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import numpy as np
from typing import List
from functools import partial
import torch
from torch import Tensor
from torch.nn import functional as F
from torch.utils.data import DataLoader, Subset, TensorDataset
import torch.distributed as dist
from .core import extend, save_inputs_outgrads
from .operations import *
from .precondition import NaturalGradientMaker
from .utils import skip_param_grad
__all__ = [
'batch',
'empirical_direct_ntk',
'empirical_implicit_ntk',
'empirical_class_wise_direct_ntk',
'empirical_class_wise_hadamard_ntk',
'get_preconditioned_kernel_fn',
'logits_hessian_cross_entropy',
'natural_gradient_cross_entropy',
'efficient_natural_gradient_cross_entropy',
'parallel_efficient_natural_gradient_cross_entropy',
'kernel_vector_product',
'kernel_free_cross_entropy',
'kernel_eigenvalues',
'empirical_natural_gradient',
'empirical_natural_gradient2',
'empirical_natural_gradient_by_context'
]
_MASTER = 'master'
_ALL = 'all'
_SPLIT = 'split'
def batch(kernel_fn, model, x1, x2=None, batch_size=1, store_on_device=True, is_distributed=False, gather_type=_MASTER):
"""
:param kernel_fn:
:param model:
:param x1:
:param x2:
:param batch_size:
:param store_on_device:
:param is_distributed:
:param gather_type:
:return: Tensor of shape (n, n, c) or (n, n, c, c)
"""
def _get_loader(x):
if isinstance(x, DataLoader):
return x
elif isinstance(x, Tensor):
if x.shape[0] % batch_size != 0:
raise ValueError(f'data size ({x.shape[0]}) has to be divisible by batch size ({batch_size}).')
return DataLoader(TensorDataset(x), batch_size)
else:
raise ValueError(f'x1 and x2 have to be {DataLoader} or {Tensor}. {type(x)} was given.')
loader1 = _get_loader(x1)
if x2 is None:
loader2 = None
else:
loader2 = _get_loader(x2)
if is_distributed:
return _parallel(kernel_fn, model, loader1, loader2, store_on_device, gather_type)
else:
return _serial(kernel_fn, model, loader1, loader2, store_on_device)
def _get_inputs(data):
if isinstance(data, (tuple, list)):
inputs = data[0]
else:
inputs = data
if not isinstance(inputs, torch.Tensor):
raise TypeError(f'inputs have to be {torch.Tensor}. Got {type(inputs)}.')
return inputs
def _serial(kernel_fn, model, loader1, loader2=None, store_on_device=True):
device = next(iter(model.parameters())).device
tmp_device = device if store_on_device else 'cpu'
if loader2 is not None:
rows = []
for batch1 in loader1:
batch1 = _get_inputs(batch1).to(device)
row_kernels = []
for batch2 in loader2:
batch2 = _get_inputs(batch2).to(device)
block = kernel_fn(model, batch1, batch2)
row_kernels.append(block.to(tmp_device))
rows.append(torch.cat(row_kernels, dim=1))
else:
n_batches1 = len(loader1)
blocks = [[torch.empty(0) for _ in range(n_batches1)] for _ in range(n_batches1)]
for i, batch1 in enumerate(loader1):
batch1 = _get_inputs(batch1).to(device)
for j, batch2 in enumerate(loader1):
batch2 = _get_inputs(batch2).to(device)
if i == j:
block = kernel_fn(model, batch1)
elif i > j:
block = blocks[j][i].clone().transpose(0, 1)
if block.ndim == 4:
# n x n x c x c
block = block.transpose(2, 3)
else:
block = kernel_fn(model, batch1, batch2)
blocks[i][j] = block.to(device)
rows = [torch.cat(blocks[i], dim=1) for i in range(n_batches1)]
return torch.cat(rows, dim=0).to(device)
def _get_subset_loader(loader: DataLoader, batch_indices: List):
batch_size = loader.batch_size
n_samples = len(loader.dataset)
subset_sample_indices = []
for batch_idx in batch_indices:
start_sample_idx = batch_idx * batch_size
end_sample_idx = min((batch_idx + 1) * batch_size, n_samples)
sample_indices = range(start_sample_idx, end_sample_idx)
subset_sample_indices.extend(sample_indices)
subset = Subset(loader.dataset, subset_sample_indices)
return DataLoader(subset,
batch_size,
pin_memory=loader.pin_memory,
num_workers=loader.num_workers)
def _parallel(kernel_fn, model, loader1, loader2=None, store_on_device=True, gather_type=_MASTER):
device = next(iter(model.parameters())).device
tmp_device = device if store_on_device else 'cpu'
if gather_type not in [_MASTER, _ALL, _SPLIT]:
raise ValueError(f'Invalid gather_type: {gather_type}. {[_MASTER, _ALL, _SPLIT]} are supported.')
n_batches1 = len(loader1)
is_symmetric = loader2 is None
if is_symmetric:
loader2 = loader1
n_batches2 = n_batches1
indices = np.triu_indices(n_batches1)
indices = [(i, j) for i, j in zip(indices[0], indices[1])]
else:
n_batches2 = len(loader2)
indices = [(i, j) for i in range(n_batches1) for j in range(n_batches2)]
rank = dist.get_rank()
is_master = rank == 0
world_size = dist.get_world_size()
if len(indices) < world_size:
raise ValueError(f'At least 1 block have to be assigned to each process. '
f'There are only {len(indices)} blocks for {world_size} processes.')
indices_split = np.array_split(indices, world_size)
local_indices = indices_split[rank]
subset_loader1 = _get_subset_loader(loader1, [idx[0] for idx in local_indices])
subset_loader2 = _get_subset_loader(loader2, [idx[1] for idx in local_indices])
local_blocks = []
for (i, j), batch1, batch2 in zip(local_indices, subset_loader1, subset_loader2):
batch1 = _get_inputs(batch1).to(device)
if i == j and is_symmetric:
batch2 = None
else:
batch2 = _get_inputs(batch2).to(device)
# bs x bs x c x *
block = kernel_fn(model, batch1, batch2)
local_blocks.append(block.to(tmp_device))
local_blocks = torch.stack(local_blocks).to(device) # local_n_blocks x bs x bs x c x *
# match the size of local blocks to the maximum size
max_n_blocks = len(indices_split[0])
for _ in range(max_n_blocks - len(local_indices)):
dummy = torch.zeros_like(local_blocks[0]).unsqueeze(0)
local_blocks = torch.cat([local_blocks, dummy])
def _construct_block_matrix(block_list):
_blocks = [[torch.empty(0) for _ in range(n_batches2)] for _ in range(n_batches1)]
for _local_blocks, _local_indices in zip(block_list, indices_split):
for _block, (i, j) in zip(_local_blocks, _local_indices):
_blocks[i][j] = _block
if is_symmetric:
for j in range(n_batches2):
for i in range(j+1, n_batches1):
_block = _blocks[j][i].clone().transpose(0, 1)
if _block.ndim == 4:
# bs x bs x c x c
_block = _block.transpose(2, 3)
_blocks[i][j] = _block
_rows = [torch.cat(_blocks[i], dim=1) for i in range(n_batches1)]
return torch.cat(_rows, dim=0) # n x n x c x *
if gather_type == _MASTER:
if is_master:
gather_list = [torch.zeros_like(local_blocks) for _ in range(world_size)]
dist.gather(local_blocks, gather_list, dst=0)
return _construct_block_matrix(gather_list)
else:
dist.gather(local_blocks, dst=0)
return None
elif gather_type == _ALL:
gather_list = [torch.zeros_like(local_blocks) for _ in range(world_size)]
dist.all_gather(gather_list, local_blocks)
return _construct_block_matrix(gather_list)
if local_blocks.ndim != 4: # local_n_blocks x bs x bs x c
raise ValueError(f'local_blocks.ndim has to be 4. Got {local_blocks.ndim}')
n_classes = local_blocks.shape[-1]
classes_split = np.array_split(range(n_classes), world_size)
# all-to-all
gather_list = None
for dst, local_classes in enumerate(classes_split):
tensor = local_blocks[:, :, :, local_classes].clone() # local_n_blocks x bs x bs x local_c
if rank == dst:
gather_list = [torch.zeros_like(tensor) for _ in range(world_size)]
dist.gather(tensor, gather_list, dst=dst)
else:
dist.gather(tensor, dst=dst)
local_c = len(classes_split[rank])
if local_c > 0:
local_class_kernels = []
for k in range(local_c):
class_block_list = [blocks[:, :, :, k] for blocks in gather_list]
class_kernel = _construct_block_matrix(class_block_list)
local_class_kernels.append(class_kernel)
return torch.stack(local_class_kernels) # local_c x n x n
else:
return None
def empirical_direct_ntk(model, x1, x2=None):
n1 = x1.shape[0]
is_single_batch = x2 is None
if is_single_batch:
inputs = x1
n2 = None
else:
inputs = torch.cat([x1, x2], dim=0)
n2 = x2.shape[0]
n_params = sum(p.numel() for p in model.parameters())
with extend(model, OP_BATCH_GRADS):
outputs = model(inputs)
n_data, n_classes = outputs.shape # n x c
j1 = outputs.new_zeros(n1, n_classes, n_params)
if is_single_batch:
j2 = None
else:
j2 = outputs.new_zeros(n2, n_classes, n_params)
for k in range(n_classes):
model.zero_grad()
scalar = outputs[:, k].sum()
scalar.backward(retain_graph=(k < n_classes - 1))
j_k = []
for module in model.modules():
operation = getattr(module, 'operation', None)
if operation is None:
continue
batch_grads = operation.get_op_results()[OP_BATCH_GRADS]
for g in batch_grads.values():
j_k.append(g.flatten(start_dim=1))
j_k = torch.cat(j_k, dim=1) # n x p
if is_single_batch:
j1[:, k, :] = j_k
else:
j1[:, k, :] = j_k[:n1]
j2[:, k, :] = j_k[n1:]
if is_single_batch:
return torch.einsum('ncp,mdp->nmcd', j1, j1) # n1 x n1 x c x c
else:
return torch.einsum('ncp,mdp->nmcd', j1, j2) # n1 x n2 x c x c
def empirical_implicit_ntk(model, x1, x2=None, precond: NaturalGradientMaker = None):
n1 = x1.shape[0]
y1 = model(x1)
n_classes = y1.shape[-1]
v1 = torch.ones_like(y1).requires_grad_()
vjp1 = torch.autograd.grad(y1, model.parameters(), v1, create_graph=True)
vjp1_clone = [v.clone() for v in vjp1]
if precond is not None:
# precondition
precond.precondition_vector(vjp1_clone)
if x2 is None:
n2 = n1
ntk_dot_v = torch.autograd.grad(vjp1, v1, vjp1_clone, create_graph=True)[0]
else:
n2 = x2.shape[0]
y2 = model(x2)
v2 = torch.ones_like(y2).requires_grad_()
vjp2 = torch.autograd.grad(y2, model.parameters(), v2, create_graph=True)
ntk_dot_v = torch.autograd.grad(vjp2, v2, vjp1_clone, create_graph=True)[0]
ntk = y1.new_zeros(n1, n2, n_classes, n_classes)
for j in range(n2):
for k in range(n_classes):
retain_graph = j < n2 - 1 or k < n_classes - 1
kernel = torch.autograd.grad(ntk_dot_v[j][k], v1, retain_graph=retain_graph)[0]
ntk[:, j, :, k] = kernel
return ntk # n1 x n2 x c x c
def get_preconditioned_kernel_fn(kernel_fn, precond: NaturalGradientMaker):
return partial(kernel_fn, precond=precond)
def empirical_class_wise_direct_ntk(model, x1, x2=None, precond=None):
return _empirical_class_wise_ntk(model, x1, x2, hadamard=False, precond=precond)
def empirical_class_wise_hadamard_ntk(model, x1, x2=None, precond=None):
return _empirical_class_wise_ntk(model, x1, x2, hadamard=True, precond=precond)
def _empirical_class_wise_ntk(model, x1, x2=None, hadamard=False, precond=None):
if x2 is not None:
inputs = torch.cat([x1, x2], dim=0)
n1 = x1.shape[0]
n2 = x2.shape[0]
else:
inputs = x1
n1 = n2 = x1.shape[0]
for module in model.modules():
setattr(module, 'gram_precond', precond)
op_name = OP_GRAM_HADAMARD if hadamard else OP_GRAM_DIRECT
with extend(model, op_name):
_zero_kernel(model, n1, n2)
outputs = model(inputs)
n_classes = outputs.shape[-1] # c
kernels = []
for k in range(n_classes):
model.zero_grad()
scalar = outputs[:, k].sum()
scalar.backward(retain_graph=(k < n_classes - 1))
kernels.append(model.kernel.clone().detach())
_zero_kernel(model, n1, n2)
_clear_kernel(model)
for module in model.modules():
delattr(module, 'gram_precond')
return torch.stack(kernels).permute(1, 2, 0) # n1 x n2 x c
def logits_hessian_cross_entropy(logits):
probs = F.softmax(logits, dim=1)
ppt = torch.bmm(probs.unsqueeze(2), probs.unsqueeze(1)) # n x c x c
diag_p = torch.stack([torch.diag(p) for p in probs], dim=0) # n x c x c
return diag_p - ppt # n x c x c
def logits_second_order_grad_cross_entropy(logits, targets, damping=1e-5):
hessian = logits_hessian_cross_entropy(logits) # n x c x c
hessian = _add_value_to_diagonal(hessian, damping)
loss = F.cross_entropy(logits, targets, reduction='sum')
grads = torch.autograd.grad(loss, logits, retain_graph=True)[0] # n x c
return _cholesky_solve(hessian, grads) # n x c
def natural_gradient_cross_entropy(model, inputs, targets, kernel, damping=1e-5):
outputs = model(inputs)
n, c = outputs.shape
hessian = logits_hessian_cross_entropy(outputs) # n x c x c
is_class_wise = kernel.ndim == 3 # n x n x c
if is_class_wise:
mat = torch.mul(
kernel.repeat(1, 1, c).reshape(n, n, c, c),
hessian.repeat(n, 1, 1).reshape(n, n, c, c).transpose(0, 1))
mat = mat.transpose(1, 2).reshape(n * c, n * c)
else:
mat = outputs.new_zeros(n * c, n * c) # nc x nc
for i in range(n):
for j in range(n):
# dense x dense
block = torch.matmul(hessian[i], kernel[i, j])
mat[i * c: (i+1) * c, j * c: (j+1) * c] = block
mat.div_(n)
mat = _add_value_to_diagonal(mat, damping)
inv = torch.inverse(mat)
model.zero_grad()
loss = F.cross_entropy(outputs, targets)
grads = torch.autograd.grad(loss, outputs, retain_graph=True)[0].flatten() # nc x 1
v = torch.matmul(inv, grads).reshape(n, -1) # n x c
# compute natural-gradient by auto-differentiation
torch.autograd.backward(outputs, grad_tensors=v)
return loss
def efficient_natural_gradient_cross_entropy(model, inputs, targets, class_kernels, damping=1e-5):
if class_kernels.ndim != 3: # c x n x n
raise ValueError(f'class_kernels.ndim has to be 3. Got {class_kernels.ndim}')
model.zero_grad()
outputs = model(inputs)
v = logits_second_order_grad_cross_entropy(outputs, targets, damping) # n x c
v = v.transpose(0, 1) # c x n
v = _cholesky_solve(class_kernels, v) # c x n
v = v.transpose(0, 1) # n x c
# compute natural-gradient by auto-differentiation
torch.autograd.backward(outputs, grad_tensors=v)
def parallel_efficient_natural_gradient_cross_entropy(model, inputs, targets, local_class_kernels, damping=1e-5):
rank = dist.get_rank()
world_size = dist.get_world_size()
local_n = inputs.shape[0] # n
# compute second-order gradient w.r.t logits in a data-parallel fashion
outputs = model(inputs) # local_n x c
v = logits_second_order_grad_cross_entropy(outputs, targets, damping) # local_n x c
# data to class-parallel (all-to-all)
n_classes = outputs.shape[-1] # c
classes_split = np.array_split(range(n_classes), world_size)
gather_list = None
for dst, local_classes in enumerate(classes_split):
if len(local_classes) == 0:
break
tensor = v[:, local_classes].clone() # local_n x local_c
if rank == dst:
gather_list = [torch.zeros_like(tensor) for _ in range(world_size)]
dist.gather(tensor, gather_list, dst=dst)
else:
dist.gather(tensor, dst=dst)
# solve inverse in a class-parallel fashion
has_local_classes = len(classes_split[rank]) > 0
if has_local_classes:
if local_class_kernels is None:
raise ValueError('local_class_kernels is not set.')
if local_class_kernels.ndim != 3: # local_c x n x n
raise ValueError(f'local_class_kernels.ndim has to be 3. Got {local_class_kernels.ndim}.')
local_c, n, m = local_class_kernels.shape
if n != local_n * world_size:
raise ValueError(f'n ({n}) does not match local_n * world_size ({local_n * world_size}).')
v = torch.cat(gather_list).transpose(0, 1) # local_c x n
if v.shape[0] != local_c or v.shape[1] != n:
raise ValueError(f'rank: {rank}, v: {v.shape}, local_class_kernels: {local_class_kernels.shape}')
v = _cholesky_solve(local_class_kernels, v) # local_c x n
else:
v = None
# class to data-parallel (all-to-all)
gather_list = None
max_n_classes = len(classes_split[0])
for dst in range(world_size):
if has_local_classes:
tensor = v[:, dst * local_n: (dst + 1) * local_n].clone() # local_c x local_n
local_c = len(classes_split[rank])
for _ in range(max_n_classes - local_c):
dummy = torch.zeros_like(tensor[0]).unsqueeze(0)
tensor = torch.cat([tensor, dummy])
else:
tensor = inputs.new_zeros(max_n_classes, local_n)
if rank == dst:
gather_list = [torch.zeros_like(tensor) for _ in range(world_size)]
dist.gather(tensor, gather_list, dst=dst)
else:
dist.gather(tensor, dst=dst)
tensors = []
for tensor, local_classes in zip(gather_list, classes_split):
local_c = len(local_classes)
if local_c == 0:
break
tensors.append(tensor[:local_c])
v = torch.cat(tensors).transpose(0, 1) # local_n x c
# compute natural-gradient in a data-parallel fashion
model.zero_grad()
torch.autograd.backward(outputs, grad_tensors=v)
# all-reduce natural gradient
params = [p for p in model.parameters() if p.requires_grad]
packed_tensor = torch.cat([p.grad.flatten() for p in params])
dist.all_reduce(packed_tensor)
pointer = 0
for p in params:
numel = p.numel()
grad = packed_tensor[pointer: pointer + numel].view_as(p.grad)
p.grad.copy_(grad)
pointer += numel
if pointer != packed_tensor.numel():
raise ValueError(f'The pointer has to be {packed_tensor.numel()}. Got {pointer}.')
def empirical_natural_gradient(model, inputs, targets, loss_fn=F.cross_entropy, damping=1e-5, data_average=True):
"""
Calculate natural gradient with full empirical Fisher by using the Woodbury matrix identity
"""
n = inputs.shape[0]
with extend(model, OP_GRAM_HADAMARD):
_zero_kernel(model, n, n)
outputs = model(inputs)
batch_loss = loss_fn(outputs, targets, reduction='none')
params = [p for p in model.parameters() if p.requires_grad]
torch.autograd.grad(batch_loss.sum(), params, retain_graph=True)
UtU = model.kernel # n x n
Utg = UtU.sum(dim=1) # n
if data_average:
UtU.div_(n)
b = _cholesky_solve(UtU, Utg, damping)
ones = torch.ones_like(b)
if data_average:
b /= n ** 2
ones /= n
batch_loss.backward(gradient=(ones - b) / damping)
if data_average:
return batch_loss.mean()
else:
return batch_loss.sum()
def empirical_natural_gradient2(model, inputs, targets, loss_fn=F.cross_entropy, damping=1e-5, data_average=True):
"""
Calculate natural gradient with full empirical Fisher by using the Woodbury matrix identity
"""
n = inputs.shape[0]
with save_inputs_outgrads(model) as cxt:
outputs = model(inputs)
loss = loss_fn(outputs, targets, reduction='mean' if data_average else 'sum')
with skip_param_grad(model):
loss.backward()
empirical_natural_gradient_by_context(cxt, damping)
if data_average:
return loss / n
else:
return loss
def empirical_natural_gradient_by_context(cxt: OperationContext, damping=1e-5):
UtU = cxt.calc_kernel() # n x n
Utg = UtU.sum(dim=1) # n
b = _cholesky_solve(UtU, Utg, damping) # n
ones = torch.ones_like(b) # n
scale = (ones - b) / damping # n
cxt.calc_grads(scale)
def kernel_free_cross_entropy(model,
inputs,
targets,
damping=1e-5,
tol=1e-3,
max_iters=None,
is_distributed=False,
print_progress=False):
outputs = model(inputs) # n x c
n_data, n_classes = outputs.shape
if is_distributed:
n_data *= dist.get_world_size()
if max_iters is None:
max_iters = n_data * n_classes
hessian = logits_hessian_cross_entropy(outputs) # n x c x c
loss = F.cross_entropy(outputs, targets, reduction='sum').div(n_data)
grads = torch.autograd.grad(loss, outputs, retain_graph=True)[0] # n x c
gg = torch.sum(torch.pow(grads, 2))
if is_distributed:
dist.all_reduce(gg)
g_norm = torch.sqrt(gg)
x = torch.zeros_like(outputs)
p = grads.clone().requires_grad_(True)
r = grads.clone()
last_n = torch.sum(torch.pow(r, 2))
if is_distributed:
dist.all_reduce(last_n)
for i in range(max_iters):
vjp = torch.autograd.grad(outputs, list(model.parameters()), grad_outputs=p, retain_graph=True, create_graph=True)
g = [tensor.clone() for tensor in vjp]
if is_distributed:
g = _all_reduce_tensor_list(g)
kernel_vp = torch.autograd.grad(vjp, p, grad_outputs=g)[0]
u = torch.einsum('nij,nj->ni', hessian, kernel_vp).div(n_data) # n x c
u.add_(p, alpha=damping)
m = torch.sum(p.mul(u))
if is_distributed:
dist.all_reduce(m)
alpha = (last_n / m).item()
x.add_(p, alpha=alpha)
r.sub_(u, alpha=alpha)
n = torch.sum(torch.pow(r, 2))
if is_distributed:
dist.all_reduce(n)
err = n.sqrt() / g_norm
if print_progress:
print(f'{i+1}/{max_iters} err={err}')
if err < tol:
break
beta = (n / last_n).item()
p = r.add(p, alpha=beta)
last_n = n
model.zero_grad()
torch.autograd.backward(outputs, grad_tensors=x)
if is_distributed:
params = [p for p in model.parameters() if p.requires_grad]
packed_tensor = torch.cat([p.grad.flatten() for p in params])
dist.all_reduce(packed_tensor)
pointer = 0
for j, p in enumerate(params):
numel = p.grad.numel()
p.grad.copy_(packed_tensor[pointer: pointer + numel].reshape_as(p.grad))
pointer += numel
def kernel_vector_product(model, inputs, vec):
outputs = model(inputs)
vec.requires_grad_(True)
vjp = torch.autograd.grad(outputs, list(model.parameters()), grad_outputs=vec, create_graph=True)
return torch.autograd.grad(vjp, vec, grad_outputs=vjp)[0]
def kernel_eigenvalues(model,
inputs,
top_n=1,
max_iters=100,
tol=1e-3,
eps=1e-6,
eigenvectors=False,
cross_entropy=False,
is_distributed=False,
gather_type=_ALL,
print_progress=False):
if top_n < 1:
raise ValueError(f'top_n has to be >= 1. Got {top_n}.')
if max_iters < 1:
raise ValueError(f'max_inters has to be >=1. Got {max_iters}.')
eigvals = []
eigvecs = []
outputs = model(inputs)
if cross_entropy:
hessian = logits_hessian_cross_entropy(outputs)
else:
hessian = None
for i in range(top_n):
if print_progress:
print(f'start power iteration for lambda({i+1}).')
vec = torch.randn_like(outputs)
eigval = None
last_eigval = None
# power iteration
for j in range(max_iters):
# get a vector that is orthogonal to all eigenvalues
for v in eigvecs:
alpha = torch.sum(vec.mul(v))
if is_distributed:
dist.all_reduce(alpha)
vec.sub_(v, alpha=alpha.item())
# normalize the vector
vv = torch.pow(vec, 2).sum()
if is_distributed:
dist.all_reduce(vv)
vec.div_(torch.sqrt(vv))
# J'v
vec.requires_grad_(True)
vjp = torch.autograd.grad(outputs, list(model.parameters()), grad_outputs=vec, create_graph=True)
g = [tensor.clone() for tensor in vjp]
if is_distributed:
g = _all_reduce_tensor_list(g)
# JJ'v
kernel_vp = torch.autograd.grad(vjp, vec, grad_outputs=g, retain_graph=True)[0]
if cross_entropy:
# HJJ'v
kernel_vp = torch.einsum('nij,nj->ni', hessian, kernel_vp)
# v'JJ'v / v'v = v'JJ'v
eigval = torch.sum(kernel_vp.mul(vec))
if is_distributed:
dist.all_reduce(eigval)
if j > 0:
diff = abs(eigval - last_eigval) / (abs(last_eigval) + eps)
if print_progress:
print(f'{j}/{max_iters} diff={diff}')
if diff < tol:
break
last_eigval = eigval
vec = kernel_vp
eigvals.append(eigval)
eigvecs.append(vec)
# sort both in descending order
eigvals, eigvecs = (list(t) for t in zip(*sorted(zip(eigvals, eigvecs))[::-1]))
if eigenvectors:
if is_distributed:
world_size = dist.get_world_size()
is_master = dist.get_rank() == 0
for i, v in enumerate(eigvecs):
gather_list = [torch.zeros_like(v) for _ in range(world_size)]
if gather_type == _MASTER:
if is_master:
dist.gather(v, gather_list, dst=0)
else:
dist.gather(v, dst=0)
elif gather_type == _ALL:
dist.all_gather(gather_list, v)
else:
raise ValueError(f'Invalid gather type {gather_type}.')
eigvecs[i] = torch.cat([_v.flatten() for _v in gather_list])
return eigvals, eigvecs
else:
return eigvals
def _all_reduce_tensor_list(tensor_list):
packed_tensor = torch.cat([tensor.clone().flatten() for tensor in tensor_list])
dist.all_reduce(packed_tensor)
pointer = 0
rst = []
for i, tensor in enumerate(tensor_list):
numel = tensor.numel()
v = packed_tensor[pointer: pointer + numel].clone().reshape_as(tensor)
rst.append(v)
pointer += numel
return rst
def _cholesky_solve(A, b, eps=1e-8):
A = _add_value_to_diagonal(A, eps)
if A.ndim > b.ndim:
b = b.unsqueeze(dim=-1)
u = torch.linalg.cholesky(A)
return torch.cholesky_solve(b, u).squeeze(dim=-1)
def _add_value_to_diagonal(X, value):
if X.ndim == 3:
return torch.stack([_add_value_to_diagonal(X[i], value) for i in range(X.shape[0])])
else:
if X.ndim != 2:
raise ValueError(f'X.ndim has to be 2. Got {X.ndim}.')
indices = torch.tensor([[i, i] for i in range(X.shape[0])], device=X.device).long()
values = X.new_ones(X.shape[0]).mul(value)
return X.index_put(tuple(indices.t()), values, accumulate=True)
def _zero_kernel(model, n_data1, n_data2):
p = next(iter(model.parameters()))
kernel = torch.zeros(n_data1,
n_data2,
device=p.device,
dtype=p.dtype)
setattr(model, 'kernel', kernel)
def _clear_kernel(model):
if hasattr(model, 'kernel'):
delattr(model, 'kernel')