提交 c58166ca authored 作者: abergeron's avatar abergeron 提交者: GitHub

Merge pull request #6165 from lamblin/docstrings

Docstring improvements
...@@ -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.
......
...@@ -44,6 +44,7 @@ grad_time = 0 ...@@ -44,6 +44,7 @@ grad_time = 0
def format_as(use_list, use_tuple, outputs): def format_as(use_list, use_tuple, outputs):
""" """
Formats the outputs according to the flags `use_list` and `use_tuple`. Formats the outputs according to the flags `use_list` and `use_tuple`.
If `use_list` is True, `outputs` is returned as a list (if `outputs` If `use_list` is True, `outputs` is returned as a list (if `outputs`
is not a list or a tuple then it is converted in a one element list). is not a list or a tuple then it is converted in a one element list).
If `use_tuple` is True, `outputs` is returned as a tuple (if `outputs` If `use_tuple` is True, `outputs` is returned as a tuple (if `outputs`
...@@ -163,20 +164,23 @@ disconnected_type = DisconnectedType() ...@@ -163,20 +164,23 @@ disconnected_type = DisconnectedType()
def Rop(f, wrt, eval_points, disconnected_outputs="raise", def Rop(f, wrt, eval_points, disconnected_outputs="raise",
return_disconnected="zero"): return_disconnected="zero"):
""" """
Computes the R operation on `f` wrt to `wrt` evaluated at points given Computes the R operation on `f` wrt to `wrt` at `eval_points`.
in `eval_points`. Mathematically this stands for the jacobian of `f` wrt
Mathematically this stands for the jacobian of `f` wrt
to `wrt` right muliplied by the eval points. to `wrt` right muliplied by the eval points.
:type f: Variable or list of Variables Parameters
`f` stands for the output of the computational graph to which you ----------
want to apply the R operator f : :class:`~theano.gof.graph.Variable` or list of Variables
:type wrt: Variable or list of `Variables`s `f` stands for the output of the computational graph to which you
variables for which you compute the R operator of the expression want to apply the R operator
described by `f` wrt : :class:`~theano.gof.graph.Variable` or list of Variables
:type eval_points: Variable or list of Variables variables for which you compute the R operator of the expression
evalutation points for each of the variables in `wrt` described by `f`
:type disconnected_outputs: str eval_points : :class:`~theano.gof.graph.Variable` or list of Variables
Defines the behaviour if some of the variables in `f` are evalutation points for each of the variables in `wrt`
disconnected_outputs : str
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:
...@@ -184,16 +188,18 @@ def Rop(f, wrt, eval_points, disconnected_outputs="raise", ...@@ -184,16 +188,18 @@ def Rop(f, wrt, eval_points, disconnected_outputs="raise",
- 'warn': consider the gradient zero, and print a warning. - 'warn': consider the gradient zero, and print a warning.
- 'raise': raise DisconnectedInputError. - 'raise': raise DisconnectedInputError.
:type return_disconnected : {'zero', 'None', 'Disconnected'} return_disconnected : {'zero', 'None', 'Disconnected'}
- 'zero' : If wrt[i] is disconnected, return value i will be - 'zero' : If wrt[i] is disconnected, return value i will be
wrt[i].zeros_like() wrt[i].zeros_like()
- 'None' : If wrt[i] is disconnected, return value i will be - 'None' : If wrt[i] is disconnected, return value i will be
None None
- 'Disconnected' : returns variables of type DisconnectedType - 'Disconnected' : returns variables of type DisconnectedType
:rtype: :class:`~theano.gof.Variable` or list/tuple of Variables depending on type of f Returns
:return: symbolic expression such that -------
R_op[i] = sum_j ( d f[i] / d wrt[j]) eval_point[j] :class:`~theano.gof.graph.Variable` or list/tuple of Variables depending on type of f
Symbolic expression such that
R_op[i] = sum_j (d f[i] / d wrt[j]) eval_point[j]
where the indices in that expression are magic multidimensional where the indices in that expression are magic multidimensional
indices that specify both the position within a list and all indices that specify both the position within a list and all
coordinates of the tensor element in the last. coordinates of the tensor element in the last.
...@@ -349,22 +355,27 @@ def Rop(f, wrt, eval_points, disconnected_outputs="raise", ...@@ -349,22 +355,27 @@ def Rop(f, wrt, eval_points, disconnected_outputs="raise",
def Lop(f, wrt, eval_points, consider_constant=None, def Lop(f, wrt, eval_points, consider_constant=None,
disconnected_inputs='raise'): disconnected_inputs='raise'):
""" """
Computes the L operation on `f` wrt to `wrt` evaluated at points given Computes the L operation on `f` wrt to `wrt` at `eval_points`.
in `eval_points`. Mathematically this stands for the jacobian of `f` wrt
Mathematically this stands for the jacobian of `f` wrt
to `wrt` left muliplied by the eval points. to `wrt` left muliplied by the eval points.
:type f: Variable or list of Variables Parameters
----------
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
:type wrt: Variable or list of `Variables`s 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`
:type eval_points: 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`
:rtype: :class:`~theano.gof.Variable` or list/tuple of Variables depending on type of f Returns
:return: symbolic expression such that -------
L_op[i] = sum_i ( d f[i] / d wrt[j]) eval_point[i] :class:`~theano.gof.Variable` or list/tuple of Variables depending on type of f
Symbolic expression such that
L_op[i] = sum_i (d f[i] / d wrt[j]) eval_point[i]
where the indices in that expression are magic multidimensional where the indices in that expression are magic multidimensional
indices that specify both the position within a list and all indices that specify both the position within a list and all
coordinates of the tensor element in the last coordinates of the tensor element in the last
...@@ -405,8 +416,7 @@ def grad(cost, wrt, consider_constant=None, ...@@ -405,8 +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
...@@ -414,13 +424,13 @@ def grad(cost, wrt, consider_constant=None, ...@@ -414,13 +424,13 @@ def grad(cost, wrt, consider_constant=None,
Parameters Parameters
---------- ----------
cost : :class:`~theano.gof.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.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
expressions not to backpropagate through Expressions 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
...@@ -439,9 +449,9 @@ def grad(cost, wrt, consider_constant=None, ...@@ -439,9 +449,9 @@ def grad(cost, wrt, consider_constant=None,
variables but do not know the original cost. variables but do not know the original cost.
return_disconnected : {'zero', 'None', 'Disconnected'} return_disconnected : {'zero', 'None', 'Disconnected'}
- 'zero' : If wrt[i] is disconnected, return value i will be - 'zero' : If wrt[i] is disconnected, return value i will be
wrt[i].zeros_like() wrt[i].zeros_like()
- 'None' : If wrt[i] is disconnected, return value i will be - 'None' : If wrt[i] is disconnected, return value i will be
None None
- 'Disconnected' : returns variables of type DisconnectedType - 'Disconnected' : returns variables of type DisconnectedType
null_gradients : {'raise', 'return'} null_gradients : {'raise', 'return'}
Defines the behaviour if some of the variables in `wrt` have a Defines the behaviour if some of the variables in `wrt` have a
...@@ -453,7 +463,7 @@ def grad(cost, wrt, consider_constant=None, ...@@ -453,7 +463,7 @@ def grad(cost, wrt, consider_constant=None,
Returns Returns
------- -------
variable or list/tuple of variables (matches `wrt`) variable or list/tuple of variables (matches `wrt`)
symbolic expression of gradient of `cost` with respect to each Symbolic expression of gradient of `cost` with respect to each
of the `wrt` terms. If an element of `wrt` is not of the `wrt` terms. If an element of `wrt` is not
differentiable with respect to the output, then a zero differentiable with respect to the output, then a zero
variable is returned. variable is returned.
...@@ -670,50 +680,46 @@ def subgraph_grad(wrt, end, start=None, cost=None, details=False): ...@@ -670,50 +680,46 @@ def subgraph_grad(wrt, end, start=None, cost=None, details=False):
next_grad = dict(zip(grad_ends[i], next_grad)) next_grad = dict(zip(grad_ends[i], next_grad))
param_grads.extend(param_grad) param_grads.extend(param_grad)
:type wrt: list of variables Parameters
:param wrt: ----------
Gradients are computed with respect to `wrt`.
:type end: list of variables wrt : list of variables
:param end: Gradients are computed with respect to `wrt`.
Theano variables at which to end gradient descent (they are
considered constant in theano.grad). For convenience, the
gradients with respect to these variables are also returned.
:type start: dictionary of variables end : list of variables
:param start: Theano variables at which to end gradient descent (they are
If not None, a dictionary mapping variables to their considered constant in theano.grad). For convenience, the
gradients. This is useful when the gradient on some variables gradients with respect to these variables are also returned.
are known. These are used to compute the gradients backwards up
to the variables in `end` (they are used as known_grad in
theano.grad).
:type cost: :class:`~theano.gof.Variable` scalar (0-dimensional) variable start : dictionary of variables
:param cost: If not None, a dictionary mapping variables to their
Additional costs for which to compute the gradients. For gradients. This is useful when the gradient on some variables
example, these could be weight decay, an l1 constraint, MSE, are known. These are used to compute the gradients backwards up
NLL, etc. May optionally be None if start is provided. Warning to the variables in `end` (they are used as known_grad in
: If the gradients of `cost` with respect to any of the `start` theano.grad).
variables is already part of the `start` dictionary, then it may
be counted twice with respect to `wrt` and `end`.
.. warning:: cost : :class:`~theano.gof.Variable` scalar (0-dimensional) variable
Additional costs for which to compute the gradients. For
example, these could be weight decay, an l1 constraint, MSE,
NLL, etc. May optionally be None if start is provided.
If the gradients of `cost` with respect to any of the `start` .. warning::
variables is already part of the `start` dictionary, then it
may be counted twice with respect to `wrt` and `end`.
If the gradients of `cost` with respect to any of the `start`
variables is already part of the `start` dictionary, then it
may be counted twice with respect to `wrt` and `end`.
:type details: bool details : bool
:param details: 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`).
:rtype: Tuple of 2 or 4 Lists of Variables Returns
-------
Tuple of 2 or 4 Lists of Variables
Returns lists of gradients with respect to `wrt` and `end`,
respectively.
:return: Returns lists of gradients with respect to `wrt` and `end`,
respectively.
.. versionadded:: 0.7 .. versionadded:: 0.7
''' '''
...@@ -808,37 +814,40 @@ def _populate_var_to_app_to_idx(outputs, wrt, consider_constant): ...@@ -808,37 +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:
var_to_app_to_idx:
A dictionary mapping a variable to a second dictionary. Returns
The second dictionary maps apply nodes acting on this -------
variable to the variable's index in the apply node's var_to_app_to_idx:
input list. 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.
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)
""" """
...@@ -967,30 +976,35 @@ class DisconnectedInputError(ValueError): ...@@ -967,30 +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
...@@ -1421,18 +1435,22 @@ class numeric_grad(object): ...@@ -1421,18 +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):
...@@ -1515,6 +1533,7 @@ class numeric_grad(object): ...@@ -1515,6 +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
...@@ -1609,46 +1628,56 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None, ...@@ -1609,46 +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.
...@@ -1813,26 +1842,33 @@ verify_grad.E_grad = GradientError ...@@ -1813,26 +1842,33 @@ 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'):
""" """
:type expression: Vector (1-dimensional) Variable Compute the full Jacobian, row by row.
:type wrt: Variable or list of Variables
:param consider_constant: a list of expressions not to backpropagate Parameters
through ----------
expression : Vector (1-dimensional) :class:`~theano.gof.graph.Variable`
Values that we are differentiating (that we want the Jacobian of)
wrt : :class:`~theano.gof.graph.Variable` or list of Variables
Term[s] with respect to which we compute the Jacobian
consider_constant : list of variables
Expressions not to backpropagate through
:type disconnected_inputs: string disconnected_inputs: string
:param disconnected_inputs: 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.
- 'warn': consider the gradient zero, and print a warning. - 'warn': consider the gradient zero, and print a warning.
- 'raise': raise an exception. - 'raise': raise an exception.
:return: either a instance of Variable or list/tuple of Variables Returns
(depending upon `wrt`) repesenting the jacobian of `expression` -------
with respect to (elements of) `wrt`. If an element of `wrt` is not :class:`~theano.gof.graph.Variable` or list/tuple of Variables (depending upon `wrt`)
differentiable with respect to the output, then a zero The Jacobian of `expression` with respect to (elements of) `wrt`.
variable is returned. The return value is of same type If an element of `wrt` is not differentiable with respect to the
as `wrt`: a list/tuple or TensorVariable in all cases. output, then a zero variable is returned. The return value is
of same type as `wrt`: a list/tuple or TensorVariable in all cases.
""" """
from theano.tensor import arange from theano.tensor import arange
# Check inputs have the right format # Check inputs have the right format
...@@ -1886,27 +1922,29 @@ def jacobian(expression, wrt, consider_constant=None, ...@@ -1886,27 +1922,29 @@ def jacobian(expression, wrt, consider_constant=None,
def hessian(cost, wrt, consider_constant=None, def hessian(cost, wrt, consider_constant=None,
disconnected_inputs='raise'): disconnected_inputs='raise'):
""" """
:type cost: Scalar (0-dimensional) Variable. Parameters
:type wrt: Vector (1-dimensional tensor) 'Variable' or list of ----------
vectors (1-dimensional tensors) Variables cost: Scalar (0-dimensional) variable.
wrt: Vector (1-dimensional tensor) 'Variable' or list of
:param consider_constant: a list of expressions not to backpropagate vectors (1-dimensional tensors) Variables
through consider_constant:
a list of expressions not to backpropagate through
:type disconnected_inputs: string disconnected_inputs: string
:param disconnected_inputs: 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.
- 'warn': consider the gradient zero, and print a warning. - 'warn': consider the gradient zero, and print a warning.
- 'raise': raise an exception. - 'raise': raise an exception.
:return: either a instance of Variable or list/tuple of Variables Returns
(depending upon `wrt`) repressenting the Hessian of the `cost` -------
with respect to (elements of) `wrt`. If an element of `wrt` is not :class:`~theano.gof.graph.Variable` or list/tuple of Variables
differentiable with respect to the output, then a zero The Hessian of the `cost` with respect to (elements of) `wrt`.
variable is returned. The return value is of same type If an element of `wrt` is not differentiable with respect to the
as `wrt`: a list/tuple or TensorVariable in all cases. output, then a zero variable is returned. The return value is
of same type as `wrt`: a list/tuple or TensorVariable in all cases.
""" """
from theano.tensor import arange from theano.tensor import arange
# Check inputs have the right format # Check inputs have the right format
...@@ -2034,10 +2072,16 @@ def zero_grad(x): ...@@ -2034,10 +2072,16 @@ def zero_grad(x):
through with a value of zero. In other words, the gradient of through with a value of zero. In other words, the gradient of
the expression is truncated to 0. the expression is truncated to 0.
:param x: A Theano expression whose gradient should be truncated. Parameters
----------
x: :class:`~theano.gof.graph.Variable`
A Theano expression whose gradient should be truncated.
:return: The expression is returned unmodified, but its gradient Returns
is now truncated to 0. -------
:class:`~theano.gof.graph.Variable`
An expression equivalent to ``x``, with its gradient
truncated to 0.
""" """
return zero_grad_(x) return zero_grad_(x)
...@@ -2058,18 +2102,24 @@ undefined_grad_ = UndefinedGrad() ...@@ -2058,18 +2102,24 @@ undefined_grad_ = UndefinedGrad()
def undefined_grad(x): def undefined_grad(x):
""" """
Consider the gradient of this variable undefined and Consider the gradient of this variable undefined.
generate an error message if its gradient is taken.
This will generate an error message if its gradient is taken.
The expression itself is unaffected, but when its gradient is The expression itself is unaffected, but when its gradient is
computed, or the gradient of another expression that this computed, or the gradient of another expression that this
expression is a subexpression of, an error message will be generated expression is a subexpression of, an error message will be generated
specifying such gradient is not defined. specifying such gradient is not defined.
:param x: A Theano expression whose gradient should be undefined. Parameters
----------
x: :class:`~theano.gof.graph.Variable`
A Theano expression whose gradient should be undefined.
:return: The expression is returned unmodified, but its gradient Returns
is now undefined. -------
:class:`~theano.gof.graph.Variable`
An expression equivalent to ``x``, with its gradient undefined.
""" """
return undefined_grad_(x) return undefined_grad_(x)
...@@ -2090,8 +2140,9 @@ disconnected_grad_ = DisconnectedGrad() ...@@ -2090,8 +2140,9 @@ disconnected_grad_ = DisconnectedGrad()
def disconnected_grad(x): def disconnected_grad(x):
""" """
Consider an expression constant when computing gradients, Consider an expression constant when computing gradients.
while effectively not backpropagating through it.
It will effectively not backpropagating through it.
The expression itself is unaffected, but when its gradient is The expression itself is unaffected, but when its gradient is
computed, or the gradient of another expression that this computed, or the gradient of another expression that this
...@@ -2101,11 +2152,17 @@ def disconnected_grad(x): ...@@ -2101,11 +2152,17 @@ def disconnected_grad(x):
has to go through the underlying computational graph related to the has to go through the underlying computational graph related to the
expression. expression.
:param x: A Theano expression whose gradient should not be Parameters
backpropagated through. ----------
x: :class:`~theano.gof.graph.Variable`
A Theano expression whose gradient should not be
backpropagated through.
:return: The expression is returned unmodified, but its gradient Returns
is now effectively truncated to 0. -------
:class:`~theano.gof.graph.Variable`
An expression equivalent to ``x``, with its gradient
now effectively truncated to 0.
""" """
return disconnected_grad_(x) return disconnected_grad_(x)
...@@ -2133,23 +2190,28 @@ def grad_clip(x, lower_bound, upper_bound): ...@@ -2133,23 +2190,28 @@ def grad_clip(x, lower_bound, upper_bound):
This is an elemwise operation. This is an elemwise operation.
:param x: the variable we want its gradient inputs clipped Parameters
:param lower_bound: The lower bound of the gradient value ----------
:param upper_bound: The upper bound of the gradient value. x:
The variable we want its gradient inputs clipped
:examples: lower_bound:
The lower bound of the gradient value
x = theano.tensor.scalar() upper_bound:
The upper bound of the gradient value.
z = theano.tensor.grad(grad_clip(x, -1, 1)**2, x)
z2 = theano.tensor.grad(x**2, x) Examples
--------
f = theano.function([x], outputs = [z, z2]) >>> x = theano.tensor.scalar()
>>> z = theano.tensor.grad(grad_clip(x, -1, 1)**2, x)
print(f(2.0)) # output (1.0, 4.0) >>> z2 = theano.tensor.grad(x**2, x)
>>> f = theano.function([x], outputs = [z, z2])
:note: We register an opt in tensor/opt.py that remove the GradClip. >>> print(f(2.0))
So it have 0 cost in the forward and only do work in the grad. [array(1.0), array(4.0)]
Note
----
We register an opt in tensor/opt.py that remove the GradClip.
So it have 0 cost in the forward and only do work in the grad.
""" """
return GradClip(lower_bound, upper_bound)(x) return GradClip(lower_bound, upper_bound)(x)
...@@ -2167,21 +2229,25 @@ def grad_scale(x, multiplier): ...@@ -2167,21 +2229,25 @@ def grad_scale(x, multiplier):
""" """
This op scale or inverse the gradient in the backpropagation. This op scale or inverse the gradient in the backpropagation.
:param x: the variable we want its gradient inputs scale Parameters
:param multiplier: scale of the gradient ----------
x:
:examples: The variable we want its gradient inputs scale
multiplier:
x = theano.tensor.fscalar() Scale of the gradient
fx = theano.tensor.sin(x)
Examples
fp = theano.tensor.grad(fx, wrt=x) --------
fprime = theano.function([x], fp) >>> x = theano.tensor.fscalar()
print(fprime(2))#-0.416 >>> fx = theano.tensor.sin(x)
>>> fp = theano.tensor.grad(fx, wrt=x)
f_inverse=grad_scale(fx,-1.) >>> fprime = theano.function([x], fp)
fpp = theano.tensor.grad(f_inverse, wrt=x) >>> print(fprime(2)) # doctest: +ELLIPSIS
fpprime = theano.function([x], fpp) -0.416...
print(fpprime(2))#0.416 >>> f_inverse=grad_scale(fx, -1.)
>>> fpp = theano.tensor.grad(f_inverse, wrt=x)
>>> fpprime = theano.function([x], fpp)
>>> print(fpprime(2)) # doctest: +ELLIPSIS
0.416...
""" """
return GradScale(multiplier)(x) return GradScale(multiplier)(x)
...@@ -84,11 +84,11 @@ class Cholesky(Op): ...@@ -84,11 +84,11 @@ class Cholesky(Op):
""" """
Cholesky decomposition reverse-mode gradient update. Cholesky decomposition reverse-mode gradient update.
Symbolic expression for reverse-mode Cholesky gradient taken from [0]_ Symbolic expression for reverse-mode Cholesky gradient taken from [#]_
References References
---------- ----------
.. [0] I. Murray, "Differentiation of the Cholesky decomposition", .. [#] I. Murray, "Differentiation of the Cholesky decomposition",
http://arxiv.org/abs/1602.07527 http://arxiv.org/abs/1602.07527
""" """
...@@ -158,12 +158,12 @@ class CholeskyGrad(Op): ...@@ -158,12 +158,12 @@ class CholeskyGrad(Op):
def perform(self, node, inputs, outputs): def perform(self, node, inputs, outputs):
""" """
Implements the "reverse-mode" gradient [1]_ for the Implements the "reverse-mode" gradient [#]_ for the
Cholesky factorization of a positive-definite matrix. Cholesky factorization of a positive-definite matrix.
References References
---------- ----------
.. [1] S. P. Smith. "Differentiation of the Cholesky Algorithm". .. [#] S. P. Smith. "Differentiation of the Cholesky Algorithm".
Journal of Computational and Graphical Statistics, Journal of Computational and Graphical Statistics,
Vol. 4, No. 2 (Jun.,1995), pp. 134-147 Vol. 4, No. 2 (Jun.,1995), pp. 134-147
http://www.jstor.org/stable/1390762 http://www.jstor.org/stable/1390762
...@@ -268,13 +268,13 @@ class Solve(Op): ...@@ -268,13 +268,13 @@ class Solve(Op):
def grad(self, inputs, output_gradients): def grad(self, inputs, output_gradients):
""" """
Reverse-mode gradient updates for matrix solve operation c = A \ b. Reverse-mode gradient updates for matrix solve operation c = A \\\ b.
Symbolic expression for updates taken from [1]_. Symbolic expression for updates taken from [#]_.
References References
---------- ----------
..[1] M. B. Giles, "An extended collection of matrix derivative results .. [#] M. B. Giles, "An extended collection of matrix derivative results
for forward and reverse mode automatic differentiation", for forward and reverse mode automatic differentiation",
http://eprints.maths.ox.ac.uk/1079/ http://eprints.maths.ox.ac.uk/1079/
......
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