// 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. #pragma once #include #include #include #include #include #include "paddle/fluid/framework/op_registry.h" #include "paddle/fluid/operators/math/complex_functors.h" #include "paddle/fluid/operators/math/matrix_inverse.h" #include "paddle/fluid/operators/svd_helper.h" #include "paddle/fluid/platform/enforce.h" #include "paddle/fluid/platform/for_range.h" namespace paddle { namespace operators { using Tensor = framework::Tensor; template T sign(T val) { return static_cast(T(0) < val) - (val < T(0)); } template class EigenMatrix {}; template <> class EigenMatrix { public: using MatrixType = Eigen::MatrixXf; }; template <> class EigenMatrix { public: using MatrixType = Eigen::MatrixXd; }; inline int64_t GetBatchCount(const framework::DDim dims) { int64_t batch_count = 1; auto dim_size = dims.size(); PADDLE_ENFORCE_GE( dim_size, 2, platform::errors::InvalidArgument( "the input matrix dimension size should greater than 2.")); // Cumulative multiplying each dimension until the last 2 to get the batch // count, // for example a tensor with shape [3,3,3,3], the batch count of matrices is // 9. for (int64_t i = 0; i < dims.size() - 2; i++) { batch_count *= dims[i]; } return batch_count; } template struct DeterminantFunctor { void operator()(const Tensor& input, const framework::ExecutionContext ctx, int64_t rank, int64_t batch_count, Tensor* output) { std::vector input_vec; std::vector output_vec; framework::TensorToVector(input, ctx.device_context(), &input_vec); for (int64_t i = 0; i < batch_count; ++i) { // maybe can be parallel auto begin_iter = input_vec.begin() + i * rank * rank; auto end_iter = input_vec.begin() + (i + 1) * rank * rank; std::vector sub_vec(begin_iter, end_iter); // get every square matrix data typename EigenMatrix::MatrixType matrix(rank, rank); for (int64_t i = 0; i < rank; ++i) { for (int64_t j = 0; j < rank; ++j) { matrix(i, j) = sub_vec[rank * i + j]; } } output_vec.push_back(matrix.determinant()); } framework::TensorFromVector(output_vec, output); } }; template class DeterminantKernel : public framework::OpKernel { public: void Compute(const framework::ExecutionContext& context) const override { auto* input = context.Input("Input"); auto input_dim = vectorize(input->dims()); auto input_dim_size = input_dim.size(); auto* output = context.Output("Out"); auto batch_count = GetBatchCount(input->dims()); VLOG(2) << "input dim:" << input->dims(); PADDLE_ENFORCE_GE( input_dim_size, 2, platform::errors::InvalidArgument( "the input matrix dimension size should greater than 2.")); PADDLE_ENFORCE_EQ(input_dim[input_dim_size - 1], input_dim[input_dim_size - 2], platform::errors::InvalidArgument( "the input matrix should be square matrix.")); auto rank = input_dim[input_dim_size - 1]; // square matrix length DeterminantFunctor()(*input, context, rank, batch_count, output); auto output_dims = framework::slice_ddim(input->dims(), 0, input_dim_size - 2); if (input_dim_size > 2) { output->Resize(output_dims); } else { // when input is a two-dimension matrix, The det value is a number. output->Resize({1}); } VLOG(2) << "output dim:" << output->dims(); } }; template struct FoundZeroFunctor { FoundZeroFunctor(const T* x, int64_t numel, bool* res) : x_(x), numel_(numel), res_(res) {} HOSTDEVICE void operator()(size_t idx) const { if (*res_ || idx >= static_cast(numel_)) { // founded zero number return; } *res_ = (x_[idx] == static_cast(0)); } const T* x_; int64_t numel_; bool* res_; }; template inline bool CheckMatrixInvertible(const framework::ExecutionContext& ctx, const framework::Tensor* det) { auto& dev_ctx = ctx.template device_context(); auto numel = det->numel(); framework::Tensor dev_tensor; auto* data = dev_tensor.mutable_data({1}, ctx.GetPlace()); // set false math::SetConstant zero; zero(dev_ctx, &dev_tensor, false); // find whether zero platform::ForRange for_range(dev_ctx, numel); FoundZeroFunctor functor(det->data(), numel, data); for_range(functor); // copy to host dev_ctx.Wait(); framework::Tensor cpu_tensor; framework::TensorCopy(dev_tensor, platform::CPUPlace(), &cpu_tensor); // if founded zero, the matrix is not invertible // else the matrix is invertible auto* res = cpu_tensor.data(); return !(*res); } template class DeterminantGradKernel : public framework::OpKernel { public: void Compute(const framework::ExecutionContext& context) const override { auto& dev_ctx = context.template device_context(); const auto* input = context.Input("Input"); const auto* det = context.Input("Out"); const auto* grad = context.Input(framework::GradVarName("Out")); auto* ddet = context.Output(framework::GradVarName("Input")); auto input_dims_size = input->dims().size(); if (input_dims_size > 2) { PADDLE_ENFORCE_EQ( grad->dims().size() + 2, input_dims_size, platform::errors::InvalidArgument( "The grad tensor of det dims size should 2 less than" " input tensor's, but here differ %d", input_dims_size - grad->dims().size())); } else if (input_dims_size == 2) { // input dims size 2 and grad dims size 1 is possible PADDLE_ENFORCE_EQ( grad->dims().size(), 1, platform::errors::InvalidArgument( "The grad tensor of det dims size should 2 less than" " input tensor's, but here differ %d", input_dims_size - grad->dims().size())); } else { // checked in forward, pass } // Check Whether the matrix is invertible // (matrix A not invertible) == (det(A)=0) if (!CheckMatrixInvertible(context, det)) { // The matrix is not invertible VLOG(3) << "The input matrix not invertible!"; ddet->Resize(input->dims()); ddet->mutable_data(context.GetPlace()); math::SetConstant zero; zero(dev_ctx, ddet, static_cast(0.0f)); return; } // The matrix is invertible // let |A| = Determinant(A) // Ref to https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf // we set d|A| = unsqueeze(dA * |A|, [-1, -2]) * inverse(A).transpose(-2, // -1) math::DeviceIndependenceTensorOperations helper(context); // First: inverse(A) framework::Tensor inverse_A; // A must be square matrices! inverse_A.Resize(input->dims()); inverse_A.mutable_data(context.GetPlace()); math::MatrixInverseFunctor mat_inv; mat_inv(dev_ctx, *input, &inverse_A); VLOG(3) << "inverse(A) dims: " << inverse_A.dims(); // Second: inverse(A).transpose(-2, -1) framework::Tensor transpose_inverse_A = helper.Transpose(inverse_A); VLOG(3) << "(dA * |A|).transpose(-2, -1) dims: " << transpose_inverse_A.dims(); // Third: dA * |A| auto mul_dA_detA = helper.Mul(*grad, *det); VLOG(3) << "dA * |A| dims: " << mul_dA_detA.dims(); // Fourth: unsqueeze(dA * |A|, [-1, -2]) auto unsqueeze1 = helper.Unsqueeze(mul_dA_detA, -1); auto unsqueeze2 = helper.Unsqueeze(unsqueeze1, -2); VLOG(3) << "unsqueezed(dA * |A|) dims: " << unsqueeze2.dims(); // Finally: unsqueeze(dA * |A|) * inverse(A) auto res = helper.Mul(unsqueeze2, transpose_inverse_A); VLOG(3) << "unsqueeze(dA * |A|) * inverse(A) dims: " << res.dims(); framework::TensorCopy(res, context.GetPlace(), ddet); ddet->Resize(input->dims()); VLOG(3) << "d|A| dims: " << ddet->dims(); } }; template struct SlogDeterminantFunctor { void operator()(const Tensor& input, const framework::ExecutionContext ctx, int64_t rank, int64_t batch_count, Tensor* output) { std::vector input_vec; std::vector sign_vec; std::vector log_vec; std::vector output_vec; framework::TensorToVector(input, ctx.device_context(), &input_vec); for (int64_t i = 0; i < batch_count; ++i) { // maybe can be parallel auto begin_iter = input_vec.begin() + i * rank * rank; auto end_iter = input_vec.begin() + (i + 1) * rank * rank; std::vector sub_vec(begin_iter, end_iter); // get every square matrix data typename EigenMatrix::MatrixType matrix(rank, rank); for (int64_t i = 0; i < rank; ++i) { for (int64_t j = 0; j < rank; ++j) { matrix(i, j) = sub_vec[rank * i + j]; } } VLOG(2) << "det value: " << matrix.determinant(); VLOG(2) << "matrix val: " << matrix; auto det_val = matrix.determinant(); sign_vec.push_back(sign(det_val)); det_val >= 0 ? log_vec.push_back(std::log(det_val)) : log_vec.push_back(std::log(std::abs( det_val))); // for computing log value of a negative value. } // merge sign_vec and log_vec as final output_vec output_vec.insert(output_vec.end(), sign_vec.begin(), sign_vec.end()); output_vec.insert(output_vec.end(), log_vec.begin(), log_vec.end()); framework::TensorFromVector(output_vec, output); } }; template class SlogDeterminantKernel : public framework::OpKernel { public: void Compute(const framework::ExecutionContext& context) const override { auto* input = context.Input("Input"); auto input_dim = vectorize(input->dims()); auto input_dim_size = input_dim.size(); auto* output = context.Output("Out"); auto batch_count = GetBatchCount(input->dims()); VLOG(2) << "input dim:" << input->dims(); PADDLE_ENFORCE_GE( input_dim_size, 2, platform::errors::InvalidArgument( "the input matrix dimension size should greater than 2.")); PADDLE_ENFORCE_EQ(input_dim[input_dim_size - 1], input_dim[input_dim_size - 2], platform::errors::InvalidArgument( "the input matrix should be square matrix.")); auto rank = input_dim[input_dim_size - 1]; // square matrix length SlogDeterminantFunctor()(*input, context, rank, batch_count, output); std::vector output_dim_vec(input_dim.begin(), input_dim.end() - 2); if (input_dim.size() == static_cast(2)) { // when input is a two-dimension matrix, The det value is a number. output_dim_vec = {1}; } output_dim_vec.insert(output_dim_vec.begin(), 2); // make the output dims as same as numpy auto output_dims = framework::make_ddim(output_dim_vec); output->Resize(output_dims); VLOG(2) << "output dim:" << output->dims(); } }; template class SlogDeterminantGradKernel : public framework::OpKernel { public: void Compute(const framework::ExecutionContext& context) const override { auto& dev_ctx = context.template device_context(); const auto* input = context.Input("Input"); const auto* slogdet = context.Input("Out"); const auto* grad = context.Input(framework::GradVarName("Out")); auto* dslogdet = context.Output(framework::GradVarName("Input")); PADDLE_ENFORCE_EQ(grad->dims()[0], 2, platform::errors::InvalidArgument( "The grad tensor of SlogDet should contain two" " grad: sign and absslogdet, but here %ld.", grad->dims()[0])); if (input->dims().size() > 2) { PADDLE_ENFORCE_EQ( grad->dims().size() + 1, input->dims().size(), platform::errors::InvalidArgument( "The grad tensor of slogdet dims size should 1 less than" " input tensor's, but here differ %d", input->dims().size() - grad->dims().size())); } // Check Whether the matrix is invertible // (matrix A not invertible) == (absslogdet(A)=0) auto slogdet_vec = slogdet->Split(1, 0); auto absslogdet_val = slogdet_vec[0]; if (!CheckMatrixInvertible(context, &absslogdet_val)) { // The matrix is not invertible VLOG(3) << "The input matrix not invertible!"; dslogdet->Resize(input->dims()); dslogdet->mutable_data(context.GetPlace()); math::SetConstant zero; zero(dev_ctx, dslogdet, std::numeric_limits::quiet_NaN()); return; } // The matrix is invertible // let sl|A| = SlogDeterminant(A) // Ref to https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf // we set dsl|A| = unsqueeze(dslA, [-1, -2]) * // inverse(A).conj().transpose(-2, -1) math::DeviceIndependenceTensorOperations helper(context); // First: inverse(A) framework::Tensor inverse_A; // A must be square matrices! inverse_A.Resize(input->dims()); inverse_A.mutable_data(context.GetPlace()); math::MatrixInverseFunctor mat_inv; mat_inv(dev_ctx, *input, &inverse_A); VLOG(3) << "inverse(A) dims: " << inverse_A.dims(); // Second: inverse(A).conj() framework::Tensor conj_inverse_A; conj_inverse_A.Resize(inverse_A.dims()); auto numel = input->numel(); auto* conj_data = conj_inverse_A.mutable_data(context.GetPlace(), size_t(numel * sizeof(T))); platform::ForRange for_range(dev_ctx, numel); math::ConjFunctor functor(inverse_A.data(), numel, conj_data); for_range(functor); VLOG(3) << "inverse(A).conj() dims: " << conj_inverse_A.dims(); // Third: inverse(A).conj().transpose(-2, -1) framework::Tensor transpose_inverse_A = helper.Transpose(conj_inverse_A); VLOG(3) << "inverse(A).conj().transpose(-2, -1) dims: " << transpose_inverse_A.dims(); // Fourth: split grad value to [sign_grad, absslogdet_grad] auto grad_vec = grad->Split(1, 0); auto det_grad = grad_vec[1]; // remmove useless first dimension int det_grad_size = det_grad.dims().size(); std::vector det_grad_vec; for (int i = 1; i < det_grad_size; ++i) { det_grad_vec.emplace_back(det_grad.dims()[i]); } det_grad.Resize(det_grad.dims().reshape(det_grad_vec)); // Fifth: unsqueeze(dslA, [-1, -2]) auto unsqueeze1 = helper.Unsqueeze(det_grad, -1); auto unsqueeze2 = helper.Unsqueeze(unsqueeze1, -2); VLOG(3) << "unsqueezed(dslA, [-1, -2]) dims: " << unsqueeze2.dims(); // Finally: unsqueeze(dslA) * inverse(A) auto res = helper.Mul(unsqueeze2, transpose_inverse_A); VLOG(3) << "unsqueeze(dslA) * inverse(A) dims: " << res.dims(); framework::TensorCopy(res, context.GetPlace(), dslogdet); dslogdet->Resize(input->dims()); VLOG(3) << "dsl|A| dims: " << dslogdet->dims(); } }; } // namespace operators } // namespace paddle