Merge pull request #5775 from Thrandis/ccw

theano/scan_module/scan_op.py

@@ -1955,6 +1955,8 @@ class Scan(PureOp):
                 self.mintaps[self.n_mit_mot]
         else:
             grad_steps = inputs[0]
+        if self.as_while:
+            n_steps = outs[0].shape[0]
 
         # Restrict the number of grad steps according to
         # self.truncate_gradient
@@ -2172,7 +2174,11 @@ class Scan(PureOp):
                 dC_dinps_t[dx + self.n_seqs] += dC_dXtm1
         # Construct scan op
         # Seqs
-        outer_inp_seqs = [x[::-1] for x in inputs[1:1 + self.n_seqs]]
+        if self.as_while:
+            # equivalent to x[:n_steps][::-1]
+            outer_inp_seqs = [x[n_steps - 1::-1] for x in inputs[1:1 + self.n_seqs]]
+        else:
+            outer_inp_seqs = [x[::-1] for x in inputs[1:1 + self.n_seqs]]
         for idx in xrange(self.n_mit_mot + self.n_mit_sot):
             mintap = np.min(self.tap_array[idx])
             if idx < self.n_mit_mot:
@@ -2190,7 +2196,11 @@ class Scan(PureOp):
             x[:-1][::-1] for x in self.outer_sitsot_outs(outs)]
         for x in self.outer_nitsot_outs(dC_douts):
             if not isinstance(x.type, DisconnectedType):
-                outer_inp_seqs.append(x[::-1])
+                if self.as_while:
+                    # equivalent to x[:n_steps][::-1]
+                    outer_inp_seqs.append(x[n_steps - 1::-1])
+                else:
+                    outer_inp_seqs.append(x[::-1])
 
         if hasattr(inputs[0].tag, 'test_value'):
             # Here we tests that the new scan input sequence all have
@@ -2198,20 +2208,25 @@ class Scan(PureOp):
             # fct add and we want to keep it for all Scan op.  This is
             # used in T_Scan.test_grad_multiple_outs_taps to test
             # that.
+            if self.as_while:
+                n = n_steps.tag.test_value
+            else:
+                n = inputs[0].tag.test_value
             for taps, x in zip(self.mitsot_taps(),
                                self.outer_mitsot_outs(outs)):
                 mintap = np.min(taps)
                 if hasattr(x[::-1][:mintap], 'test_value'):
-                    assert (x[::-1][:mintap].tag.test_value.shape[0] ==
-                            inputs[0].tag.test_value)
+                    assert (x[::-1][:mintap].tag.test_value.shape[0] == n)
             for x in self.outer_sitsot_outs(outs):
                 if hasattr(x[::-1][:-1].tag, 'test_value'):
-                    assert (x[::-1][:-1].tag.test_value.shape[0] ==
-                            inputs[0].tag.test_value)
+                    assert (x[::-1][:-1].tag.test_value.shape[0] == n)
             for x in self.outer_nitsot_outs(outs):
                 if hasattr(x[::-1].tag, 'test_value'):
-                    assert (x[::-1].tag.test_value.shape[0] ==
-                            inputs[0].tag.test_value)
+                    if self.as_while:
+                        assert (x[n_steps - 1::-1].tag.test_value.shape[0] ==
+                                n)
+                    else:
+                        assert (x[::-1].tag.test_value.shape[0] == n)
         outer_inp_seqs += [x[::-1][:np.min(taps)]
                            for taps, x in zip(self.mitsot_taps(),
                                               self.outer_mitsot_outs(outs))]
@@ -2510,7 +2525,8 @@ class Scan(PureOp):
                         outer_inp_seqs +
                         outer_inp_mitmot +
                         outer_inp_sitsot +
-                        [inputs[0] for _ in xrange(n_nit_sot)] +
+                        [n_steps if self.as_while else inputs[0]
+                         for _ in xrange(n_nit_sot)] +
                         self.outer_shared(inputs) +
                         self.outer_non_seqs(inputs))
 
@@ -2538,7 +2554,19 @@ class Scan(PureOp):
             zip(outputs[offset:offset + self.n_seqs],
                 type_outs[offset:offset + self.n_seqs])):
             if t == 'connected':
-                gradients.append(x[::-1])
+                # If the forward scan is in as_while mode, we need to pad
+                # the gradients, so that they match the size of the input
+                # sequences.
+                if self.as_while:
+                    n_zeros = inputs[0] - n_steps
+                    shp = (n_zeros,)
+                    if x.ndim > 1:
+                        shp = shp + x.shape[1:]
+                    z = tensor.zeros(shp, dtype=x.dtype)
+                    x = tensor.concatenate([x[::-1], z], axis=0)
+                    gradients.append(x)
+                else:
+                    gradients.append(x[::-1])
             elif t == 'disconnected':
                 gradients.append(DisconnectedType()())
             elif t == 'through_shared':
@@ -2554,7 +2582,19 @@ class Scan(PureOp):
         end = self.n_mit_mot + self.n_mit_sot + self.n_sit_sot
         for p, (x, t) in enumerate(zip(outputs[:end], type_outs[:end])):
             if t == 'connected':
-                gradients.append(x[::-1])
+                # If the forward scan is in as_while mode, we need to pad
+                # the gradients, so that they match the size of the input
+                # sequences.
+                if self.as_while:
+                    n_zeros = inputs[0] - grad_steps
+                    shp = (n_zeros,)
+                    if x.ndim > 1:
+                        shp = shp + x.shape[1:]
+                    z = tensor.zeros(shp, dtype=x.dtype)
+                    x = tensor.concatenate([x[::-1], z], axis=0)
+                    gradients.append(x)
+                else:
+                    gradients.append(x[::-1])
             elif t == 'disconnected':
                 gradients.append(DisconnectedType()())
             elif t == 'through_shared':
@@ -2585,7 +2625,7 @@ class Scan(PureOp):
 
         start = len(gradients)
         gradients += [DisconnectedType()()
-                      for x in xrange(self.n_nit_sot)]
+                      for _ in xrange(self.n_nit_sot)]
         begin = end
 
         end = begin + n_sitsot_outs

theano/scan_module/tests/test_scan.py

@@ -5465,3 +5465,57 @@ class TestMissingInputError(unittest.TestCase):
 
         _, updates = theano.scan(count_up, n_steps=20)
         func = theano.function(inputs=[inc], outputs=[], updates=updates)
+
+
+class TestGradUntil(unittest.TestCase):
+
+    def setUp(self):
+        self.x = tensor.vector(name='x')
+        self.threshold = tensor.scalar(name='threshold', dtype='int64')
+        self.seq = np.arange(15, dtype=theano.config.floatX)
+        self.numpy_output = self.seq[:7]**2
+        z = np.zeros(8, dtype=theano.config.floatX)
+        self.numpy_gradient = 2 * np.concatenate([self.seq[:7], z], axis=0)
+
+    def test_grad_until(self):
+        r, _ = theano.scan(lambda x, u: (x * x,
+                                         theano.scan_module.until(x > u)),
+                           sequences=self.x,
+                           non_sequences=[self.threshold])
+        g = theano.grad(r.sum(), self.x)
+        f = theano.function([self.x, self.threshold], [r, g])
+        theano_output, theano_gradient = f(self.seq, 5)
+
+        utt.assert_allclose(theano_output, self.numpy_output)
+        utt.assert_allclose(theano_gradient, self.numpy_gradient)
+
+    def test_grad_until_and_truncate(self):
+        n = 3
+        r, _ = theano.scan(lambda x, u: (x * x,
+                                         theano.scan_module.until(x > u)),
+                           sequences=self.x,
+                           non_sequences=[self.threshold],
+                           truncate_gradient=n)
+        g = theano.grad(r.sum(), self.x)
+        f = theano.function([self.x, self.threshold], [r, g])
+        theano_output, theano_gradient = f(self.seq, 5)
+
+        self.numpy_gradient[:7 - n] = 0
+        utt.assert_allclose(theano_output, self.numpy_output)
+        utt.assert_allclose(theano_gradient, self.numpy_gradient)
+
+    def test_grad_until_and_truncate_sequence_taps(self):
+        n = 3
+        r, _ = theano.scan(lambda x, y, u: (x * y,
+                                            theano.scan_module.until(y > u)),
+                           sequences=dict(input=self.x, taps=[-2, 0]),
+                           non_sequences=[self.threshold],
+                           truncate_gradient=n)
+        g = theano.grad(r.sum(), self.x)
+        f = theano.function([self.x, self.threshold], [r, g])
+        theano_output, theano_gradient = f(self.seq, 6)
+
+        # Gradient computed by hand:
+        numpy_grad = np.array([0, 0, 0, 5, 6, 10, 4, 5, 0, 0, 0, 0, 0, 0, 0])
+        numpy_grad = numpy_grad.astype(theano.config.floatX)
+        utt.assert_allclose(theano_gradient, numpy_grad)