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    <li>Auto Gradient Check Design</li>
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  <div class="section" id="auto-gradient-check-design">
<span id="auto-gradient-check-design"></span><h1>Auto Gradient Check Design<a class="headerlink" href="#auto-gradient-check-design" title="永久链接至标题"></a></h1>
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</div>
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<div class="section" id="background">
<span id="background"></span><h1>Background:<a class="headerlink" href="#background" title="永久链接至标题"></a></h1>
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<ul class="simple">
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<li>Generally, it is easy to check whether the forward computation of an Operator is correct or not. However, backpropagation is a notoriously difficult algorithm to debug and get right because of the following challenges:<ol>
<li>The formula for backpropagation formula should be correct according to the forward computation.</li>
<li>The Implementation of the above shoule be correct in CPP.</li>
<li>It is difficult to prepare an unbiased test data.</li>
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</ol>
</li>
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<li>Auto gradient checking gets a numerical gradient using forward Operator and uses it as a reference for the backward Operator&#8217;s result. It has several advantages:<ol>
<li>Numerical gradient checker only needs the forward operator.</li>
<li>The user only needs to prepare the input data for forward Operator and not worry about the backward Operator.</li>
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</ol>
</li>
</ul>
</div>
<div class="section" id="mathematical-theory">
<span id="mathematical-theory"></span><h1>Mathematical Theory<a class="headerlink" href="#mathematical-theory" title="永久链接至标题"></a></h1>
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<p>The following documents from Stanford have a detailed explanation of how to compute the numerical gradient and why it is useful.</p>
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<div class="toctree-wrapper compound">
<ul>
<li class="toctree-l1"><a class="reference external" href="http://deeplearning.stanford.edu/wiki/index.php/Gradient_checking_and_advanced_optimization">Gradient checking and advanced optimization(en)</a></li>
<li class="toctree-l1"><a class="reference external" href="http://ufldl.stanford.edu/wiki/index.php/%E6%A2%AF%E5%BA%A6%E6%A3%80%E9%AA%8C%E4%B8%8E%E9%AB%98%E7%BA%A7%E4%BC%98%E5%8C%96">Gradient checking and advanced optimization(cn)</a></li>
</ul>
</div>
</div>
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<div class="section" id="numerical-gradient-implementation">
<span id="numerical-gradient-implementation"></span><h1>Numerical Gradient Implementation<a class="headerlink" href="#numerical-gradient-implementation" title="永久链接至标题"></a></h1>
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<div class="section" id="python-interface">
<span id="python-interface"></span><h2>Python Interface<a class="headerlink" href="#python-interface" title="永久链接至标题"></a></h2>
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<div class="highlight-python"><div class="highlight"><pre><span></span><span class="k">def</span> <span class="nf">get_numerical_gradient</span><span class="p">(</span><span class="n">op</span><span class="p">,</span>
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                         <span class="n">input_values</span><span class="p">,</span>
                         <span class="n">output_name</span><span class="p">,</span>
                         <span class="n">input_to_check</span><span class="p">,</span>
                         <span class="n">delta</span><span class="o">=</span><span class="mf">0.005</span><span class="p">,</span>
                         <span class="n">local_scope</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
    <span class="sd">&quot;&quot;&quot;</span>
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<span class="sd">    Get Numerical Gradient for the input of an operator.</span>
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<span class="sd">    :param op: C++ operator instance, could be an network.</span>
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<span class="sd">    :param input_values: The input variables. Should be an dictionary, whose key is</span>
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<span class="sd">    variable name, and value is a numpy array.</span>
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<span class="sd">    :param output_name: The final output variable name.</span>
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<span class="sd">    :param input_to_check: The input variable with respect to which the gradient has to be computed.</span>
<span class="sd">    :param delta: The perturbation value for numerical gradient method. The</span>
<span class="sd">    smaller the delta, the more accurate the result. But if the delta is too</span>
<span class="sd">    small, it will suffer from the numerical stability problem.</span>
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<span class="sd">    :param local_scope: The local scope used for get_numeric_gradient.</span>
<span class="sd">    :return: The gradient array in numpy format.</span>
<span class="sd">    &quot;&quot;&quot;</span>
</pre></div>
</div>
</div>
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<div class="section" id="explanation">
<span id="explanation"></span><h2>Explanation:<a class="headerlink" href="#explanation" title="永久链接至标题"></a></h2>
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<ul class="simple">
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<li>Why do we need an <code class="docutils literal"><span class="pre">output_name</span></code><ul>
<li>An Operator may have multiple Outputs, one can compute an independent gradient from each Output. So the caller should specify the name of the output variable.</li>
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</ul>
</li>
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<li>Why do we need <code class="docutils literal"><span class="pre">input_to_check</span></code><ul>
<li>One operator can have multiple inputs. Gradient Op can calculate the gradient of these inputs at the same time. But Numerical Gradient needs to calculate them one by one. So <code class="docutils literal"><span class="pre">get_numeric_gradient</span></code> is designed to calculate the gradient for one input. If you need to compute multiple inputs, you can call <code class="docutils literal"><span class="pre">get_numeric_gradient</span></code> multiple times each with a different input.</li>
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</ul>
</li>
</ul>
</div>
<div class="section" id="core-algorithm-implementation">
<span id="core-algorithm-implementation"></span><h2>Core Algorithm Implementation<a class="headerlink" href="#core-algorithm-implementation" title="永久链接至标题"></a></h2>
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<div class="highlight-python"><div class="highlight"><pre><span></span>    <span class="c1"># we only compute the gradient of one element a time.</span>
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    <span class="c1"># we use a for loop to compute the gradient of each element.</span>
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    <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="n">tensor_size</span><span class="p">):</span>
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        <span class="c1"># get one input element using the index i.</span>
        <span class="n">original</span> <span class="o">=</span> <span class="n">tensor_to_check</span><span class="o">.</span><span class="n">get_float_element</span><span class="p">(</span><span class="n">i</span><span class="p">)</span>
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        <span class="c1"># add delta to it, run the forward op and then</span>
        <span class="c1"># get the new value of the result tensor.</span>
        <span class="n">x_pos</span> <span class="o">=</span> <span class="n">original</span> <span class="o">+</span> <span class="n">delta</span>
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        <span class="n">tensor_to_check</span><span class="o">.</span><span class="n">set_float_element</span><span class="p">(</span><span class="n">i</span><span class="p">,</span> <span class="n">x_pos</span><span class="p">)</span>
        <span class="n">y_pos</span> <span class="o">=</span> <span class="n">get_output</span><span class="p">()</span>

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        <span class="c1"># Subtract delta from this element, run the op again</span>
        <span class="c1"># and get the new value of the result tensor.</span>
        <span class="n">x_neg</span> <span class="o">=</span> <span class="n">original</span> <span class="o">-</span> <span class="n">delta</span>
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        <span class="n">tensor_to_check</span><span class="o">.</span><span class="n">set_float_element</span><span class="p">(</span><span class="n">i</span><span class="p">,</span> <span class="n">x_neg</span><span class="p">)</span>
        <span class="n">y_neg</span> <span class="o">=</span> <span class="n">get_output</span><span class="p">()</span>

        <span class="c1"># restore old value</span>
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        <span class="n">tensor_to_check</span><span class="o">.</span><span class="n">set_float_element</span><span class="p">(</span><span class="n">i</span><span class="p">,</span> <span class="n">original</span><span class="p">)</span>
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        <span class="c1"># compute the gradient of this element and store</span>
        <span class="c1"># it into a numpy array.</span>
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        <span class="n">gradient_flat</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="p">(</span><span class="n">y_pos</span> <span class="o">-</span> <span class="n">y_neg</span><span class="p">)</span> <span class="o">/</span> <span class="n">delta</span> <span class="o">/</span> <span class="mi">2</span>

    <span class="c1"># reshape the gradient result to the shape of the source tensor.</span>
    <span class="k">return</span> <span class="n">gradient_flat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">tensor_to_check</span><span class="o">.</span><span class="n">get_dims</span><span class="p">())</span>
</pre></div>
</div>
</div>
</div>
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<div class="section" id="auto-gradient-check-framework">
<span id="auto-gradient-check-framework"></span><h1>Auto Gradient Check Framework<a class="headerlink" href="#auto-gradient-check-framework" title="永久链接至标题"></a></h1>
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<p>Each Operator Kernel has three kinds of Gradient:</p>
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<ol class="simple">
<li>Numerical gradient</li>
<li>CPU kernel gradient</li>
344
<li>GPU kernel gradient (if supported by the device)</li>
345
</ol>
346
<p>The numerical gradient only relies on the forward Operator, so we use the numerical gradient as the reference value. The gradient checking is performed in the following three steps:</p>
347
<ol class="simple">
348 349 350
<li>Calculate the numerical gradient</li>
<li>Calculate CPU kernel gradient with the backward Operator and compare it with the numerical gradient.</li>
<li>Calculate GPU kernel gradient with the backward Operator and compare it with the numeric gradient. (if supported)</li>
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</ol>
<div class="section" id="python-interface">
<span id="id1"></span><h2>Python Interface<a class="headerlink" href="#python-interface" title="永久链接至标题"></a></h2>
<div class="highlight-python"><div class="highlight"><pre><span></span>    <span class="k">def</span> <span class="nf">check_grad</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span>
                   <span class="n">forward_op</span><span class="p">,</span>
                   <span class="n">input_vars</span><span class="p">,</span>
                   <span class="n">inputs_to_check</span><span class="p">,</span>
                   <span class="n">output_name</span><span class="p">,</span>
                   <span class="n">no_grad_set</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span>
                   <span class="n">only_cpu</span><span class="o">=</span><span class="bp">False</span><span class="p">,</span>
                   <span class="n">max_relative_error</span><span class="o">=</span><span class="mf">0.005</span><span class="p">):</span>
        <span class="sd">&quot;&quot;&quot;</span>
<span class="sd">        :param forward_op: used to create backward_op</span>
<span class="sd">        :param input_vars: numpy value of input variable. The following</span>
365 366 367
<span class="sd">          computation will use these variables.</span>
<span class="sd">        :param inputs_to_check: the input variable with respect to which the</span>
<span class="sd">          gradient will be computed.</span>
368
<span class="sd">        :param output_name: The final output variable name.</span>
369
<span class="sd">        :param max_relative_error: The relative tolerance parameter.</span>
370
<span class="sd">        :param no_grad_set: used to create backward ops</span>
371 372 373 374 375 376
<span class="sd">        :param only_cpu: only compute and check gradient on cpu kernel.</span>
<span class="sd">        :return:</span>
<span class="sd">        &quot;&quot;&quot;</span>
</pre></div>
</div>
</div>
377 378 379
<div class="section" id="how-to-check-if-two-numpy-arrays-are-close-enough">
<span id="how-to-check-if-two-numpy-arrays-are-close-enough"></span><h2>How to check if two numpy arrays are close enough?<a class="headerlink" href="#how-to-check-if-two-numpy-arrays-are-close-enough" title="永久链接至标题"></a></h2>
<p>if <code class="docutils literal"><span class="pre">abs_numerical_grad</span></code> is nearly zero, then use absolute error for numerical_grad.</p>
380
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">numerical_grad</span> <span class="o">=</span> <span class="o">...</span>
381 382
<span class="n">operator_grad</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">scope</span><span class="o">.</span><span class="n">find_var</span><span class="p">(</span><span class="n">grad_var_name</span><span class="p">(</span><span class="n">name</span><span class="p">))</span><span class="o">.</span><span class="n">get_tensor</span><span class="p">())</span>

383
<span class="n">abs_numerical_grad</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><span class="n">numerical_grad</span><span class="p">)</span>
384 385
<span class="c1"># if abs_numerical_grad is nearly zero, then use abs error for</span>
<span class="c1"># numeric_grad, instead of relative error.</span>
386
<span class="n">abs_numerical_grad</span><span class="p">[</span><span class="n">abs_numerical_grad</span> <span class="o">&lt;</span> <span class="mf">1e-3</span><span class="p">]</span> <span class="o">=</span> <span class="mi">1</span>
387

388
<span class="n">diff_mat</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><span class="n">abs_numerical_grad</span> <span class="o">-</span> <span class="n">operator_grad</span><span class="p">)</span> <span class="o">/</span> <span class="n">abs_numerical_grad</span>
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<span class="n">max_diff</span> <span class="o">=</span> <span class="n">numpy</span><span class="o">.</span><span class="n">max</span><span class="p">(</span><span class="n">diff_mat</span><span class="p">)</span>
</pre></div>
</div>
<div class="section" id="notes">
<span id="notes"></span><h3>Notes:<a class="headerlink" href="#notes" title="永久链接至标题"></a></h3>
394
<p>The Input data for auto gradient checker should be reasonable to avoid numerical stability problem.</p>
395
</div>
396 397
<div class="section" id="references">
<span id="references"></span><h3>References:<a class="headerlink" href="#references" title="永久链接至标题"></a></h3>
398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465
<div class="toctree-wrapper compound">
<ul>
<li class="toctree-l1"><a class="reference external" href="http://deeplearning.stanford.edu/wiki/index.php/Gradient_checking_and_advanced_optimization">Gradient checking and advanced optimization(en)</a></li>
<li class="toctree-l1"><a class="reference external" href="http://ufldl.stanford.edu/wiki/index.php/%E6%A2%AF%E5%BA%A6%E6%A3%80%E9%AA%8C%E4%B8%8E%E9%AB%98%E7%BA%A7%E4%BC%98%E5%8C%96">Gradient checking and advanced optimization(cn)</a></li>
</ul>
</div>
</div>
</div>
</div>


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