# Copyright (c) 2021 PaddlePaddle Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import functools import typing import paddle from paddle.fluid import framework def vjp(func, xs, v=None): r"""Computes the Vector-Jacobian product, a functional form of reverse mode automatic differentiation. Warning: This API is in beta, the signatures could be changed in future version. Args: func(Callable): A function that takes ``xs`` as inputs parameter and returns a sequence of Tensors or a Tensor. xs(Tensor|Sequence[Tensor]): Used as positional arguments to evaluate ``func``. ``xs`` is accepted as one Tensor or a sequence of Tensors. v(Tensor|Sequence[Tensor]|None, optional): The cotangent vector invovled in the VJP computation. ``v`` matches the size and shape of ``func`` 's output. Defaults to None, which is equivalent to all ones the same size of ``func`` 's output. Returns: output(tuple): - func_out(Tensor|tuple[Tensor]): The output of ``func(xs)`` . - vjp(Tensor|tuple[Tensor]): The vjp result. Examples: .. code-block:: python import paddle def func(x): return paddle.matmul(x, x) x = paddle.ones(shape=[2, 2], dtype='float32') _, vjp_result = paddle.incubate.autograd.vjp(func, x) print(vjp_result) # Tensor(shape=[2, 2], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [[4., 4.], # [4., 4.]]) v = paddle.to_tensor([[1.0, 0.0], [0.0, 0.0]]) _, vjp_result = paddle.incubate.autograd.vjp(func, x, v) print(vjp_result) # Tensor(shape=[2, 2], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [[2., 1.], # [1., 0.]]) """ _check_inputs(func, xs, v) # ``_seprate`` breaks the dependencies between ``xs`` and other # variables. See more ``_seprate`` . xs, v = _separate(xs), _separate(v) ys = func(*xs) if isinstance(xs, typing.Sequence) else func(xs) _check_v_shape(v, ys) return ys, _grad(ys, xs, v) def jvp(func, xs, v=None): r""" Computes the Jacobian-Vector product for a function at the given inputs and a vector in the tangent space induced by the inputs. Warning: This API is in beta, the signatures could be changed in future version. Args: func(Callable): The ``func`` takes as input a Tensor or a Sequence of Tensors and returns a Tensor or a Sequence of Tensors. xs(Tensor|Sequence[Tensor]): Used as positional arguments to evaluate ``func``. The ``xs`` is accepted as one Tensor or a Sequence of Tensors. v(Tensor|Sequence[Tensor]|None, Optional): The tangent vector invovled in the JVP computation. The ``v`` matches the size and shape of ``xs`` . Default value is None and in this case is equivalent to all ones the same size of ``xs`` . Returns: output(tuple): - func_out(Tensor|tuple[Tensor]): The output of ``func(xs)`` . - jvp(Tensor|tuple[Tensor]): The jvp result. Examples: .. code-block:: python import paddle def func(x): return paddle.matmul(x, x) x = paddle.ones(shape=[2, 2], dtype='float32') _, jvp_result = paddle.incubate.autograd.jvp(func, x) print(jvp_result) # Tensor(shape=[2, 2], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [[4., 4.], # [4., 4.]]) v = paddle.to_tensor([[1.0, 0.0], [0.0, 0.0]]) _, jvp_result = paddle.incubate.autograd.jvp(func, x, v) print(jvp_result) # Tensor(shape=[2, 2], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [[2., 1.], # [1., 0.]]) """ _check_inputs(func, xs, v) # ``_seprate`` breaks the dependencies between ``xs`` and other # variables. See more ``_seprate`` . xs, v = _separate(xs), _separate(v) ys = func(*xs) if isinstance(xs, typing.Sequence) else func(xs) _check_v_shape(v, xs) return ys, _double_backward_trick(ys, xs, v) def _double_backward_trick(ys, xs, v): """Double backward trick for computing ``jvp`` by ``vjp`` see details: https://j-towns.github.io/2017/06/12/A-new-trick.html """ # The value of ys_grad is not important, it can be any random value in # theory, but it's required to set stop_gradient=False. ys_grad = _zeros_like_with_grad(ys) xs_grad = _grad(ys, xs, ys_grad) return _grad(xs_grad, ys_grad, v) def _zeros_like_with_grad(xs): """Create a zero or zeros sequence Tensor like ``xs`` with a flag ``stop_graident=False`` . """ if not isinstance(xs, typing.Sequence): ys = paddle.zeros_like(xs) ys.stop_gradient = False else: ys = [] for x in xs: y = paddle.zeros_like(x) y.stop_gradient = False ys.append(y) return ys class Jacobian(object): r""" Computes the Jacobian matrix of a given function. If the function has multiple inputs and multiple outputs, during internal implementation, all input tensors are concatenated after being flatten, the batch dimension is retained, and the output is subject to the same processing rules. Once the Jacobian ``J`` is constructed, you can use a multidimensional index to retrieve the submatrix of ``J``, as same as slicing a Tensor. The submatrix is lazily evaluated along row axis, and will be cached once evaluated. For examples, supposing ``is_batched=True``, you can retrieve the submatrix by following methods: * J[:], retrieving the full matrix. * J[:, :, j], retrieving the partial derivatives w.r.t. the j'th input variable. * J[:, i, :], retrieving the partial derivatives w.r.t. the i'th output variable. * J[:, i, j], retrieving the partial derivatives w.r.t. the i'th output variable and the j'th input variable. Notes: Eclipsis index is not supported currently. Warning: This API is in beta, the signatures could be changed in future version. Args: func (Callable): A python function that takes a Tensor or a sequence of Tensors as inputs(the first dimension is batch size) and returns a Tensor a sequence of Tensors. xs (Tensor|Sequence[Tensor]): The input to the function ``func`` . is_batched (bool): If true, the first axis is batch axis. Defaults to False. Returns: Jacobian (Object): A python object retains the Jacobian matrix. Examples: .. code-block:: python import paddle def func(x, y): return paddle.matmul(x, y) x = paddle.to_tensor([[1., 2.], [3., 4.]]) J = paddle.incubate.autograd.Jacobian(func, [x, x]) print(J[:, :]) # Tensor(shape=[4, 8], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [[1., 3., 0., 0., 1., 0., 2., 0.], # [2., 4., 0., 0., 0., 1., 0., 2.], # [0., 0., 1., 3., 3., 0., 4., 0.], # [0., 0., 2., 4., 0., 3., 0., 4.]]) print(J[0, :]) # Tensor(shape=[8], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [1., 3., 0., 0., 1., 0., 2., 0.]) print(J[:, 0]) # Tensor(shape=[4], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [1., 2., 0., 0.]) """ def __init__(self, func, xs, is_batched=False): if not is_batched: self._jacobian = _JacobianNoBatch(func, xs) else: self._jacobian = _JacobianBatchFirst(func, xs) def __getitem__(self, indexes): return self._jacobian[indexes] @property def shape(self): """The shape of flattened Jacobian matrix. """ return self._jacobian.shape class Hessian(object): """ Computes the Hessian matrix with a given ``func`` with respect to ``xs`` . If the function has multiple inputs, during internal implementation, all input tensors are concatenated after being flatten, the batch dimension is retained. The Hessian submatrix is lazily evaluated, and can be retrieved with a multidimensional indexes. See details ``Jacobian`` . Warning: This API is in beta, the signatures could be changed in future version. Args: func (Callable): A python function that takes a Tensor or a Tensor sequence as inputs and returns a Tensor with shape ``[batch_size, 1]`` with batch or ``[1]`` without batch. xs (Tensor|Sequence(Tensor)): The input Tensor or Tensor sequence of the function ``func``. is_batched (bool): If true, the first axis is batch axis. Defaults to False. Returns: Hessian (Object): A python object retains the Hessian matrix. Examples: .. code-block:: python import paddle def reducer(x): return paddle.sum(x * x) x = paddle.rand([2, 2]) h = paddle.incubate.autograd.Hessian(reducer, x) print(h[:]) # Tensor(shape=[4, 4], dtype=float32, place=Place(gpu:0), stop_gradient=False, # [[2., 0., 0., 0.], # [0., 2., 0., 0.], # [0., 0., 2., 0.], # [0., 0., 0., 2.]]) """ def __init__(self, func, xs, is_batched=False): def _jac_func(*xs): jac = Jacobian(func, xs, is_batched=is_batched) if (is_batched and jac.shape[1] != 1) or (not is_batched and jac.shape[0] != 1): raise RuntimeError( "The function given to Hessian shoud return as single element Tensor or batched single element Tensor." ) return jac[:, 0, :] if is_batched else jac[0, :] self.symbolic = Jacobian(_jac_func, xs, is_batched=is_batched) def __getitem__(self, indexes): return self.symbolic[indexes] @property def shape(self): """The shape of flattened Hessian matrix. """ return self.symbolic.shape class _Jacobian(object): """The base class for computing Jacobian matrix. ``_Jacobian`` implementes the core logic of multidimensional index and lazy evaluation for Jacobian matrix, subclass only need to overwrite following methods: * ``_lazy_axis()``, return the axis along which will be lazy evaluating. * ``_flatten(xs)``, flattens the inputs ``xs``. * ``_evaluate(index)``, evaluates one slice along ``_lazy_axis`` . Notes: Because currently PaddlePaddle only support reverse differentiation by ``paddle.grad``, so lazy evaluation is only supported along the row of Jacobian matrix, which means that slicing along row will get better performance. """ def __init__(self, func, xs): self._xs = _separate(xs) self._ys = func(*_as_tensors(self._xs)) self._flatten_xs = self._flatten(_as_tensors(self._xs)) self._flatten_ys = self._flatten(_as_tensors(self._ys)) self._cache = {} @property def shape(self): raise NotImplementedError @property def _lazy_axis(self): """"The axis of lazily evaluated.""" raise NotImplementedError def _lazy_indexes(self, indexes): idx = indexes[self._lazy_axis] return (idx, ) if isinstance( idx, int) else tuple(range(idx.start, idx.stop, idx.step)) def _flatten(self, xs): raise NotImplementedError def _shifted_indexes(self, indexes, lazy_axis_size=0): idx = indexes[self._lazy_axis] shifted_lazy_axis_idx = 0 if isinstance( idx, int) else slice(0, lazy_axis_size, 1) return indexes[:self._lazy_axis] + (shifted_lazy_axis_idx, ) + indexes[self._lazy_axis + 1:] def __getitem__(self, indexes): indexes = _multi_index(indexes, self.shape) if isinstance(indexes[self._lazy_axis], int): other_indexes = indexes[:self._lazy_axis] + \ indexes[self._lazy_axis+1:] return self._cached_evaluate(indexes[self._lazy_axis])[ other_indexes] lazy_indexes = self._lazy_indexes(indexes) part_jac = paddle.stack( [self._cached_evaluate(i) for i in lazy_indexes], axis=self._lazy_axis) return part_jac[self._shifted_indexes(indexes, len(lazy_indexes))] def _cached_evaluate(self, k): v = self._cache.get(k) if v is None: v = self._evaluate(k) self._cache[k] = v return v def _evaluate(self, index): """Evaluate one slice at along lazy axis.""" raise NotImplementedError class _JacobianNoBatch(_Jacobian): """Compute Jacobian matrix without batch dimension. Suppose the mapping is :math:`f: R^M \to R^N`, the output shape is ``(N, M)`` . """ def __init__(self, func, xs): super(_JacobianNoBatch, self).__init__(func, xs) @property def shape(self): return (self._flatten_ys.shape[0], self._flatten_xs.shape[0]) @property def _lazy_axis(self): return 0 def _flatten(self, xs): return paddle.concat(tuple(x.reshape((-1, )) for x in xs)) def _evaluate(self, row_index): return self._flatten(_grad( self._flatten_ys[row_index], self._xs, )) class _JacobianBatchLast(_Jacobian): """Compute Jacobian matrix with batch at last axis. Suppose the mapping is :math:`f: R^{M,B} \to R^{N,B}`, the output shape is ``(N, M, B)`` . """ def __init__(self, func, xs): super(_JacobianBatchLast, self).__init__(func, xs) @property def shape(self): return (self._flatten_ys.shape[0], self._flatten_xs.shape[0], self._flatten_xs.shape[1]) @property def _lazy_axis(self): return 0 def _flatten(self, xs): return paddle.concat( tuple(x.reshape((-1, x.shape[-1])) for x in _as_tensors(xs)), 0) def _evaluate(self, row): return self._flatten(_grad(self._flatten_ys[row, :], self._xs)) class _JacobianBatchFirst(_Jacobian): """Compute Jacobian matrix with batch at first axis. Suppose the mapping is :math:`f: R^{B,M} \to R^{B,N}`, the output shape is ``(B, N, M)`` . """ def __init__(self, func, xs): super(_JacobianBatchFirst, self).__init__(func, xs) @property def shape(self): return (self._flatten_xs.shape[0], self._flatten_ys.shape[1], self._flatten_xs.shape[1]) @property def _lazy_axis(self): return 1 def _flatten(self, xs): return paddle.concat( tuple(x.reshape((x.shape[0], -1)) for x in _as_tensors(xs)), 1) def _evaluate(self, row_index): return self._flatten(_grad(self._flatten_ys[:, row_index], self._xs)) def _multi_index(indexes, shape): """A tool for parsing N-dimensional index into a standard format. Currently supporting following input format: * ([positive|negative|slice], ...), the right-most elements can be omited. The standard format after converted is slice tuple which contains N elements: * ([positive|slice], ..., [positive|slice]) Notes: Ellipsis indexes such as ``(..., i), (i, ...)`` is not supported. Args: indexes (tuple): The input indexes. shape (tuple): The input shape. Returns: tuple: The standard format index as the above description. """ indexes = indexes if isinstance(indexes, typing.Sequence) else (indexes, ) if any(isinstance(i, type(Ellipsis)) for i in indexes): raise IndexError('Ellipsis index currently is not supported.') # Fill the right-most elements. indexes = indexes + (slice(0, None, None), ) * (len(shape) - len(indexes)) # Convert to positive index. positive_indexes = [] for i, index in enumerate(indexes): if isinstance(index, slice): index = slice(index.start or 0, index.stop or shape[i], index.step or 1) positive_indexes.append( slice( index.start + shape[i] if index.start < 0 else index.start, index.stop + shape[i] if index.stop < 0 else index.stop, # Negative step means index backward, no need to convert to # positive interger. index.step)) elif isinstance(index, int): positive_indexes.append(index + shape[i] if index < 0 else index) else: raise TypeError(f'Not supported index type {index}.') return tuple(positive_indexes) def _as_tensors(xs): return (xs, ) if isinstance(xs, framework.Variable) else xs def _stack_tensor_or_return_none(origin_list): assert len(origin_list) > 0, "Can't not stack an empty list" return paddle.stack( origin_list, axis=0) if isinstance( origin_list[0], paddle.fluid.framework.Variable) else None def _replace_none_with_zero_tensor(xs, refs): if xs is None: xs = paddle.zeros_like(refs) xs.stop_gradient = refs.stop_gradient return xs elif isinstance(xs, typing.Sequence): return tuple( _replace_none_with_zero_tensor(x, refs[i]) for i, x in enumerate(xs)) else: return xs def _grad(ys, xs, v=None): """A gradient function that can be used in dynamic graph and static graph. The ``grad`` combines ``paddle.grad`` used in dynamic graph and ``paddle.static.gradients`` used in static graph, and do following changes: * The ``allow_unused`` flag is removed and set defaults to true internally, none in outputs will be replaced by zero tensor. * The ``create_graph`` flag is removed and set defaults to true internally, only makes sense in dynamic graph. * When xs is a single Tensor, ``paddle.grad`` returns a list which only contains one Tensor. It may confuse users, thus in this case we improve to return a single Tensor in _grad interface. Args: ys (Tensor|Sequence[Tensor]): The output tensor or tensor sequence of the graph to compute gradients. xs (Tensor|Sequence[Tensor]): The input tensor or tensor sequence of the graph to compute gradients. The returned values of this API are the gradients of inputs . v (Tensor|Sequence[Tensor]|None,optional): The initial gradient values of outputs . If grad_outputs is None, the initial gradient values of outputs would be Tensors filled with 1; if grad_outputs is not None, it must have the same length as outputs , and in this case, the initial gradient value of the i-th outputs would be: (1) a Tensor filled with 1 when the i-th element of grad_outputs is None; (2) the i-th element of grad_outputs when the i-th element of grad_outputs is a Tensor. Default None. Returns: Tensor|tuple[Tensor]: Tensor or a tuple of Tensors, whose length is the same as the Tensor number inside inputs, and the i-th returned Tensor is the sum of gradients of outputs with respect to the i-th inputs. """ if paddle.fluid._non_static_mode(): xs_grad = paddle.grad(ys, xs, v, create_graph=True, allow_unused=True) else: xs_grad = paddle.static.gradients(ys, xs, v) if isinstance(xs, paddle.fluid.framework.Variable): xs_grad = xs_grad[0] return _replace_none_with_zero_tensor(xs_grad, xs) def _separate(xs): """ ``_separate`` separates ``xs`` from the computation graph through ``clone`` or ``deteach`` . Interally, ``paddle.grad(xs, ys)`` is stateful API implemented based on computional graph, which will reduce gradients along all path from ys to xs. However, funcional autograd API such as ``vjp``, ``jvp`` is stateless, and only compute gradients with a given ``func`` . For example, given a ``func`` :math:`y0=f(x0)`, supposing forward path is: ``x0 -> y0``, ``x0 -> x1 -> y0`` . ``paddle.grad(y0, x0)`` will reduce gradients along ``y0->x0`` and ``y0->x1->x0``, and ``vjp`` only need reduce along ``y0->x0``. So, it's needed to clone or detach xs for breaking the dependencies with other variables. Examples: .. code-block:: python import paddle from paddle.autograd.functional import _separate def func(x, y): return x * y x = paddle.ones((1,)) x.stop_gradient = False y = func(x, x) print(paddle.grad(y, x)) # [Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True, # [2.])] x1, x2 = _separate((x, x)) y = func(x1, x2) print(paddle.grad(y, x1)) # [Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True, # [1.])] """ if isinstance(xs, typing.Sequence): return tuple(_single_separate(x) for x in xs) else: return _single_separate(xs) def _single_separate(x): if x is None: # x maybe none because grad input's v defaults to none. return x if not x.stop_gradient: return paddle.clone(x) else: # use detach to share memory when no need gradients. x = x.detach() x.stop_gradient = False return x return x def _check_inputs(func, xs, v=None): if not callable(func): raise TypeError(f"Expected 'fun' is Callable, but got {type(func)}.") if not isinstance(xs, (framework.Variable, typing.Sequence)): raise TypeError(f"Expected 'xs' is a Tensor|Sequence[Tensor]," f"but got {type(xs)}.") if isinstance(xs, typing.Sequence) and not all( isinstance(x, framework.Variable) for x in xs): raise TypeError("All elements of 'xs' shoule be Tensor.") if not isinstance(v, (framework.Variable, typing.Sequence, type(None))): raise TypeError( f"Expected 'v' is Tensor|Sequence[Tensor]|None, but got {type(v)}.") if isinstance(v, typing.Sequence) and not all( isinstance(e, framework.Variable) for e in v): raise TypeError("All elements of 'xs' shoule be Tensor.") def _check_v_shape(v, refs): if v is None: return v, refs = _as_tensors(v), _as_tensors(refs) if len(refs) != len(v): raise RuntimeError(f"The argument v is a tuple of invalid length:" f"should be {len(refs)} but got {len(v)}.") for index, (element_v, element_ref) in enumerate(zip(v, refs)): if element_v.shape != element_ref.shape: raise RuntimeError( f"The v[{index}] has invalid shape: should " f"be {element_ref.shape} but got {element_v.shape}.") @framework.dygraph_only def jacobian(func, inputs, create_graph=False, allow_unused=False): ''' .. note:: **This API is ONLY available in the imperative mode.** This function computes the Jacobian matrix of `func` with respect to `inputs`. Parameters: func (function): a Python function that takes a Tensor or a Tensor list/tuple as inputs and returns a Tensor or a Tensor tuple. inputs (Tensor|list(Tensor)|tuple(Tensor)): the input Tensor or Tensor list/tuple of the function ``func``. create_graph (bool, optional): whether to create the gradient graphs of the computing process. When it is True, higher order derivatives are supported to compute; when it is False, the gradient graphs of the computing process would be discarded. Defaults to ``False``. allow_unused (bool, optional): whether to raise error or return None if some Tensors of `inputs` are unreachable in the graph. Error would be raised if allow_unused=False, and None would be returned as their gradients if allow_unused=True. Default False. Returns: Jacobian (Tensor or nested tuple of Tensors): if function ``func`` takes a Tensor as inputs and returns a Tensor as outputs, Jacobian will be a single Tensor containing the Jacobian matrix for the linearized inputs and outputs. If one of the inputs and outputs is a Tensor, and another is a Tensor list/tuple, then the Jacobian will be a tuple of Tensors. If both of inputs and outputs are Tensor list/tuple, then the Jacobian will be a tuple of tuple of Tensors where ``Jacobian[i][j]`` will contain the Jacobian matrix of the linearized ``i``th output and ``j``th input and will have same dtype and device as the corresponding input. ``Jacobian[i][j]`` will have as size ``m * n``, where ``m`` and ``n`` denote the numbers of elements of ``i``th output and ``j``th input respectively. Examples 1: .. code-block:: python import paddle def func(x): return paddle.matmul(x, x) x = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False jacobian = paddle.autograd.jacobian(func, x) print(jacobian) # Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 1., 1., 0.], # [1., 2., 0., 1.], # [1., 0., 2., 1.], # [0., 1., 1., 2.]]) Examples 2: .. code-block:: python import paddle def func(x, y): return paddle.matmul(x, y) x = paddle.ones(shape=[2, 2], dtype='float32') y = paddle.ones(shape=[2, 2], dtype='float32') * 2 x.stop_gradient = False y.stop_gradient = False jacobian = paddle.autograd.jacobian(func, [x, y], create_graph=True) print(jacobian) # (Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=False, # [[2., 2., 0., 0.], # [2., 2., 0., 0.], # [0., 0., 2., 2.], # [0., 0., 2., 2.]]), # Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=False, # [[1., 0., 1., 0.], # [0., 1., 0., 1.], # [1., 0., 1., 0.], # [0., 1., 0., 1.]])) Examples 3: .. code-block:: python import paddle def func(x, y): return paddle.matmul(x, y), x * x x = paddle.ones(shape=[2, 2], dtype='float32') y = paddle.ones(shape=[2, 2], dtype='float32') * 2 x.stop_gradient = False y.stop_gradient = False jacobian = paddle.autograd.jacobian(func, [x, y], allow_unused=True) print(jacobian) # ((Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 2., 0., 0.], # [2., 2., 0., 0.], # [0., 0., 2., 2.], # [0., 0., 2., 2.]]), # Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[1., 0., 1., 0.], # [0., 1., 0., 1.], # [1., 0., 1., 0.], # [0., 1., 0., 1.]])), # (Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 0., 0., 0.], # [0., 2., 0., 0.], # [0., 0., 2., 0.], # [0., 0., 0., 2.]]), None)) ''' inputs = _as_tensors(inputs) outputs = _as_tensors(func(*inputs)) fin_size = len(inputs) fout_size = len(outputs) flat_outputs = tuple( paddle.reshape( output, shape=[-1]) for output in outputs) jacobian = tuple() for i, flat_output in enumerate(flat_outputs): jac_i = list([] for _ in range(fin_size)) for k in range(len(flat_output)): row_k = paddle.grad( flat_output[k], inputs, create_graph=create_graph, retain_graph=True, allow_unused=allow_unused) for j in range(fin_size): jac_i[j].append( paddle.reshape( row_k[j], shape=[-1]) if isinstance(row_k[j], paddle.Tensor) else None) jacobian += (tuple( _stack_tensor_or_return_none(jac_i_j) for jac_i_j in jac_i), ) if fin_size == 1 and fout_size == 1: return jacobian[0][0] elif fin_size == 1 and fout_size != 1: return tuple(jacobian[i][0] for i in range(fout_size)) elif fin_size != 1 and fout_size == 1: return jacobian[0] else: return jacobian @framework.dygraph_only def batch_jacobian(func, inputs, create_graph=False, allow_unused=False): ''' .. note:: **This API is ONLY available in the imperative mode.** This function computes the batch Jacobian matrix of `func` with respect to `inputs`. Noted that the first dimension of inputs is batch size. Parameters: func (function): a Python function that takes a Tensor or a Tensor list/tuple as inputs(the first dimension is batch size) and returns a Tensor or a Tensor tuple. inputs (Tensor|list(Tensor)|tuple(Tensor)): the input Tensor or Tensor list/tuple of the function ``func``, Noted that the first dimension of inputs is batch size. create_graph (bool, optional): whether to create the gradient graphs of the computing process. When it is True, higher order derivatives are supported to compute; when it is False, the gradient graphs of the computing process would be discarded. Defaults to ``False``. allow_unused (bool, optional): whether to raise error or return None if some Tensors of `inputs` are unreachable in the graph. Error would be raised if allow_unused=False, and None would be returned as their gradients if allow_unused=True. Default False. Returns: Jacobian (Tensor or nested tuple of Tensors): if function ``func`` takes a Tensor as inputs and returns a Tensor as outputs, Jacobian will be a single Tensor containing the Jacobian matrix for the linearized inputs and outputs. If one of the inputs and outputs is a Tensor, and another is a Tensor list/tuple, then the Jacobian will be a tuple of Tensors. If both of inputs and outputs are Tensor list/tuple, then the Jacobian will be a tuple of tuple of Tensors. Noted that the first dimension of inputs is batch size. For example, the inputs shape and outputs shape of function ``func` is [batch_size, num] and [batch_size, num] respectively, then the Jacobian will be a Tensor with a shape of [num, batch_size * num], where ``Jacobian[i][j]`` will contain the Jacobian matrix of the ``i``th column output and the ``j``th input and will have same dtype and device as the corresponding input. Other situations can be deduced by analogy. Examples 1: .. code-block:: python import paddle x = paddle.ones(shape=(4, 2), dtype='float64') weight = paddle.ones(shape=(2, 4), dtype='float64') y = paddle.ones(shape=(4, 2), dtype='float64') def func(x): return paddle.matmul(paddle.matmul(x, weight), y) x.stop_gradient = False batch_jacobian = paddle.autograd.batch_jacobian(func, x) print(batch_jacobian) # Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[4., 4., 4., 4., 4., 4., 4., 4.], # [4., 4., 4., 4., 4., 4., 4., 4.]]) Examples 2: .. code-block:: python import paddle x = paddle.ones(shape=(4, 2), dtype='float64') weight = paddle.ones(shape=(2, 4), dtype='float64') y = paddle.ones(shape=(4, 2), dtype='float64') def func(x): return paddle.matmul(paddle.matmul(x, weight), y), x * x x.stop_gradient = False batch_jacobian = paddle.autograd.batch_jacobian(func, x) print(batch_jacobian) # (Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[4., 4., 4., 4., 4., 4., 4., 4.], # [4., 4., 4., 4., 4., 4., 4., 4.]]), Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[2., 0., 2., 0., 2., 0., 2., 0.], # [0., 2., 0., 2., 0., 2., 0., 2.]])) Examples 3: .. code-block:: python import paddle x = paddle.ones(shape=(4, 2), dtype='float64') weight = paddle.ones(shape=(2, 4), dtype='float64') y = paddle.ones(shape=(4, 2), dtype='float64') def func(x, y): return x * y x.stop_gradient = False y.stop_gradient = False batch_jacobian = paddle.autograd.batch_jacobian(func, [x, y]) print(batch_jacobian) # (Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[1., 0., 1., 0., 1., 0., 1., 0.], # [0., 1., 0., 1., 0., 1., 0., 1.]]), Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[1., 0., 1., 0., 1., 0., 1., 0.], # [0., 1., 0., 1., 0., 1., 0., 1.]])) ''' inputs = _as_tensors(inputs) outputs = _as_tensors(func(*inputs)) batch_size = inputs[0].shape[0] for input in inputs: assert input.shape[ 0] == batch_size, "The first dimension of input should equals to the same batch size!" for output in outputs: assert output.shape[ 0] == batch_size, "The first dimension of output should equals to the same batch size!" fin_size = len(inputs) fout_size = len(outputs) flat_outputs = tuple( paddle.reshape( output, shape=[batch_size, -1]) for output in outputs) jacobian = tuple() for i, flat_output in enumerate(flat_outputs): jac_i = list([] for _ in range(fin_size)) for k in range(flat_output.shape[1]): row_k = paddle.grad( flat_output[:, k], inputs, create_graph=create_graph, retain_graph=True, allow_unused=allow_unused) for j in range(fin_size): jac_i[j].append( paddle.reshape( row_k[j], shape=[-1]) if isinstance(row_k[j], paddle.Tensor) else None) jacobian += (tuple( _stack_tensor_or_return_none(jac_i_j) for jac_i_j in jac_i), ) if fin_size == 1 and fout_size == 1: return jacobian[0][0] elif fin_size == 1 and fout_size != 1: return tuple(jacobian[i][0] for i in range(fout_size)) elif fin_size != 1 and fout_size == 1: return jacobian[0] else: return jacobian @framework.dygraph_only def batch_hessian(func, inputs, create_graph=False, allow_unused=False): ''' .. note:: **This API is ONLY available in the imperative mode.** This function computes the batch Hessian matrix of `func` with respect to `inputs`. Noted that the first dimension of inputs is batch size. Parameters: func (function): a Python function that takes a Tensor or a Tensor list/tuple as inputs(the first dimension is batch size) and returns a Tensor with shape [batch_size, 1]. inputs (Tensor|list(Tensor)|tuple(Tensor)): the input Tensor or Tensor list/tuple of the function ``func``. Noted that the first dimension of inputs is batch size. create_graph (bool, optional): whether to create the gradient graphs of the computing process. When it is True, higher order derivatives are supported to compute; when it is False, the gradient graphs of the computing process would be discarded. Defaults to ``False``. allow_unused (bool, optional): whether to raise error or return None if some Tensors of `inputs` are unreachable in the graph. Error would be raised if allow_unused=False, and None would be returned as their gradients if allow_unused=True. Default False. Returns: Hessian (Tensor or a tuple of tuple of Tensors): if function ``func`` takes a Tensor as ``inputs``, Hessian will be a single Tensor containing the Hessian matrix for the linearized ``inputs`` Tensor. If function ``func`` takes a Tensor list/tuple as ``inputs``, then the Hessian will be a tuple of tuple of Tensors. Noted that the first dimension of inputs is batch size and the execution step is to obtain the result of the first order differentiation, and then differentiate the batch input. For example, the inputs shape and outputs shape of function ``func` is [batch_size, num] and [batch_size, 1] respectively, then the batched Hessian will be a Tensor with a shape of [num, batch_size * num]. Why the final shape in this case is that? because batch_hessian will create a inner func(the wrapper of paddle.grad() func) to computes the sum of gradients of `outputs` with respect to each `inputs`, this inner func will get the first order differentiation and shape is [batch_size, num], then call batch_jacobian to compute jacobian between the first order differentiation and the origin inputs. The final result ``Hessian[i][j]`` will contain the Jacobian matrix of the ``i``th column output(Noted that this output means the first order differentiation) and the ``j``th input and will have same dtype and device as the corresponding input. Other situations can be deduced by analogy. Examples 1: .. code-block:: python import paddle x = paddle.ones(shape=(4, 2), dtype='float64') weight = paddle.ones(shape=(2, 4), dtype='float64') y = paddle.ones(shape=(4, 2), dtype='float64') def func(x): return paddle.matmul(x * x, weight)[:, 0:1] x.stop_gradient = False batch_hessian = paddle.autograd.batch_hessian(func, x) print(batch_hessian) # Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[2., 0., 2., 0., 2., 0., 2., 0.], # [0., 2., 0., 2., 0., 2., 0., 2.]]) Examples 2: .. code-block:: python import paddle x = paddle.ones(shape=(4, 2), dtype='float64') weight = paddle.ones(shape=(2, 4), dtype='float64') y = paddle.ones(shape=(4, 2), dtype='float64') def func(x, y): return paddle.matmul(x * x * y * y, weight)[:, 0:1] x.stop_gradient = False y.stop_gradient = False batch_hessian = paddle.autograd.batch_hessian(func, [x, y]) print(batch_hessian) # ((Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[2., 0., 2., 0., 2., 0., 2., 0.], # [0., 2., 0., 2., 0., 2., 0., 2.]]), # Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[4., 0., 4., 0., 4., 0., 4., 0.], # [0., 4., 0., 4., 0., 4., 0., 4.]])), # (Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[4., 0., 4., 0., 4., 0., 4., 0.], # [0., 4., 0., 4., 0., 4., 0., 4.]]), # Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[2., 0., 2., 0., 2., 0., 2., 0.], # [0., 2., 0., 2., 0., 2., 0., 2.]]))) Examples 3: .. code-block:: python import paddle x = paddle.ones(shape=(4, 2), dtype='float64') weight = paddle.ones(shape=(2, 4), dtype='float64') y = paddle.ones(shape=(4, 2), dtype='float64') def func(x, y): return paddle.matmul(x * x, weight)[:, 0:1] x.stop_gradient = False y.stop_gradient = False batch_hessian = paddle.autograd.batch_hessian(func, [x, y], allow_unused=True) print(batch_hessian) # ((Tensor(shape=[2, 8], dtype=float64, place=CUDAPlace(0), stop_gradient=True, # [[2., 0., 2., 0., 2., 0., 2., 0.], # [0., 2., 0., 2., 0., 2., 0., 2.]]), None), (None, None)) ''' inputs = _as_tensors(inputs) outputs = func(*inputs) batch_size = inputs[0].shape[0] for input in inputs: assert input.shape[ 0] == batch_size, "The first dimension of input should equals to the same batch size!" assert isinstance(outputs, paddle.Tensor) and outputs.shape == [ batch_size, 1 ], "The function to compute batched Hessian matrix should return a Tensor of shape [batch_size, 1]" def jac_func(*ins): grad_inputs = paddle.grad( outputs, ins, create_graph=True, retain_graph=True, allow_unused=allow_unused) return tuple( _replace_none_with_zero_tensor(grad_inputs[i], inputs[i]) for i in range(len(inputs))) return batch_jacobian( jac_func, inputs, create_graph=create_graph, allow_unused=allow_unused) @framework.dygraph_only def hessian(func, inputs, create_graph=False, allow_unused=False): ''' .. note:: **This API is ONLY available in the imperative mode.** This function computes the Hessian matrix of `func` with respect to `inputs`. Parameters: func (function): a Python function that takes a Tensor or a Tensor list/tuple as inputs and returns a Tensor with a single element. inputs (Tensor|list(Tensor)|tuple(Tensor)): the input Tensor or Tensor list/tuple of the function ``func``. create_graph (bool, optional): whether to create the gradient graphs of the computing process. When it is True, higher order derivatives are supported to compute; when it is False, the gradient graphs of the computing process would be discarded. Defaults to ``False``. allow_unused (bool, optional): whether to raise error or return None if some Tensors of `inputs` are unreachable in the graph. Error would be raised if allow_unused=False, and None would be returned as their gradients if allow_unused=True. Default False. Returns: Hessian (Tensor or a tuple of tuple of Tensors): if function ``func`` takes a Tensor as ``inputs``, Hessian will be a single Tensor containing the Hessian matrix for the linearized ``inputs`` Tensor. If function ``func`` takes a Tensor list/tuple as ``inputs``, then the Hessian will be a tuple of tuple of Tensors where ``Hessian[i][j]`` will contain the Hessian matrix of the ``i``th input and ``j``th input with size ``m * n``. Here ``m`` and ``n`` denote the number of elements of the ``i`` th input and the ``j`` th input respectively. Examples 1: .. code-block:: python import paddle def func(x): return paddle.sum(paddle.matmul(x, x)) x = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False hessian = paddle.autograd.hessian(func, x) print(hessian) # Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 1., 1., 0.], # [1., 0., 2., 1.], # [1., 2., 0., 1.], # [0., 1., 1., 2.]]) Examples 2: .. code-block:: python import paddle def func(x, y): return paddle.sum(paddle.matmul(x, y)) x = paddle.ones(shape=[2, 2], dtype='float32') y = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False y.stop_gradient = False hessian = paddle.autograd.hessian(func, [x, y]) print(hessian) # ((Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[0., 0., 0., 0.], # [0., 0., 0., 0.], # [0., 0., 0., 0.], # [0., 0., 0., 0.]]), # Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[1., 1., 0., 0.], # [0., 0., 1., 1.], # [1., 1., 0., 0.], # [0., 0., 1., 1.]])), # (Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[1., 0., 1., 0.], # [1., 0., 1., 0.], # [0., 1., 0., 1.], # [0., 1., 0., 1.]]), # Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[0., 0., 0., 0.], # [0., 0., 0., 0.], # [0., 0., 0., 0.], # [0., 0., 0., 0.]]))) Examples 3: .. code-block:: python import paddle def func(x, y): return paddle.sum(paddle.matmul(x, x)) x = paddle.ones(shape=[2, 2], dtype='float32') y = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False y.stop_gradient = False hessian = paddle.autograd.hessian(func, [x, y], allow_unused=True) print(hessian) # ((Tensor(shape=[4, 4], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 1., 1., 0.], # [1., 0., 2., 1.], # [1., 2., 0., 1.], # [0., 1., 1., 2.]]), None), (None, None)) ''' inputs = _as_tensors(inputs) outputs = func(*inputs) assert isinstance(outputs, paddle.Tensor) and outputs.shape == [ 1 ], "The function to compute Hessian matrix should return a Tensor with a single element" def jac_func(*ins): grad_inputs = paddle.grad( outputs, ins, create_graph=True, retain_graph=True, allow_unused=allow_unused) return tuple( _replace_none_with_zero_tensor(grad_inputs[i], inputs[i]) for i in range(len(inputs))) return jacobian( jac_func, inputs, create_graph=create_graph, allow_unused=allow_unused) def vhp(func, inputs, v=None, create_graph=False, allow_unused=False): ''' .. note:: **This API is ONLY available in the imperative mode.** This function computes the product between a vector ``v`` and the Hessian matrix of `func` with respect to `inputs`. Parameters: func (function): a Python function that takes a Tensor or a Tensor list/tuple as inputs and returns a Tensor with a single element. inputs (Tensor|list(Tensor)|tuple(Tensor)): the input Tensor or Tensor list/tuple of the function ``func``. v (Tensor|list(Tensor)|tuple(Tensor)|None, optional): the vector used to compute vector hessian product. ``v`` should have same shape and dtype with ``inputs``. If ``v`` is None, it will be set as Tensor|list(Tensor) with all elements 1. Defaults to "None". create_graph (bool, optional): whether to create the gradient graphs of the computing process. When it is True, higher order derivatives are supported to compute; when it is False, the gradient graphs of the computing process would be discarded. Defaults to ``False``. allow_unused (bool, optional): whether to raise error or return None if some Tensors of `inputs` are unreachable in the graph. Error would be raised if allow_unused=False, and None would be returned as their gradients if allow_unused=True. Default False. Returns: output (tuple): tuple with: func_output (Tensor): output of ``func(inputs)`` vhp (list(Tensor)): result of the vector hessian product with the same shape and dtype as the inputs. Examples 1: .. code-block:: python import paddle def func(x): return paddle.sum(paddle.matmul(x, x)) x = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False vx = paddle.ones(shape=[2, 2], dtype='float32') * 2 vhp_rslt = paddle.autograd.vhp(func, x, v=vx) print(vhp_rslt) # (Tensor(shape=[1], dtype=float32, place=CUDAPlace(0), stop_gradient=False, # [8.]), # Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[8., 8.], # [8., 8.]])) Examples 2: .. code-block:: python import paddle def func(x): return paddle.sum(paddle.matmul(x, x)) x = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False vhp_rslt = paddle.autograd.vhp(func, x) print(vhp_rslt) # (Tensor(shape=[1], dtype=float32, place=CUDAPlace(0), stop_gradient=False, # [8.]), # Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[4., 4.], # [4., 4.]])) Examples 3: .. code-block:: python import paddle def func(x, y): return paddle.sum(paddle.matmul(x, x)) x = paddle.ones(shape=[2, 2], dtype='float32') x.stop_gradient = False y = paddle.ones(shape=[2, 2], dtype='float32') y.stop_gradient = False vx = paddle.ones(shape=[2, 2], dtype='float32') * 2 vy = paddle.ones(shape=[2, 2], dtype='float32') * 3 vhp_rslt = paddle.autograd.vhp(func, [x, y], v=[vx, vy], allow_unused=True) print(vhp_rslt) # (Tensor(shape=[1], dtype=float32, place=CUDAPlace(0), stop_gradient=False, # [8.]), # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[8., 8.], # [8., 8.]]), None]) ''' xs = _as_tensors(inputs) if v is not None: v = _as_tensors(v) xs, v = _separate(xs), _separate(v) outputs = func(*xs) ys = _as_tensors(outputs) assert len(ys) == 1 and isinstance( ys[0], framework.Variable ) and ys[0].shape == [ 1 ], "The function to compute vhp should return a Tensor with a single element" jac = _grad(ys, xs) vhp = _grad(jac, xs, v) return outputs, vhp