-------------

Half (same) padding, transposed
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

By applying the same inductive reasoning as before, it is reasonable to expect
that the equivalent convolution of the transpose of a half padded convolution
is itself a half padded convolution, given that the output size of a half
padded convolution is the same as its input size. Thus the following relation
applies:

.. admonition:: Relationship 9

    A convolution described by :math:`k = 2n + 1, \quad n \in \mathbb{N}`,
    :math:`s = 1` and :math:`p = \lfloor k / 2 \rfloor = n` has an associated
    transposed convolution described by :math:`k' = k`, :math:`s' = s` and
    :math:`p' = p` and its output size is

    .. math::

        \begin{split}
            o' &= i' + (k - 1) - 2p \\
               &= i' + 2n - 2n \\
               &= i'.
        \end{split}

    In other words,

    .. code-block:: python

        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, filter_shape=(c1, c2, k1, k2), border_mode='half',
            subsample=(1, 1))
        # input.shape[2] == output.shape[2]
        # input.shape[3] == output.shape[3]

Here is an example for :math:`i = 5`, :math:`k = 3` and (therefore) :math:`p =
1`:

.. figure:: conv_arithmetic_figures/same_padding_no_strides_transposed.*
    :figclass: align-center

Full padding, transposed
^^^^^^^^^^^^^^^^^^^^^^^^

Knowing that the equivalent convolution of the transpose of a non-padded
convolution involves full padding, it is unsurprising that the equivalent of
the transpose of a fully padded convolution is a non-padded convolution:

.. admonition:: Relationship 10

    A convolution described by :math:`s = 1`, :math:`k` and :math:`p = k - 1`
    has an associated transposed convolution described by :math:`k' = k`,
    :math:`s' = s` and :math:`p' = 0` and its output size is

    .. math::

        \begin{split}
            o' &= i' + (k - 1) - 2p \\
               &= i' - (k - 1)
        \end{split}

    In other words,

    .. code-block:: python

        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, filter_shape=(c1, c2, k1, k2), border_mode='full',
            subsample=(1, 1))
        # input.shape[2] == output.shape[2] - (k1 - 1)
        # input.shape[3] == output.shape[3] - (k2 - 1)

Here is an example for :math:`i = 5`, :math:`k = 3` and (therefore) :math:`p =
2`:

.. figure:: conv_arithmetic_figures/full_padding_no_strides_transposed.*
    :figclass: align-center

No zero padding, non-unit strides, transposed
---------------------------------------------

Using the same kind of inductive logic as for zero padded convolutions, one
might expect that the transpose of a convolution with :math:`s > 1` involves an
equivalent convolution with :math:`s < 1`. As will be explained, this is a valid
intuition, which is why transposed convolutions are sometimes called
*fractionally strided convolutions*.

Here is an example for :math:`i = 5`, :math:`k = 3` and :math:`s = 2`:

.. figure:: conv_arithmetic_figures/no_padding_strides_transposed.*
    :figclass: align-center

This should help understand what fractional strides involve: zeros
are inserted *between* input units, which makes the kernel move around at
a slower pace than with unit strides.

.. note::

    Doing so is inefficient and real-world implementations avoid useless
    multiplications by zero, but conceptually it is how the transpose of a
    strided convolution can be thought of.

For the moment, it will be assumed that the convolution is non-padded (:math:`p
= 0`) and that its input size :math:`i` is such that :math:`i - k` is a multiple
of :math:`s`. In that case, the following relationship holds:

.. _Relationship11:

.. admonition:: Relationship 11

    A convolution described by :math:`p = 0`, :math:`k` and :math:`s` and whose
    input size is such that :math:`i - k` is a multiple of :math:`s`, has an
    associated transposed convolution described by :math:`\tilde{i}'`, :math:`k'
    = k`, :math:`s' = 1` and :math:`p' = k - 1`, where :math:`\tilde{i}'` is the
    size of the stretched input obtained by adding :math:`s - 1` zeros between
    each input unit, and its output size is

    .. math::

        o' = s (i' - 1) + k.

    In other words,

    .. code-block:: python

        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, filter_shape=(c1, c2, k1, k2), border_mode=(0, 0),
            subsample=(s1, s2))
        # input.shape[2] == s1 * (output.shape[2] - 1) + k1
        # input.shape[3] == s2 * (output.shape[3] - 1) + k2

Zero padding, non-unit strides, transposed
------------------------------------------

When the convolution's input size :math:`i` is such that :math:`i + 2p - k` is a
multiple of :math:`s`, the analysis can extended to the zero padded case by
combining :ref:`Relationship 8 <Relationship8>` and
:ref:`Relationship 11 <Relationship11>`:

.. admonition:: Relationship 12

    A convolution described by :math:`k`, :math:`s` and :math:`p` and whose
    input size :math:`i` is such that :math:`i + 2p - k` is a multiple of
    :math:`s` has an associated transposed convolution described by
    :math:`\tilde{i}'`, :math:`k' = k`, :math:`s' = 1` and :math:`p' = k - p -
    1`, where :math:`\tilde{i}'` is the size of the stretched input obtained by
    adding :math:`s - 1` zeros between each input unit, and its output size is

    .. math::

        o' = s (i' - 1) + k - 2p.

    In other words,

    .. code-block:: python

        o_prime1 = s1 * (output.shape[2] - 1) + k1 - 2 * p1
        o_prime2 = s2 * (output.shape[3] - 1) + k2 - 2 * p2
        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, input_shape=(b, c1, o_prime1, o_prime2),
            filter_shape=(c1, c2, k1, k2), border_mode=(p1, p2),
            subsample=(s1, s2))

Here is an example for :math:`i = 5`, :math:`k = 3`, :math:`s = 2` and :math:`p
= 1`:

.. figure:: conv_arithmetic_figures/padding_strides_transposed.*
    :figclass: align-center

The constraint on the size of the input :math:`i` can be relaxed by introducing
another parameter :math:`a \in \{0, \ldots, s - 1\}` that allows to distinguish
between the :math:`s` different cases that all lead to the same :math:`i'`:

.. admonition:: Relationship 13

    A convolution described by :math:`k`, :math:`s` and :math:`p` has an
    associated transposed convolution described by :math:`a`,
    :math:`\tilde{i}'`, :math:`k' = k`, :math:`s' = 1` and :math:`p' = k - p -
    1`, where :math:`\tilde{i}'` is the size of the stretched input obtained by
    adding :math:`s - 1` zeros between each input unit, and :math:`a = (i + 2p -
    k) \mod s` represents the number of zeros added to the top and right edges
    of the input, and its output size is

    .. math::

        o' = s (i' - 1) + a + k - 2p.

    In other words,

    .. code-block:: python

        o_prime1 = s1 * (output.shape[2] - 1) + a1 + k1 - 2 * p1
        o_prime2 = s2 * (output.shape[3] - 1) + a2 + k2 - 2 * p2
        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, input_shape=(b, c1, o_prime1, o_prime2),
            filter_shape=(c1, c2, k1, k2), border_mode=(p1, p2),
            subsample=(s1, s2))

Here is an example for :math:`i = 6`, :math:`k = 3`, :math:`s = 2` and :math:`p
= 1`:

.. figure:: conv_arithmetic_figures/padding_strides_odd_transposed.*
    :figclass: align-center

.. [#] Dumoulin, Vincent, and Visin, Francesco. "A guide to convolution
       arithmetic for deep learning." arXiv preprint arXiv:1603.07285 (2016)

Quick reference
===============

.. admonition:: Convolution relationship

    A convolution specified by

    * input size :math:`i`,
    * kernel size :math:`k`,
    * stride :math:`s`,
    * padding size :math:`p`,

    has an output size given by

    .. math::

        o = \left\lfloor \frac{i + 2p - k}{s} \right\rfloor + 1.

    In Theano, this translates to

    .. code-block:: python

        output = theano.tensor.nnet.conv2d(
            input, filters, input_shape=(b, c2, i1, i2), filter_shape=(c1, c2, k1, k2),
            border_mode=(p1, p2), subsample=(s1, s2))
        # output.shape[2] == (i1 + 2 * p1 - k1) // s1 + 1
        # output.shape[3] == (i2 + 2 * p2 - k2) // s2 + 1

.. admonition:: Transposed convolution relationship

    A transposed convolution specified by

    * input size :math:`i`,
    * kernel size :math:`k`,
    * stride :math:`s`,
    * padding size :math:`p`,

    has an output size given by

    .. math::

        o = s (i - 1) + a + k - 2p, \quad a \in \{0, \ldots, s - 1\}

    where :math:`a` is a user-specified quantity used to distinguish between the
    :math:`s` different possible output sizes.

    Unless :math:`s = 1`, Theano requires that :math:`a` is implicitly passed
    via an ``input_shape`` argument. For instance, if :math:`i = 3`,
    :math:`k = 4`, :math:`s = 2`, :math:`p = 0` and :math:`a = 1`, then
    :math:`o = 2 (3 - 1) + 1 + 4 = 9` and the Theano code would look like

    .. code-block:: python

        input = theano.tensor.nnet.abstract_conv.conv2d_grad_wrt_inputs(
            output, filters, input_shape=(9, 9), filter_shape=(c1, c2, 4, 4),
            border_mode='valid', subsample=(2, 2))
