# 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 contextlib import paddle from ..fluid import framework from ..fluid.dygraph import grad from ..tensor.creation import assign from ..tensor import reshape, zeros_like, to_tensor from .utils import _tensors, _stack_tensor_or_return_none, _replace_none_with_zero_tensor @contextlib.contextmanager def gradient_scope(*var_lists, create_graph=False, allow_unused=False): def grad_fn(ys, xs, v=None, create_graph=create_graph): if v is not None: assert len(ys) == len(v), ( f'The argument {v} is expected to be of the same size as the output. ' f'Here the output is {ys}, and `v` is {v}.') if allow_unused: ys = [ to_tensor( [0.0], stop_gradient=False) if y is None else y for y in ys ] return grad( ys, xs, v, create_graph=create_graph, allow_unused=allow_unused) def return_fn(out): if isinstance(out, paddle.Tensor): if not create_graph: out = out.detach() return out if isinstance(out, list): return list(return_fn(x) for x in out) elif isinstance(out, tuple): return tuple(return_fn(x) for x in out) else: assert out is None return out def process(vl): if vl is None: return None out = [] # If v is treated as constant in the outer scope, its gradient is guaranteed # not to be taken beyond this scope. Within this scope, however, v's gradient # may be computed. We only need to detach v in this case. # Otherwise, v's gradient is valid, and is subject to update beyond this scope. # In this case we must not confuse the gradient in the outer scope with the # inner one's. Moreover, we need to make sure that the result from the inner # scope can flow back to the outer scope. This can be satisfied by extending # the original variable with a duplication operation v1 = v so that v still # maintains the complete lineage. for v in vl: if v is None: out.append(v) continue if create_graph and not v.stop_gradient: v = assign(v) else: v = v.detach() v.stop_gradient = False out.append(v) return out try: var_lists = [process(vl) for vl in var_lists] bundle = var_lists + [grad_fn, return_fn] yield bundle finally: pass @framework.dygraph_only def vjp(func, inputs, v=None, create_graph=False, allow_unused=False): r"""Computes the Vector-Jacobian product, a functional form of reverse mode automatic differentiation. Args: func(Callable): `func` takes as input a tensor or a list/tuple of tensors and returns a tensor or a list/tuple of tensors. inputs(list[Tensor]|tuple[Tensor]|Tensor): used as positional arguments to evaluate `func`. `inputs` is accepted as one tensor or a list of tensors. v(list[Tensor]|tuple[Tensor]|Tensor|None, optional): the cotangent vector invovled in the VJP computation. `v` matches the size and shape of `func`'s output. Default value is None and in this case is equivalent to all ones the same size of `func`'s output. create_graph(bool, optional): if `True`, gradients can be evaluated on the results. If `False`, taking gradients on the results is invalid. Default value is False. allow_unused(bool, optional): In case that some Tensors of `inputs` do not contribute to the computation of the output. If `allow_unused` is False, an error will be raised, Otherwise, the gradients of the said inputs are returned None. Default value is False. Returns: output(tuple): func_out(list[Tensor]|tuple[Tensor]|Tensor): the output of `func(inputs)` vjp(list[Tensor]): the pullback results of `v` on `func` Examples: .. code-block:: python def func(x): return paddle.matmul(x, x) x = paddle.ones(shape=[2, 2], dtype='float32') output, inputs_grad = vjp(func, x) print(inputs_grad) # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[4., 4.], # [4., 4.]])] v = paddle.to_tensor([[1.0, 0.0], [0.0, 0.0]]) output, inputs_grad = vjp(func, x, v) print(inputs_grad) # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 1.], # [1., 0.]])] output, inputs_grad = vjp(func, x, v, create_graph=True) print(inputs_grad) # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=False, # [[2., 1.], # [1., 0.]])] y = paddle.ones(shape=[2, 2], dtype='float32') def func_unused(x, y): return paddle.matmul(x, x) output, inputs_grad = vjp(func, [x, y], v) # ValueError: (InvalidArgument) The 1-th input does not appear in the backward graph. # Please check the input variable or set allow_unused=True to get None result. # [Hint: Expected allow_unused_ == true, but received allow_unused_:0 != true:1.] output, inputs_grad = vjp(func, [x, y], v, allow_unused=True) print(inputs_grad) # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 1.], # [1., 0.]]), None] """ xs = _tensors(inputs, "inputs") if v is not None: v = _tensors(v, "v") with gradient_scope( xs, v, create_graph=create_graph, allow_unused=allow_unused) as [xs, v, grad_fn, return_fn]: outputs = func(*xs) ys = _tensors(outputs, "outputs") grads = grad_fn(ys, xs, v) outputs, grads = return_fn(outputs), return_fn(grads) return outputs, grads @framework.dygraph_only def jvp(func, inputs, v=None, create_graph=False, allow_unused=False): r""" Computes the Jacobian-Vector product for a function at the given inputs and a vector in the tangent space induced by the inputs. .. note:: **This API is ONLY available in imperative mode.** Args: func(Callable): `func` takes as input a tensor or a list/tuple of tensors and returns a tensor or a list/tuple of tensors. inputs(list[Tensor]|tuple[Tensor]|Tensor): used as positional arguments to evaluate `func`. `inputs` is accepted as one tensor or a list/tuple of tensors. v(list[Tensor]|tuple[Tensor]|Tensor|None, optional): the tangent vector invovled in the JVP computation. `v` matches the size and shape of `inputs`. `v` is Optional if `func` returns a single tensor. Default value is None and in this case is equivalent to all ones the same size of `inputs`. create_graph(bool, optional): if `True`, gradients can be evaluated on the results. If `False`, taking gradients on the results is invalid. Default value is False. allow_unused(bool, optional): In case that some Tensors of `inputs` do not contribute to the computation of the output. If `allow_unused` is False, an error will be raised, Otherwise, the gradients of the said inputs are returned None. Default value is False. Returns: output(tuple): func_out(list[Tensor]|tuple[Tensor]|Tensor): the output of `func(inputs)` jvp(list[Tensor]): the pullback results of `v` on `func` Examples: .. code-block:: python def func(x): return paddle.matmul(x, x) x = paddle.ones(shape=[2, 2], dtype='float32') output, inputs_grad = jvp(func, x) print(inputs_grad) # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[2., 2.], # [2., 2.]])] v = paddle.to_tensor([[1.0, 0.0], [0.0, 0.0]]) output, inputs_grad = vjp(func, x, v) print(inputs_grad) # [Tensor(shape=[2, 2], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [[1., 1.], # [0., 0.]])] """ xs = _tensors(inputs, "inputs") if v is not None: v = _tensors(v, "v") with gradient_scope( xs, v, create_graph=create_graph, allow_unused=allow_unused) as [xs, v, grad_fn, return_fn]: outputs = func(*xs) ys = _tensors(outputs, "outputs") ys_grad = [zeros_like(y) for y in ys] xs_grad = grad_fn(ys, xs, ys_grad, create_graph=True) ys_grad = grad_fn(xs_grad, ys_grad, v) outputs, ys_grad = return_fn(outputs), return_fn(ys_grad) return outputs, ys_grad @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 = _tensors(inputs, "inputs") outputs = _tensors(func(*inputs), "outputs") fin_size = len(inputs) fout_size = len(outputs) flat_outputs = tuple(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 = 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( 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 = _tensors(inputs, "inputs") outputs = _tensors(func(*inputs), "outputs") 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( 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 = 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( 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 = _tensors(inputs, "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 = 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 = _tensors(inputs, "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 = 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) @framework.dygraph_only 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 = _tensors(inputs, "inputs") if v is not None: v = _tensors(v, "v") with gradient_scope( xs, v, create_graph=create_graph, allow_unused=allow_unused) as [xs, v, grad_fn, return_fn]: outputs = func(*xs) ys = _tensors(outputs, "outputs") assert len(ys) == 1 and isinstance( ys[0], paddle.Tensor ) and ys[0].shape == [ 1 ], "The function to compute vhp should return a Tensor with a single element" jac = grad_fn(ys, xs, create_graph=True) vhp = grad_fn(jac, xs, v) outputs, vhp = return_fn(outputs), return_fn(vhp) return outputs, vhp