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annotate nnet_ops.py @ 407:b9f545594207

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Automated merge with ssh://projects@lgcm.iro.umontreal.ca/hg/pylearn
author Frederic Bastien <bastienf@iro.umontreal.ca>
date Thu, 10 Jul 2008 09:03:11 -0400
parents 344d1f874af7
children 43d9aa93934e
rev   line source
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1 import theano
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2 from theano import tensor, scalar
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3 import numpy
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4
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5 ############
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6 #
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7 # SCALAR OPS
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8 #
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9
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10 class ScalarSigmoid(scalar.UnaryScalarOp):
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11 @staticmethod
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12 def st_impl(x):
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13 if x < -30.0:
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14 return 0.0
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15 if x > 30.0:
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16 return 1.0
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17 return 1.0 / (1.0 + numpy.exp(-x))
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18 def impl(self, x):
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19 return ScalarSigmoid.st_impl(x)
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20 def grad(self, (x,), (gz,)):
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21 y = scalar_sigmoid(x)
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22 return [gz * y * (1.0 - y)]
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23 def c_code(self, node, name, (x,), (z,), sub):
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24 if node.inputs[0].type in [scalar.float32, scalar.float64]:
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25 return """%(z)s =
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26 %(x)s < -30.0
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27 ? 0.0
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28 : %(x)s > 30.0
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29 ? 1.0
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30 : 1.0 /(1.0+exp(-%(x)s));""" % locals()
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31 raise NotImplementedError('only floatingpoint is implemented')
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32 scalar_sigmoid = ScalarSigmoid(scalar.upgrade_to_float, name='scalar_sigmoid')
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33 sigmoid = tensor.Elemwise(scalar_sigmoid, name='sigmoid')
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34
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35 class ScalarSoftplus(scalar.UnaryScalarOp):
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36 @staticmethod
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37 def static_impl(x):
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38 if x < -30.0:
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39 return 0.0
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40 if x > 30.0:
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41 return x
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42 return numpy.log1p(numpy.exp(x))
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43 def impl(self, x):
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44 return ScalarSoftplus.static_impl(x)
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45 def grad(self, (x,), (gz,)):
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46 return [gz * scalar_sigmoid(x)]
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47 def c_code(self, node, name, (x,), (z,), sub):
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48 if node.inputs[0].type in [scalar.float32, scalar.float64]:
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49 return """%(z)s =
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50 %(x)s < -30.0
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51 ? 0.0
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52 : %(x)s > 30.0
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53 ? %(x)s
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54 : log1p(exp(%(x)s));""" % locals()
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55 raise NotImplementedError('only floating point x is implemented')
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56 scalar_softplus = ScalarSoftplus(scalar.upgrade_to_float, name='scalar_softplus')
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57 softplus = tensor.Elemwise(scalar_softplus, name='softplus')
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59
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60 ############
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61 #
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62 # TENSOR OPS
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63 #
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64
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65 class CrossentropySoftmax1HotWithBias(theano.Op):
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66 """A special compound L{Op} for the output of neural-net classifiers.
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67
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68 @type x: is a matrix of floats (32 or 64)
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69 @type b: is a [row] vector of floats (32 or 64), length is number of cols in x
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70 @type y_idx: a [column] vector of int (32 or 64), length is number of rows in x
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71
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72 @precondition: every entry in y_idx is a valid (non-negative) column index into x
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73
70
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74 This L{Op} has two outputs:
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75 - KL(softmax(x+b), y)
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76 - softmax(x+b)
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77
70
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78
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79 softmax(x[i]) is the i'th distribution over len(x[i]) options
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80
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81 y_idx[i] is an integer index, encoding a 1-hot distribution.
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82
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83 In practice, when we're trying to do classification, we have one row in x
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84 and y_idx per example, and y[i] is the index of the (correct) class of the
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85 i'th example.
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86
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87 """
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88 nin=3
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89 nout=2
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90 def __init__(self, **kwargs):
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91 theano.Op.__init__(self, **kwargs)
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92
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93 def make_node(self, x, b, y_idx):
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94 x = tensor.as_tensor(x)
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95 b = tensor.as_tensor(b)
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96 y_idx = tensor.as_tensor(y_idx)
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97 if x.type.ndim != 2 \
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98 or x.type.dtype not in ['float32', 'float64']:
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99 raise ValueError('x must be 2-d tensor of floats')
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100 if b.type.ndim != 1 \
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101 or x.type.dtype not in ['float32', 'float64']:
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102 raise ValueError('b must be 1-d tensor of floats')
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103 if y_idx.type.ndim != 1 \
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104 or y_idx.type.dtype not in ['int8', 'int16', 'int32', 'int64']:
121
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105 raise ValueError('y_idx must be 1-d tensor of ints')
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106
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107 # TODO: Is this correct? It used to be y, not y_idx
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108 nll = tensor.Tensor(x.type.dtype,
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109 y_idx.type.broadcastable).make_result()
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110 # nll = Tensor(x.dtype, y.broadcastable)
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111 sm = x.type.make_result()
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112 return theano.Apply(self, [x, b, y_idx], [nll, sm])
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113 def perform(self, node, input_storage, output_storage):
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114 x, b, y_idx = input_storage
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115 if b.shape[0] != x.shape[1]:
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116 raise ValueError('b must have same number of columns as x')
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117 if y_idx.shape[0] != x.shape[0]:
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118 raise ValueError('y_idx must have same number of rows as x')
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119
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120 sm = numpy.zeros_like(x) # softmax
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121 nll = numpy.zeros(x.shape[0]) #nll(y | softmax(x))
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122 for i in xrange(sm.shape[0]):
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123 row = x[i] + b
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124 sm[i] = numpy.exp(row - numpy.max(row)) #softmax
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125 sm[i] *= 1.0 / numpy.sum(sm[i]) #vector scale
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126 nll[i] = -numpy.log( sm[i, y_idx[i]]) #cross-entropy
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127 output_storage[0][0] = nll
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128 output_storage[1][0] = sm
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129 def grad(self, (x, b, y_idx), (g_nll, g_sm)):
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130 if g_sm is not None:
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131 raise NotImplementedError()
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132 nll, sm = crossentropy_softmax_1hot_with_bias(x, b, y_idx)
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133 dx = CrossentropySoftmax1HotWithBiasDx()(g_nll, sm, y_idx)
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134 db = tensor.sum(dx, axis = [0])
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135 return dx, db, None
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136
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137 def c_headers(self): return ['<iostream>']
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138 def c_code(self, node, name, (x, b, y_idx), (nll, sm), sub):
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139 # this implementation was lifted from
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140 # /u/bergstrj/cvs/bergstrj/src/feb07/nn.cxx
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141
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142 #TODO: put this into a templated function, in the support code
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143 #TODO: declare the max of each row as an Op output
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144
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145 #TODO: set error messages for failures in this code
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146
184
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147 #TODO: use this to accept float32 and int32: node.inputs[0].type.dtype_specs()[1]
185
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148 y_idx_type = node.inputs[2].type.dtype_specs()[1]
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149
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150 return """
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151 npy_intp* Nx = %(x)s->dimensions;
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152
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153 if (%(x)s->nd != 2)
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154 {
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155 PyErr_SetString(PyExc_ValueError, "a not 2d tensor");
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156 %(fail)s;
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157 }
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158 if (%(b)s->nd != 1)
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159 {
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160 PyErr_SetString(PyExc_ValueError, "b not 1d tensor");
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161 %(fail)s;
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162 }
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163 if (%(y_idx)s->nd != 1)
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164 {
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165 PyErr_SetString(PyExc_ValueError, "y_idx not 1d tensor");
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166 %(fail)s;
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167 }
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168 if (%(x)s->descr->type_num != PyArray_DOUBLE)
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169 {
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170 PyErr_SetString(PyExc_TypeError, "a not float64");
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171 %(fail)s;
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172 }
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173 if (%(b)s->descr->type_num != PyArray_DOUBLE)
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174 {
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175 PyErr_SetString(PyExc_TypeError, "b not float64");
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176 %(fail)s;
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177 }
185
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178 if ((%(y_idx)s->descr->type_num != PyArray_INT64)
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179 && (%(y_idx)s->descr->type_num != PyArray_INT32)
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180 && (%(y_idx)s->descr->type_num != PyArray_INT16)
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181 && (%(y_idx)s->descr->type_num != PyArray_INT8))
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182 {
185
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183 PyErr_SetString(PyExc_TypeError, "y_idx not int8, int16, int32, or int64");
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184 %(fail)s;
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185 }
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186 if ((%(x)s->dimensions[1] != %(b)s->dimensions[0])
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187 || (%(x)s->dimensions[0] != %(y_idx)s->dimensions[0]))
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188 {
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189 PyErr_SetString(PyExc_ValueError, "dimension mismatch in arguments");
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190 %(fail)s;
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191 }
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192
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193 if ((NULL == %(nll)s) //initial condition
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194 || (%(nll)s->dimensions[0] != %(y_idx)s->dimensions[0]))
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195 {
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196 if (NULL != %(nll)s) Py_XDECREF(%(nll)s);
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197 %(nll)s = (PyArrayObject*)PyArray_SimpleNew(1, PyArray_DIMS(%(y_idx)s), type_num_%(x)s);
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198 if(!%(nll)s)
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199 {
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200 PyErr_SetString(PyExc_MemoryError, "failed to alloc nll output");
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201 %(fail)s;
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202 }
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203 }
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204 if ((NULL == %(sm)s)
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205 || (%(sm)s->dimensions[0] != %(x)s->dimensions[0])
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206 || (%(sm)s->dimensions[1] != %(x)s->dimensions[1]))
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207 {
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208 if (NULL != %(sm)s) Py_XDECREF(%(sm)s);
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209 %(sm)s = (PyArrayObject*)PyArray_SimpleNew(2, PyArray_DIMS(%(x)s), type_num_%(x)s);
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210 if(!%(sm)s) {
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211 // The normal cleanup code will take care of %(nll)s
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212 // Py_XDECREF(%(nll)s); %(nll)s=NULL;
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213 PyErr_SetString(PyExc_MemoryError, "failed to alloc sm output");
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214 %(fail)s
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215 }
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216 }
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217
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218 for (size_t i = 0; i < Nx[0]; ++i)
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219 {
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220 size_t j;
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221 double sum = 0.0;
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222 bool discount_max = false;
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223
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224 const double* __restrict__ x_i = (double*)(%(x)s->data + %(x)s->strides[0] * i);
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225 const double* __restrict__ b_i = (double*)(%(b)s->data);
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226 const %(y_idx_type)s y_i = ((%(y_idx_type)s*)(%(y_idx)s->data + %(y_idx)s->strides[0] * i))[0];
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227 double* __restrict__ sm_i = (double*)(%(sm)s->data + %(sm)s->strides[0] * i);
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228 double* __restrict__ nll_i = (double*)(%(nll)s->data + %(nll)s->strides[0] * i);
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229
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230 npy_intp Sx = %(x)s->strides[1]/sizeof(double);
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231 npy_intp Sb = %(b)s->strides[0]/sizeof(double);
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232 npy_intp Ssm = %(sm)s->strides[1]/sizeof(double);
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233
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234 size_t row_max_j=0;
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235 double row_max = x_i[0] + b_i[0];
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236 //try to compute sum and sm the easy way
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237 for (j = 0; j < Nx[1]; ++j)
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238 {
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239 double row_ij = x_i[j * Sx] + b_i[j * Sb];
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240 row_max_j = (row_ij > row_max) ? j : row_max_j;
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241 row_max = (row_ij > row_max) ? row_ij : row_max;
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242
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243 double sm_ij = exp(row_ij);
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244 sum += sm_ij;
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245 sm_i[j * Ssm] = sm_ij;
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246 }
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247 if ((0.0 == sum) || (isinf(sum)))
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248 {
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249 //our cheap trick didn't work... try again and do it better.
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250 discount_max = true;
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251 sum = 0.0; //reset sum and recompute....
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252 for (j = 0; j < Nx[1]; ++j)
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253 {
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254 double row_ij = x_i[j * Sx] + b_i[j * Sb];
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255
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256 double sm_ij = exp(row_ij - row_max);
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257 sum += sm_ij;
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258 sm_i[j * Ssm] = sm_ij;
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259 }
32
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260 if ( (0.0 == sum) || (isinf(sum)))
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261 {
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262 //that was our best...
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263 %(fail)s;
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264 }
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265 //if we still can't sum it up, we're screwed.
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266 //So far, this assertion has never failed...
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267 }
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268
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269 //cblas_dscal(x.N, 1.0 / sum, &mat_at(s,i,0), s.n);
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270 double sum_inv = 1.0 / sum;
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271 for (j = 0; j < Nx[1]; ++j)
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272 {
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273 sm_i[j * Ssm] *= sum_inv;
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274 }
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275
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276 if (y_i >= Nx[1])
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277 {
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278 %(fail)s;
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279 }
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280
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281 nll_i[0] = - x_i[y_i*Sx]
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282 - b_i[y_i*Sb]
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283 + (discount_max ? row_max : 0.0)
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284 + log(sum);
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285 //mat_at(y,i,0) = -log( mat_at(s,i,t[i])); //less accurate?
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286 //mat_at(y,i,0) = - mat_at(x,i,t[i]) - mat_at(b,0,t[i]) + (discount_max ? maxi : 0.0) + log(sum);
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287 }
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288 """ % dict(locals(), **sub)
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289 crossentropy_softmax_1hot_with_bias = CrossentropySoftmax1HotWithBias()
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290
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291 class CrossentropySoftmax1HotWithBiasDx (theano.Op):
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292 nin=3
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293 nout=1
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294 """Gradient wrt x of the CrossentropySoftmax1Hot Op"""
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295 def __init__(self, **kwargs):
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296 theano.Op.__init__(self,**kwargs)
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297 def make_node(self, dy, sm, y_idx,**kwargs):
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298 dy = tensor.as_tensor(dy)
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299 sm = tensor.as_tensor(sm)
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300 y_idx = tensor.as_tensor(y_idx)
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301 return theano.Apply(self, [dy, sm, y_idx],[sm.type.make_result()])
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302 def perform(self, node, input_storage, output_storage):
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303 dy,sm,y_idx = input_storage
30
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304 dx = numpy.zeros_like(sm)
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305 for i in xrange(sm.shape[0]):
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306 dx[i] = dy[i] * sm[i] #vector scale
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307 dx[i, y_idx[i]] -= dy[i] #scalar decrement
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308 output_storage[0][0] = dx
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309 def grad(self, *args):
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310 raise NotImplementedError()
181
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311 def c_code(self, node, name, (dnll, sm, y_idx), (dx,), sub):
185
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312 y_idx_type = node.inputs[2].type.dtype_specs()[1]
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313 return """
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314
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315 if ((%(dnll)s->descr->type_num != PyArray_DOUBLE)
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316 || (%(sm)s->descr->type_num != PyArray_DOUBLE)
185
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317 )
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318 {
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319 PyErr_SetString(PyExc_TypeError, "types should be float64, float64, int64");
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320 %(fail)s;
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321 }
185
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322 if ((%(y_idx)s->descr->type_num != PyArray_INT64)
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323 && (%(y_idx)s->descr->type_num != PyArray_INT32)
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324 && (%(y_idx)s->descr->type_num != PyArray_INT16)
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325 && (%(y_idx)s->descr->type_num != PyArray_INT8))
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326 {
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327 PyErr_SetString(PyExc_TypeError, "y_idx not int8, int16, int32, or int64");
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328 %(fail)s;
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329 }
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330 if ((%(dnll)s->nd != 1)
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331 || (%(sm)s->nd != 2)
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332 || (%(y_idx)s->nd != 1))
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333 {
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334 PyErr_SetString(PyExc_ValueError, "rank error");
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335 %(fail)s;
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336 }
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337 if ((%(dnll)s->dimensions[0] != %(sm)s->dimensions[0])
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338 || (%(dnll)s->dimensions[0] != %(y_idx)s->dimensions[0]))
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339 {
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340 PyErr_SetString(PyExc_ValueError, "dimension mismatch");
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341 %(fail)s;
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342 }
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343 if ((NULL == %(dx)s)
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344 || (%(dx)s->dimensions[0] != %(sm)s->dimensions[0])
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345 || (%(dx)s->dimensions[1] != %(sm)s->dimensions[1]))
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346 {
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347 if (NULL != %(dx)s) Py_XDECREF(%(dx)s);
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348 %(dx)s = (PyArrayObject*)PyArray_SimpleNew(2, PyArray_DIMS(%(sm)s), type_num_%(sm)s);
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349 if(!%(dx)s) {
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350 PyErr_SetString(PyExc_MemoryError, "failed to alloc dx output");
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351 %(fail)s
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352 }
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353 }
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354
67
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355 for (size_t i = 0; i < %(dx)s->dimensions[0]; ++i)
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diff changeset
356 {
039c0f249859 added C impl for softmax dx
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diff changeset
357 const double dnll_i = ((double*)(%(dnll)s->data + %(dnll)s->strides[0] * i))[0];
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diff changeset
358
185
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diff changeset
359 const %(y_idx_type)s y_i = ((%(y_idx_type)s*)(%(y_idx)s->data + %(y_idx)s->strides[0] * i))[0];
32
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diff changeset
360
039c0f249859 added C impl for softmax dx
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diff changeset
361 const double* __restrict__ sm_i = (double*)(%(sm)s->data + %(sm)s->strides[0] * i);
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diff changeset
362 npy_intp Ssm = %(sm)s->strides[1]/sizeof(double);
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diff changeset
363
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diff changeset
364 double* __restrict__ dx_i = (double*)(%(dx)s->data + %(dx)s->strides[0] * i);
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diff changeset
365 npy_intp Sdx = %(dx)s->strides[1]/sizeof(double);
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diff changeset
366
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367 for (size_t j = 0; j < %(dx)s->dimensions[1]; ++j)
32
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diff changeset
368 {
039c0f249859 added C impl for softmax dx
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diff changeset
369 dx_i[j * Sdx] = dnll_i * sm_i[j * Ssm];
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370 }
67
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371 if (y_i >= %(dx)s->dimensions[1])
32
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diff changeset
372 {
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373 %(fail)s;
039c0f249859 added C impl for softmax dx
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374 }
039c0f249859 added C impl for softmax dx
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375 dx_i[y_i * Sdx] -= dnll_i;
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376 }
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diff changeset
377 """ % dict(locals(), **sub)
69
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diff changeset
378
70
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diff changeset
379 def crossentropy_softmax_1hot(x, y_idx, **kwargs):
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diff changeset
380 b = tensor.zeros_like(x[0,:])
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diff changeset
381 return crossentropy_softmax_1hot_with_bias(x, b, y_idx, **kwargs)
382
b4efd192d880 Moved xent loss to nnet_ups
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parents: 381
diff changeset
382
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diff changeset
383 def binary_crossentropy(output, target):
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parents: 381
diff changeset
384 """
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parents: 381
diff changeset
385 Compute the crossentropy of binary output wrt binary target.
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parents: 381
diff changeset
386 @note: We do not sum, crossentropy is computed by component.
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diff changeset
387 @todo: Rewrite as a scalar, and then broadcast to tensor.
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diff changeset
388 """
383
344d1f874af7 Small fix
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parents: 382
diff changeset
389 return -(target * tensor.log(output) + (1 - target) * tensor.log(1 - output))