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')