# HG changeset patch
# User Pascal Lamblin <lamblinp@iro.umontreal.ca>
# Date 1219434814 14400
# Node ID b3315b2528246b3f26372222cf2fab6983fc215f
# Parent  a2e8de4669cd3e09618650ec3b2a34a2b3cd4a84
Finished derivative of softmax gradient.

diff -r a2e8de4669cd -r b3315b252824 nnet_ops.py
--- a/nnet_ops.py	Thu Aug 21 13:55:43 2008 -0400
+++ b/nnet_ops.py	Fri Aug 22 15:53:34 2008 -0400
@@ -100,7 +100,7 @@
         if b.shape[0] != x.shape[1]:
             raise ValueError('b must have same number of columns as x')
 
-        sm = nympy.zeros_like(x)
+        sm = numpy.zeros_like(x)
         for i in xrange(sm.shape[0]):
             row = x[i] + b
             sm[i] = numpy.exp(row - numpy.max(row))
@@ -238,6 +238,86 @@
 softmax_with_bias = SoftmaxWithBias()
 
 
+class SoftmaxWithBiasDx(theano.Op):
+    nin = 2
+    nout = 1
+    """Gradient wrt x of the SoftmaxWithBias Op"""
+
+    def __init__(self, **kwargs):
+        theano.Op.__init__(self, **kwargs)
+
+    def make_node(self, dy, sm, **kwargs):
+        dy = tensor.as_tensor(dy)
+        sm = tensor.as_tensor(sm)
+        return theano.Apply(self, [dy, sm], [sm.type.make_result()])
+
+    def perform(self, node, input_storage, output_storage):
+        dy, sm = input_storage
+        dx = numpy.zeros_like(sm)
+        #dx[i,j] = - (\sum_k dy[i,k] sm[i,k]) sm[i,j] + dy[i,j] sm[i,j]
+        for i in xrange(sm.shape[0]):
+            dy_times_sm_i = dy[i] * sm[i]
+            dx[i] = dy_times_sm - sum(dy_times_sm_i) * y[i]
+        output_storage[0][0] = dx
+
+    def grad(self, *args):
+        raise NotImplementedError()
+
+    def c_code(self, node, name, (dy, sm), (dx,), sub):
+        return '''
+        if ((%(dy)s->descr->type_num != PyArray_DOUBLE)
+            || (%(sm)s->descr->type_num != PyArray_DOUBLE))
+        {
+            PyErr_SetString(PyExc_TypeError, "types should be float64, float64");
+            %(fail)s;
+        }
+        if ((%(dy)s->nd != 2)
+            || (%(sm)s->nd != 2))
+        {
+            PyErr_SetString(PyExc_ValueError, "rank error");
+            %(fail)s;
+        }
+        if (%(dy)s->dimensions[0] != %(sm)s->dimensions[0])
+        {
+            PyErr_SetString(PyExc_ValueError, "dimension mismatch");
+            %(fail)s;
+        }
+        if ((NULL == %(dx)s)
+            || (%(dx)s->dimensions[0] != %(sm)s->dimensions[0])
+            || (%(dx)s->dimensions[1] != %(sm)s->dimensions[1]))
+        {
+            Py_XDECREF(%(dx)s);
+            %(dx)s = (PyArrayObject*) PyArray_SimpleNew(2, PyArray_DIMS(%(sm)s),
+                                                        type_num_%(sm)s);
+            if (!%(dx)s)
+            {
+                PyErr_SetString(PyExc_MemoryError, "failed to alloc dx output");
+                %(fail)s;
+            }
+        }
+
+        for (size_t i = 0; i < %(dx)s->dimenstions[0]; ++i)
+        {
+            const double* __restrict__ dy_i = (double*) (%(dy)s->data + %(dy)s->strides[0] * i);
+            npy_intp Sdy = %(dy)s->strides[1]/sizeof(double);
+            const double* __restrict__ sm_i = (double*) (%(sm)s->data + %(sm)s->strides[0] * i);
+            npy_intp Ssm = %(sm)s->strides[1]/sizeof(double);
+            const double* __restrict__ dx_i = (double*) (%(dx)s->data + %(dx)s->strides[0] * i);
+            npy_intp Sdx = %(dx)s->strides[1]/sizeof(double);
+
+            double sum_dy_times_sm = 0.;
+            for (size_t j = 0; j < %(dx)s->dimensions[1]; ++j)
+            {
+                dx_i[j * Sdx] = dy_i[j * Sdy] * sm_i[j * Ssm];
+                sum_dy_times_sm += dx_i[j * Sdx];
+            }
+            for (size_t j = 0; j < %(dx)s->dimensions[1]; ++j)
+            {
+                dx_i[j * Sdx] -= sum_dy_times_sm * sm_i[j * Ssm];
+            }
+        }
+        ''' % dict(locals(), **sub)
+
 
 class CrossentropySoftmax1HotWithBias(theano.Op):
     """A special compound L{Op} for the output of neural-net classifiers.