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testgroup
pytensor
Commits
7dfdf20a
提交
7dfdf20a
authored
7月 19, 2017
作者:
Pascal Lamblin
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电子邮件补丁
差异文件
More clarification and numpydoc fixes
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ef7ce799
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+139
-115
gradient.txt
doc/library/gradient.txt
+2
-2
gradient.py
theano/gradient.py
+137
-113
没有找到文件。
doc/library/gradient.txt
浏览文件 @
7dfdf20a
...
@@ -14,8 +14,8 @@
...
@@ -14,8 +14,8 @@
from theano.gradient import *
from theano.gradient import *
Symbolic gradient is usually computed from :func:`gradient.grad`, which offers a
Symbolic gradient is usually computed from :func:`gradient.grad`, which offers a
more convenient syntax for the common case of wanting the gradient
in
some
more convenient syntax for the common case of wanting the gradient
of
some
expressions with respect to a scalar cost.
The :func:`grad_sources_inputs`
scalar cost with respect to some input expressions.
The :func:`grad_sources_inputs`
function does the underlying work, and is more flexible, but is also more
function does the underlying work, and is more flexible, but is also more
awkward to use when :func:`gradient.grad` can do the job.
awkward to use when :func:`gradient.grad` can do the job.
...
...
theano/gradient.py
浏览文件 @
7dfdf20a
...
@@ -171,15 +171,15 @@ def Rop(f, wrt, eval_points, disconnected_outputs="raise",
...
@@ -171,15 +171,15 @@ def Rop(f, wrt, eval_points, disconnected_outputs="raise",
Parameters
Parameters
----------
----------
f: :class:`~theano.gof.graph.Variable` or list of Variables
f
: :class:`~theano.gof.graph.Variable` or list of Variables
`f` stands for the output of the computational graph to which you
`f` stands for the output of the computational graph to which you
want to apply the R operator
want to apply the R operator
wrt: :class:`~theano.gof.graph.Variable` or list of Variables
wrt
: :class:`~theano.gof.graph.Variable` or list of Variables
variables for which you compute the R operator of the expression
variables for which you compute the R operator of the expression
described by `f`
described by `f`
eval_points: :class:`~theano.gof.graph.Variable` or list of Variables
eval_points
: :class:`~theano.gof.graph.Variable` or list of Variables
evalutation points for each of the variables in `wrt`
evalutation points for each of the variables in `wrt`
disconnected_outputs: str
disconnected_outputs
: str
Defines the behaviour if some of the variables in `f`
Defines the behaviour if some of the variables in `f`
have no dependency on any of the variable in `wrt` (or if
have no dependency on any of the variable in `wrt` (or if
all links are non-differentiable). The possible values are:
all links are non-differentiable). The possible values are:
...
@@ -362,13 +362,13 @@ def Lop(f, wrt, eval_points, consider_constant=None,
...
@@ -362,13 +362,13 @@ def Lop(f, wrt, eval_points, consider_constant=None,
Parameters
Parameters
----------
----------
f: :class:`~theano.gof.graph.Variable` or list of Variables
f
: :class:`~theano.gof.graph.Variable` or list of Variables
`f` stands for the output of the computational graph to which you
`f` stands for the output of the computational graph to which you
want to apply the L operator
want to apply the L operator
wrt: :class:`~theano.gof.graph.Variable` or list of Variables
wrt
: :class:`~theano.gof.graph.Variable` or list of Variables
variables for which you compute the L operator of the expression
variables for which you compute the L operator of the expression
described by `f`
described by `f`
eval_points: :class:`~theano.gof.graph.Variable` or list of Variables
eval_points
: :class:`~theano.gof.graph.Variable` or list of Variables
evalutation points for each of the variables in `f`
evalutation points for each of the variables in `f`
Returns
Returns
...
@@ -416,8 +416,7 @@ def grad(cost, wrt, consider_constant=None,
...
@@ -416,8 +416,7 @@ def grad(cost, wrt, consider_constant=None,
known_grads
=
None
,
return_disconnected
=
'zero'
,
known_grads
=
None
,
return_disconnected
=
'zero'
,
null_gradients
=
'raise'
):
null_gradients
=
'raise'
):
"""
"""
Return symbolic gradients for one or more variables with respect to some
Return symbolic gradients of one cost with respect to one or more variables.
cost.
For more information about how automatic differentiation works in Theano,
For more information about how automatic differentiation works in Theano,
see :mod:`gradient`. For information on how to implement the gradient of
see :mod:`gradient`. For information on how to implement the gradient of
...
@@ -425,13 +424,13 @@ def grad(cost, wrt, consider_constant=None,
...
@@ -425,13 +424,13 @@ def grad(cost, wrt, consider_constant=None,
Parameters
Parameters
----------
----------
cost : :class:`~theano.gof.graph.Variable` scalar (0-dimensional) tensor variable or
None
cost : :class:`~theano.gof.graph.Variable` scalar (0-dimensional) tensor variable or
``None``
Value
with respect to which we are differentiating. May be
Value
that we are differentiating (that we want the gradient of).
`None` if known_grads
is provided.
May be `None` if `known_grads`
is provided.
wrt : :class:`~theano.gof.graph.Variable` or list of Variables
wrt : :class:`~theano.gof.graph.Variable` or list of Variables
term[s] for
which we want gradients
Term[s] with respect to
which we want gradients
consider_constant : list of variables
consider_constant : list of variables
e
xpressions not to backpropagate through
E
xpressions not to backpropagate through
disconnected_inputs : {'ignore', 'warn', 'raise'}
disconnected_inputs : {'ignore', 'warn', 'raise'}
Defines the behaviour if some of the variables in `wrt` are
Defines the behaviour if some of the variables in `wrt` are
not part of the computational graph computing `cost` (or if
not part of the computational graph computing `cost` (or if
...
@@ -684,22 +683,22 @@ def subgraph_grad(wrt, end, start=None, cost=None, details=False):
...
@@ -684,22 +683,22 @@ def subgraph_grad(wrt, end, start=None, cost=None, details=False):
Parameters
Parameters
----------
----------
wrt: list of variables
wrt
: list of variables
Gradients are computed with respect to `wrt`.
Gradients are computed with respect to `wrt`.
end: list of variables
end
: list of variables
Theano variables at which to end gradient descent (they are
Theano variables at which to end gradient descent (they are
considered constant in theano.grad). For convenience, the
considered constant in theano.grad). For convenience, the
gradients with respect to these variables are also returned.
gradients with respect to these variables are also returned.
start: dictionary of variables
start
: dictionary of variables
If not None, a dictionary mapping variables to their
If not None, a dictionary mapping variables to their
gradients. This is useful when the gradient on some variables
gradients. This is useful when the gradient on some variables
are known. These are used to compute the gradients backwards up
are known. These are used to compute the gradients backwards up
to the variables in `end` (they are used as known_grad in
to the variables in `end` (they are used as known_grad in
theano.grad).
theano.grad).
cost: :class:`~theano.gof.Variable` scalar (0-dimensional) variable
cost
: :class:`~theano.gof.Variable` scalar (0-dimensional) variable
Additional costs for which to compute the gradients. For
Additional costs for which to compute the gradients. For
example, these could be weight decay, an l1 constraint, MSE,
example, these could be weight decay, an l1 constraint, MSE,
NLL, etc. May optionally be None if start is provided.
NLL, etc. May optionally be None if start is provided.
...
@@ -710,7 +709,7 @@ def subgraph_grad(wrt, end, start=None, cost=None, details=False):
...
@@ -710,7 +709,7 @@ def subgraph_grad(wrt, end, start=None, cost=None, details=False):
variables is already part of the `start` dictionary, then it
variables is already part of the `start` dictionary, then it
may be counted twice with respect to `wrt` and `end`.
may be counted twice with respect to `wrt` and `end`.
details: bool
details
: bool
When True, additionally returns the list of gradients from
When True, additionally returns the list of gradients from
`start` and of `cost`, respectively, with respect to `wrt` (not
`start` and of `cost`, respectively, with respect to `wrt` (not
`end`).
`end`).
...
@@ -815,37 +814,40 @@ def _populate_var_to_app_to_idx(outputs, wrt, consider_constant):
...
@@ -815,37 +814,40 @@ def _populate_var_to_app_to_idx(outputs, wrt, consider_constant):
"""
"""
Helper function for grad function.
Helper function for grad function.
outputs: a list of variables we want to take gradients of
Parameters
----------
outputs
a list of variables we want to take gradients of
wrt: a list of variables we want to take the gradient with
wrt
a list of variables we want to take the gradient with
respect to.
respect to.
consider_constant
: a list of variables not to backpropagate
consider_constant
through.
a list of variables not to backpropagate
through.
returns:
Returns
-------
var_to_app_to_idx:
var_to_app_to_idx:
A dictionary mapping a variable to a second dictionary.
A dictionary mapping a variable to a second dictionary.
The second dictionary maps apply nodes acting on this
The second dictionary maps apply nodes acting on this
variable to the variable's index in the apply node's
variable to the variable's index in the apply node's
input list.
input list.
This dictionary will only contain variables that
This dictionary will only contain variables that
meet two criteria:
meet two criteria:
1) The elements of at least one output are a
1) The elements of at least one output are a
function of the elements of the variable
function of the elements of the variable
2) The elements of the variable are a function of the
2) The elements of the variable are a function of the
elements of at least one member of wrt.
elements of at least one member of wrt.
This set is exactly the set of variables that connect
This set is exactly the set of variables that connect
the variables in wrt to the cost being differentiated.
the variables in wrt to the cost being differentiated.
(A variable in consider_constant is not a function of
(A variable in consider_constant is not a function of
anything)
anything)
"""
"""
...
@@ -974,30 +976,35 @@ class DisconnectedInputError(ValueError):
...
@@ -974,30 +976,35 @@ class DisconnectedInputError(ValueError):
def
_populate_grad_dict
(
var_to_app_to_idx
,
def
_populate_grad_dict
(
var_to_app_to_idx
,
grad_dict
,
wrt
,
cost_name
=
None
):
grad_dict
,
wrt
,
cost_name
=
None
):
"""
"""Helper function for grad function.
Helper function for grad function.
var_to_app_to_idx: a dictionary mapping a variable to
a second dictionary.
the second dictionary maps apply nodes acting on
this variable to the variable's index in the apply
node's input list
grad_dict: A dictionary mapping variables to their gradients.
Should be populated by grad function, which should:
-Set the gradient with respect to the cost to 1
-Load all gradients from known_grads, possibly
overriding the cost
-Set the gradient for disconnected
inputs to a variable with type DisconnectedType()
wrt: the minimal set of variables that must be included in grad_dict
cost_name: The name of the cost being differentiated, optional.
Parameters
used to name the grad with respect to x as
----------
(d<cost_name>/dx)
var_to_app_to_idx : dict
a dictionary mapping a variable to a second dictionary.
the second dictionary maps apply nodes acting on
this variable to the variable's index in the apply
node's input list
grad_dict : dict
A dictionary mapping variables to their gradients.
Should be populated by grad function, which should:
- Set the gradient with respect to the cost to 1
- Load all gradients from known_grads, possibly
overriding the cost
- Set the gradient for disconnected
inputs to a variable with type DisconnectedType()
wrt : list of Variables
the minimal set of variables that must be included in `grad_dict`
cost_name: string
The name of the cost being differentiated, optional.
Used to name the grad with respect to x as (d<cost_name>/dx)
returns: a list of gradients corresponding to wrt
Returns
-------
list of Variables
A list of gradients corresponding to `wrt`
"""
"""
# build a dict mapping node to the terms node contributes to each of
# build a dict mapping node to the terms node contributes to each of
...
@@ -1428,18 +1435,22 @@ class numeric_grad(object):
...
@@ -1428,18 +1435,22 @@ class numeric_grad(object):
def
__init__
(
self
,
f
,
pt
,
eps
=
None
,
out_type
=
None
):
def
__init__
(
self
,
f
,
pt
,
eps
=
None
,
out_type
=
None
):
"""Return the gradient of f at pt.
"""Return the gradient of f at pt.
:param f: a differentiable function such that f(*pt) is a scalar
:param pt: an ndarray, a list of ndarrays or tuple of ndarrays
:param out_type: dtype of output, if complex (i.e. 'complex32' or
'complex64')
This function computes the gradient by a one-sided finite
This function computes the gradient by a one-sided finite
differences of a fixed step size (eps).
differences of a fixed step size (eps).
It is assumed that f(...) will return a scalar.
Parameters
It is assumed that all f's inputs are numpy.ndarray objects.
----------
f : a differentiable function such that f(*pt) is a scalar
:param eps: the stepsize for the finite differencing. None means
The function to compute the gradient of.
input dtype-dependent. See `type_eps`.
It is assumed that f(...) will return a scalar.
It is assumed that all f's inputs are numpy.ndarray objects.
pt : an ndarray, a list of ndarrays or tuple of ndarrays
The point where to evaluate the gradient
out_type: float
dtype of output, if complex (i.e. 'complex32' or 'complex64')
eps : float, optional
The stepsize for the finite differencing. None means
input dtype-dependent. See `type_eps`.
"""
"""
def
prod
(
inputs
):
def
prod
(
inputs
):
...
@@ -1522,6 +1533,7 @@ class numeric_grad(object):
...
@@ -1522,6 +1533,7 @@ class numeric_grad(object):
Formulas used:
Formulas used:
abs_err = abs(a - b)
abs_err = abs(a - b)
rel_err = abs_err / max(abs(a) + abs(b), 1e-8)
rel_err = abs_err / max(abs(a) + abs(b), 1e-8)
The denominator is clipped at 1e-8 to avoid dividing by 0 when a and b
The denominator is clipped at 1e-8 to avoid dividing by 0 when a and b
...
@@ -1616,46 +1628,56 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None,
...
@@ -1616,46 +1628,56 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None,
no_debug_ref
=
True
):
no_debug_ref
=
True
):
"""Test a gradient by Finite Difference Method. Raise error on failure.
"""Test a gradient by Finite Difference Method. Raise error on failure.
Example:
>>> verify_grad(theano.tensor.tanh,
... (np.asarray([[2,3,4], [-1, 3.3, 9.9]]),),
... rng=np.random)
Raises an Exception if the difference between the analytic gradient and
Raises an Exception if the difference between the analytic gradient and
numerical gradient (computed through the Finite Difference Method) of a
numerical gradient (computed through the Finite Difference Method) of a
random projection of the fun's output to a scalar exceeds the given
random projection of the fun's output to a scalar exceeds the given
tolerance.
tolerance.
:param fun: a Python function that takes Theano variables as inputs,
Examples
and returns a Theano variable. For instance, an Op instance with
--------
a single output.
>>> verify_grad(theano.tensor.tanh,
:param pt: the list of numpy.ndarrays to use as input values.
... (np.asarray([[2, 3, 4], [-1, 3.3, 9.9]]),),
... rng=np.random)
Parameters
----------
fun : a Python function
`fun` takes Theano variables as inputs, and returns a Theano variable.
For instance, an Op instance with a single output.
pt : list of numpy.ndarrays
Input values, points where the gradient is estimated.
These arrays must be either float16, float32, or float64 arrays.
These arrays must be either float16, float32, or float64 arrays.
:param n_tests: number of times to run the test
n_tests : int
:param rng: random number generator used to sample u, we test gradient
number of times to run the test
of sum(u * fun) at pt
rng : numpy.random.RandomState, optional
:param eps: stepsize used in the Finite Difference Method (Default
random number generator used to sample the output random projection `u`,
None is type-dependent)
we test gradient of sum(u * fun) at `pt`
Raising the value of eps can raise or lower the absolute and
eps : float, optional
relative errors of the verification depending on the
stepsize used in the Finite Difference Method (Default
Op. Raising eps does not lower the verification quality
None is type-dependent).
for linear operations. It
Raising the value of eps can raise or lower the absolute
is better to raise eps than raising abs_tol or rel_tol.
and relative errors of the verification depending on the
:param out_type: dtype of output, if complex (i.e. 'complex32' or
Op. Raising eps does not lower the verification quality for
'complex64')
linear operations. It is better to raise `eps` than raising
:param abs_tol: absolute tolerance used as threshold for gradient
`abs_tol` or `rel_tol`.
comparison
out_type : string
:param rel_tol: relative tolerance used as threshold for gradient
dtype of output, if complex (i.e., 'complex32' or 'complex64')
comparison
abs_tol : float
:param cast_to_output_type: if the output is float32 and
absolute tolerance used as threshold for gradient comparison
cast_to_output_type is True, cast the random projection to
rel_tol : float
float32. Otherwise it is float64. float16 is not handled here.
relative tolerance used as threshold for gradient comparison
:param no_debug_ref: Don't use DebugMode for the numerical
cast_to_output_type : bool
gradient function.
if the output is float32 and cast_to_output_type is True, cast
the random projection to float32. Otherwise it is float64.
:note: This function does not support multiple outputs. In
float16 is not handled here.
tests/test_scan.py there is an experimental verify_grad that
no_debug_ref : bool
covers that case as well by using random projections.
Don't use DebugMode for the numerical gradient function.
Note
----
This function does not support multiple outputs. In
tests/test_scan.py there is an experimental verify_grad that
covers that case as well by using random projections.
"""
"""
# The import is here to prevent circular import.
# The import is here to prevent circular import.
...
@@ -1820,18 +1842,20 @@ verify_grad.E_grad = GradientError
...
@@ -1820,18 +1842,20 @@ verify_grad.E_grad = GradientError
def
jacobian
(
expression
,
wrt
,
consider_constant
=
None
,
def
jacobian
(
expression
,
wrt
,
consider_constant
=
None
,
disconnected_inputs
=
'raise'
):
disconnected_inputs
=
'raise'
):
"""
"""
Compute the full Jacobian
Compute the full Jacobian
, row by row.
Parameters
Parameters
----------
----------
expression: Vector (1-dimensional) :class:`~theano.gof.graph.Variable`
expression : Vector (1-dimensional) :class:`~theano.gof.graph.Variable`
wrt: :class:`~theano.gof.graph.Variable` or list of Variables
Values that we are differentiating (that we want the Jacobian of)
consider_constant:
wrt : :class:`~theano.gof.graph.Variable` or list of Variables
a list of expressions not to backpropagate through
Term[s] with respect to which we compute the Jacobian
consider_constant : list of variables
Expressions not to backpropagate through
disconnected_inputs: string
disconnected_inputs: string
Defines the behaviour if some of the variables
Defines the behaviour if some of the variables
in `
`wrt`` are not part of the computational graph computing ``cost`
`
in `
wrt` are not part of the computational graph computing `cost
`
(or if all links are non-differentiable). The possible values are:
(or if all links are non-differentiable). The possible values are:
- 'ignore': considers that the gradient on these parameters is zero.
- 'ignore': considers that the gradient on these parameters is zero.
...
@@ -1841,7 +1865,7 @@ def jacobian(expression, wrt, consider_constant=None,
...
@@ -1841,7 +1865,7 @@ def jacobian(expression, wrt, consider_constant=None,
Returns
Returns
-------
-------
:class:`~theano.gof.graph.Variable` or list/tuple of Variables (depending upon `wrt`)
:class:`~theano.gof.graph.Variable` or list/tuple of Variables (depending upon `wrt`)
The
j
acobian of `expression` with respect to (elements of) `wrt`.
The
J
acobian of `expression` with respect to (elements of) `wrt`.
If an element of `wrt` is not differentiable with respect to the
If an element of `wrt` is not differentiable with respect to the
output, then a zero variable is returned. The return value is
output, then a zero variable is returned. The return value is
of same type as `wrt`: a list/tuple or TensorVariable in all cases.
of same type as `wrt`: a list/tuple or TensorVariable in all cases.
...
...
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