| | |
| |
|
| | import torch |
| | from torch._vmap_internals import _vmap |
| |
|
| | from . import forward_ad as fwAD |
| |
|
| |
|
| | __all__ = ["vjp", "jvp", "jacobian", "hessian", "hvp", "vhp"] |
| |
|
| | |
| |
|
| |
|
| | def _as_tuple_nocheck(x): |
| | if isinstance(x, tuple): |
| | return x |
| | elif isinstance(x, list): |
| | return tuple(x) |
| | else: |
| | return (x,) |
| |
|
| |
|
| | def _as_tuple(inp, arg_name=None, fn_name=None): |
| | |
| | |
| | if arg_name is None and fn_name is None: |
| | return _as_tuple_nocheck(inp) |
| |
|
| | is_inp_tuple = True |
| | if not isinstance(inp, tuple): |
| | inp = (inp,) |
| | is_inp_tuple = False |
| |
|
| | for i, el in enumerate(inp): |
| | if not isinstance(el, torch.Tensor): |
| | if is_inp_tuple: |
| | raise TypeError( |
| | f"The {arg_name} given to {fn_name} must be either a Tensor or a tuple of Tensors but the" |
| | f" value at index {i} has type {type(el)}." |
| | ) |
| | else: |
| | raise TypeError( |
| | f"The {arg_name} given to {fn_name} must be either a Tensor or a tuple of Tensors but the" |
| | f" given {arg_name} has type {type(el)}." |
| | ) |
| |
|
| | return is_inp_tuple, inp |
| |
|
| |
|
| | def _tuple_postprocess(res, to_unpack): |
| | |
| | |
| | |
| | |
| | |
| | if isinstance(to_unpack, tuple): |
| | assert len(to_unpack) == 2 |
| | if not to_unpack[1]: |
| | res = tuple(el[0] for el in res) |
| | if not to_unpack[0]: |
| | res = res[0] |
| | else: |
| | if not to_unpack: |
| | res = res[0] |
| | return res |
| |
|
| |
|
| | def _grad_preprocess(inputs, create_graph, need_graph): |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | res = [] |
| | for inp in inputs: |
| | if create_graph and inp.requires_grad: |
| | |
| | if not inp.is_sparse: |
| | |
| | res.append(inp.view_as(inp)) |
| | else: |
| | |
| | res.append(inp.clone()) |
| | else: |
| | res.append(inp.detach().requires_grad_(need_graph)) |
| | return tuple(res) |
| |
|
| |
|
| | def _grad_postprocess(inputs, create_graph): |
| | |
| | |
| | if isinstance(inputs[0], torch.Tensor): |
| | if not create_graph: |
| | return tuple(inp.detach() for inp in inputs) |
| | else: |
| | return inputs |
| | else: |
| | return tuple(_grad_postprocess(inp, create_graph) for inp in inputs) |
| |
|
| |
|
| | def _validate_v(v, other, is_other_tuple): |
| | |
| | |
| | if len(other) != len(v): |
| | if is_other_tuple: |
| | raise RuntimeError( |
| | f"v is a tuple of invalid length: should be {len(other)} but got {len(v)}." |
| | ) |
| | else: |
| | raise RuntimeError("The given v should contain a single Tensor.") |
| |
|
| | for idx, (el_v, el_other) in enumerate(zip(v, other)): |
| | if el_v.size() != el_other.size(): |
| | prepend = "" |
| | if is_other_tuple: |
| | prepend = f"Entry {idx} in " |
| | raise RuntimeError( |
| | f"{prepend}v has invalid size: should be {el_other.size()} but got {el_v.size()}." |
| | ) |
| |
|
| |
|
| | def _check_requires_grad(inputs, input_type, strict): |
| | |
| | if not strict: |
| | return |
| |
|
| | if input_type not in ["outputs", "grad_inputs", "jacobian", "hessian"]: |
| | raise RuntimeError("Invalid input_type to _check_requires_grad") |
| | for i, inp in enumerate(inputs): |
| | if inp is None: |
| | |
| | raise RuntimeError( |
| | f"The output of the user-provided function is independent of input {i}." |
| | " This is not allowed in strict mode." |
| | ) |
| | if not inp.requires_grad: |
| | if input_type == "hessian": |
| | raise RuntimeError( |
| | f"The hessian of the user-provided function with respect to input {i}" |
| | " is independent of the input. This is not allowed in strict mode." |
| | " You should ensure that your function is thrice differentiable and that" |
| | " the hessian depends on the inputs." |
| | ) |
| | elif input_type == "jacobian": |
| | raise RuntimeError( |
| | "While computing the hessian, found that the jacobian of the user-provided" |
| | f" function with respect to input {i} is independent of the input. This is not" |
| | " allowed in strict mode. You should ensure that your function is twice" |
| | " differentiable and that the jacobian depends on the inputs (this would be" |
| | " violated by a linear function for example)." |
| | ) |
| | elif input_type == "grad_inputs": |
| | raise RuntimeError( |
| | f"The gradient with respect to input {i} is independent of the inputs of the" |
| | " user-provided function. This is not allowed in strict mode." |
| | ) |
| | else: |
| | raise RuntimeError( |
| | f"Output {i} of the user-provided function does not require gradients." |
| | " The outputs must be computed in a differentiable manner from the input" |
| | " when running in strict mode." |
| | ) |
| |
|
| |
|
| | def _autograd_grad( |
| | outputs, |
| | inputs, |
| | grad_outputs=None, |
| | create_graph=False, |
| | retain_graph=None, |
| | is_grads_batched=False, |
| | ): |
| | |
| | |
| | assert isinstance(outputs, tuple) |
| | if grad_outputs is None: |
| | grad_outputs = (None,) * len(outputs) |
| | assert isinstance(grad_outputs, tuple) |
| | assert len(outputs) == len(grad_outputs) |
| |
|
| | new_outputs: tuple[torch.Tensor, ...] = () |
| | new_grad_outputs: tuple[torch.Tensor, ...] = () |
| | for out, grad_out in zip(outputs, grad_outputs): |
| | if out is not None and out.requires_grad: |
| | new_outputs += (out,) |
| | new_grad_outputs += (grad_out,) |
| |
|
| | if len(new_outputs) == 0: |
| | |
| | return (None,) * len(inputs) |
| | else: |
| | return torch.autograd.grad( |
| | new_outputs, |
| | inputs, |
| | new_grad_outputs, |
| | allow_unused=True, |
| | create_graph=create_graph, |
| | retain_graph=retain_graph, |
| | is_grads_batched=is_grads_batched, |
| | ) |
| |
|
| |
|
| | def _fill_in_zeros(grads, refs, strict, create_graph, stage): |
| | |
| | |
| | |
| | |
| | if stage not in ["back", "back_trick", "double_back", "double_back_trick"]: |
| | raise RuntimeError(f"Invalid stage argument '{stage}' to _fill_in_zeros") |
| |
|
| | res: tuple[torch.Tensor, ...] = () |
| | for i, grads_i in enumerate(grads): |
| | if grads_i is None: |
| | if strict: |
| | if stage == "back": |
| | raise RuntimeError( |
| | "The output of the user-provided function is independent of " |
| | f"input {i}. This is not allowed in strict mode." |
| | ) |
| | elif stage == "back_trick": |
| | raise RuntimeError( |
| | f"The gradient with respect to the input is independent of entry {i}" |
| | " in the grad_outputs when using the double backward trick to compute" |
| | " forward mode gradients. This is not allowed in strict mode." |
| | ) |
| | elif stage == "double_back": |
| | raise RuntimeError( |
| | "The jacobian of the user-provided function is independent of " |
| | f"input {i}. This is not allowed in strict mode." |
| | ) |
| | else: |
| | raise RuntimeError( |
| | "The hessian of the user-provided function is independent of " |
| | f"entry {i} in the grad_jacobian. This is not allowed in strict " |
| | "mode as it prevents from using the double backward trick to " |
| | "replace forward mode AD." |
| | ) |
| |
|
| | grads_i = torch.zeros_like(refs[i]) |
| | else: |
| | if strict and create_graph and not grads_i.requires_grad: |
| | if "double" not in stage: |
| | raise RuntimeError( |
| | "The jacobian of the user-provided function is independent of " |
| | f"input {i}. This is not allowed in strict mode when create_graph=True." |
| | ) |
| | else: |
| | raise RuntimeError( |
| | "The hessian of the user-provided function is independent of " |
| | f"input {i}. This is not allowed in strict mode when create_graph=True." |
| | ) |
| |
|
| | res += (grads_i,) |
| |
|
| | return res |
| |
|
| |
|
| | |
| |
|
| |
|
| | def vjp(func, inputs, v=None, create_graph=False, strict=False): |
| | r"""Compute the dot product between a vector ``v`` and the Jacobian of the given function at the point given by the inputs. |
| | |
| | Args: |
| | func (function): a Python function that takes Tensor inputs and returns |
| | a tuple of Tensors or a Tensor. |
| | inputs (tuple of Tensors or Tensor): inputs to the function ``func``. |
| | v (tuple of Tensors or Tensor): The vector for which the vector |
| | Jacobian product is computed. Must be the same size as the output |
| | of ``func``. This argument is optional when the output of ``func`` |
| | contains a single element and (if it is not provided) will be set |
| | as a Tensor containing a single ``1``. |
| | create_graph (bool, optional): If ``True``, both the output and result |
| | will be computed in a differentiable way. Note that when ``strict`` |
| | is ``False``, the result can not require gradients or be |
| | disconnected from the inputs. Defaults to ``False``. |
| | strict (bool, optional): If ``True``, an error will be raised when we |
| | detect that there exists an input such that all the outputs are |
| | independent of it. If ``False``, we return a Tensor of zeros as the |
| | vjp for said inputs, which is the expected mathematical value. |
| | Defaults to ``False``. |
| | |
| | Returns: |
| | output (tuple): tuple with: |
| | func_output (tuple of Tensors or Tensor): output of ``func(inputs)`` |
| | |
| | vjp (tuple of Tensors or Tensor): result of the dot product with |
| | the same shape as the inputs. |
| | |
| | Example: |
| | |
| | >>> # xdoctest: +REQUIRES(env:TORCH_DOCTEST_AUTOGRAD) |
| | >>> def exp_reducer(x): |
| | ... return x.exp().sum(dim=1) |
| | >>> inputs = torch.rand(4, 4) |
| | >>> v = torch.ones(4) |
| | >>> # xdoctest: +IGNORE_WANT("non-deterministic") |
| | >>> vjp(exp_reducer, inputs, v) |
| | (tensor([5.7817, 7.2458, 5.7830, 6.7782]), |
| | tensor([[1.4458, 1.3962, 1.3042, 1.6354], |
| | [2.1288, 1.0652, 1.5483, 2.5035], |
| | [2.2046, 1.1292, 1.1432, 1.3059], |
| | [1.3225, 1.6652, 1.7753, 2.0152]])) |
| | |
| | >>> vjp(exp_reducer, inputs, v, create_graph=True) |
| | (tensor([5.7817, 7.2458, 5.7830, 6.7782], grad_fn=<SumBackward1>), |
| | tensor([[1.4458, 1.3962, 1.3042, 1.6354], |
| | [2.1288, 1.0652, 1.5483, 2.5035], |
| | [2.2046, 1.1292, 1.1432, 1.3059], |
| | [1.3225, 1.6652, 1.7753, 2.0152]], grad_fn=<MulBackward0>)) |
| | |
| | >>> def adder(x, y): |
| | ... return 2 * x + 3 * y |
| | >>> inputs = (torch.rand(2), torch.rand(2)) |
| | >>> v = torch.ones(2) |
| | >>> vjp(adder, inputs, v) |
| | (tensor([2.4225, 2.3340]), |
| | (tensor([2., 2.]), tensor([3., 3.]))) |
| | """ |
| | with torch.enable_grad(): |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "vjp") |
| | inputs = _grad_preprocess(inputs, create_graph=create_graph, need_graph=True) |
| |
|
| | outputs = func(*inputs) |
| | is_outputs_tuple, outputs = _as_tuple( |
| | outputs, "outputs of the user-provided function", "vjp" |
| | ) |
| | _check_requires_grad(outputs, "outputs", strict=strict) |
| |
|
| | if v is not None: |
| | _, v = _as_tuple(v, "v", "vjp") |
| | v = _grad_preprocess(v, create_graph=create_graph, need_graph=False) |
| | _validate_v(v, outputs, is_outputs_tuple) |
| | else: |
| | if len(outputs) != 1 or outputs[0].nelement() != 1: |
| | raise RuntimeError( |
| | "The vector v can only be None if the " |
| | "user-provided function returns " |
| | "a single Tensor with a single element." |
| | ) |
| |
|
| | enable_grad = True if create_graph else torch.is_grad_enabled() |
| | with torch.set_grad_enabled(enable_grad): |
| | grad_res = _autograd_grad(outputs, inputs, v, create_graph=create_graph) |
| | vjp = _fill_in_zeros(grad_res, inputs, strict, create_graph, "back") |
| |
|
| | |
| | outputs = _grad_postprocess(outputs, create_graph) |
| | vjp = _grad_postprocess(vjp, create_graph) |
| |
|
| | return _tuple_postprocess(outputs, is_outputs_tuple), _tuple_postprocess( |
| | vjp, is_inputs_tuple |
| | ) |
| |
|
| |
|
| | def jvp(func, inputs, v=None, create_graph=False, strict=False): |
| | r"""Compute the dot product between the Jacobian of the given function at the point given by the inputs and a vector ``v``. |
| | |
| | Args: |
| | func (function): a Python function that takes Tensor inputs and returns |
| | a tuple of Tensors or a Tensor. |
| | inputs (tuple of Tensors or Tensor): inputs to the function ``func``. |
| | v (tuple of Tensors or Tensor): The vector for which the Jacobian |
| | vector product is computed. Must be the same size as the input of |
| | ``func``. This argument is optional when the input to ``func`` |
| | contains a single element and (if it is not provided) will be set |
| | as a Tensor containing a single ``1``. |
| | create_graph (bool, optional): If ``True``, both the output and result |
| | will be computed in a differentiable way. Note that when ``strict`` |
| | is ``False``, the result can not require gradients or be |
| | disconnected from the inputs. Defaults to ``False``. |
| | strict (bool, optional): If ``True``, an error will be raised when we |
| | detect that there exists an input such that all the outputs are |
| | independent of it. If ``False``, we return a Tensor of zeros as the |
| | jvp for said inputs, which is the expected mathematical value. |
| | Defaults to ``False``. |
| | |
| | Returns: |
| | output (tuple): tuple with: |
| | func_output (tuple of Tensors or Tensor): output of ``func(inputs)`` |
| | |
| | jvp (tuple of Tensors or Tensor): result of the dot product with |
| | the same shape as the output. |
| | |
| | Note: |
| | ``autograd.functional.jvp`` computes the jvp by using the backward of |
| | the backward (sometimes called the double backwards trick). This is not |
| | the most performant way of computing the jvp. Please consider using |
| | :func:`torch.func.jvp` or the |
| | :ref:`low-level forward-mode AD API <forward-mode-ad>` instead. |
| | |
| | Example: |
| | |
| | >>> # xdoctest: +REQUIRES(env:TORCH_DOCTEST_AUTOGRAD) |
| | >>> def exp_reducer(x): |
| | ... return x.exp().sum(dim=1) |
| | >>> inputs = torch.rand(4, 4) |
| | >>> v = torch.ones(4, 4) |
| | >>> # xdoctest: +IGNORE_WANT("non-deterministic") |
| | >>> jvp(exp_reducer, inputs, v) |
| | (tensor([6.3090, 4.6742, 7.9114, 8.2106]), |
| | tensor([6.3090, 4.6742, 7.9114, 8.2106])) |
| | |
| | >>> jvp(exp_reducer, inputs, v, create_graph=True) |
| | (tensor([6.3090, 4.6742, 7.9114, 8.2106], grad_fn=<SumBackward1>), |
| | tensor([6.3090, 4.6742, 7.9114, 8.2106], grad_fn=<SqueezeBackward1>)) |
| | |
| | >>> def adder(x, y): |
| | ... return 2 * x + 3 * y |
| | >>> inputs = (torch.rand(2), torch.rand(2)) |
| | >>> v = (torch.ones(2), torch.ones(2)) |
| | >>> jvp(adder, inputs, v) |
| | (tensor([2.2399, 2.5005]), |
| | tensor([5., 5.])) |
| | |
| | """ |
| | with torch.enable_grad(): |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "jvp") |
| | inputs = _grad_preprocess(inputs, create_graph=create_graph, need_graph=True) |
| |
|
| | if v is not None: |
| | _, v = _as_tuple(v, "v", "jvp") |
| | v = _grad_preprocess(v, create_graph=create_graph, need_graph=False) |
| | _validate_v(v, inputs, is_inputs_tuple) |
| | else: |
| | if len(inputs) != 1 or inputs[0].nelement() != 1: |
| | raise RuntimeError( |
| | "The vector v can only be None if the input to " |
| | "the user-provided function is a single Tensor " |
| | "with a single element." |
| | ) |
| |
|
| | outputs = func(*inputs) |
| | is_outputs_tuple, outputs = _as_tuple( |
| | outputs, "outputs of the user-provided function", "jvp" |
| | ) |
| | _check_requires_grad(outputs, "outputs", strict=strict) |
| | |
| | |
| | |
| | grad_outputs = tuple( |
| | torch.zeros_like(out, requires_grad=True) for out in outputs |
| | ) |
| |
|
| | grad_inputs = _autograd_grad(outputs, inputs, grad_outputs, create_graph=True) |
| | _check_requires_grad(grad_inputs, "grad_inputs", strict=strict) |
| |
|
| | if create_graph: |
| | with torch.enable_grad(): |
| | grad_res = _autograd_grad( |
| | grad_inputs, grad_outputs, v, create_graph=create_graph |
| | ) |
| | jvp = _fill_in_zeros(grad_res, outputs, strict, create_graph, "back_trick") |
| | else: |
| | grad_res = _autograd_grad( |
| | grad_inputs, grad_outputs, v, create_graph=create_graph |
| | ) |
| | jvp = _fill_in_zeros(grad_res, outputs, strict, create_graph, "back_trick") |
| |
|
| | |
| | outputs = _grad_postprocess(outputs, create_graph) |
| | jvp = _grad_postprocess(jvp, create_graph) |
| |
|
| | return _tuple_postprocess(outputs, is_outputs_tuple), _tuple_postprocess( |
| | jvp, is_outputs_tuple |
| | ) |
| |
|
| |
|
| | def _construct_standard_basis_for( |
| | tensors: tuple[torch.Tensor, ...], tensor_numels: tuple[int, ...] |
| | ) -> tuple[torch.Tensor, ...]: |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | assert len(tensors) == len(tensor_numels) |
| | assert len(tensors) > 0 |
| | total_numel = sum(tensor_numels) |
| | chunks = tuple( |
| | tensor.new_zeros(total_numel, tensor_numel) |
| | for tensor, tensor_numel in zip(tensors, tensor_numels) |
| | ) |
| | diag_start_idx = 0 |
| | for chunk, numel in zip(chunks, tensor_numels): |
| | chunk.diagonal(diag_start_idx).fill_(1) |
| | diag_start_idx -= numel |
| | return chunks |
| |
|
| |
|
| | def _jacfwd(func, inputs, strict=False, vectorize=False): |
| | if strict: |
| | raise RuntimeError( |
| | "torch.autograd.functional.jacobian: `strict=True` " |
| | 'and `strategy="forward-mode"` are not supported together (yet). ' |
| | "Please either set `strict=False` or " |
| | '`strategy="reverse-mode"`.' |
| | ) |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "jacobian") |
| | output_info = [] |
| |
|
| | if vectorize: |
| | |
| | input_numels = tuple(input.numel() for input in inputs) |
| |
|
| | |
| | tangents = _construct_standard_basis_for(inputs, input_numels) |
| |
|
| | |
| | def jvp(tangents): |
| | with fwAD.dual_level(): |
| | dual_inputs = tuple( |
| | fwAD.make_dual(input, tangent.view_as(input)) |
| | for input, tangent in zip(inputs, tangents) |
| | ) |
| | _is_outputs_tuple, dual_outputs = _as_tuple( |
| | func(*dual_inputs), "outputs" |
| | ) |
| | output_info.append(_is_outputs_tuple) |
| | jv = [] |
| | primal_outs = [] |
| | for dual_out in dual_outputs: |
| | primal, tangent = fwAD.unpack_dual(dual_out) |
| | primal_outs.append(primal) |
| | if tangent is not None: |
| | jv.append(tangent) |
| | else: |
| | jv.append(torch.zeros_like(primal)) |
| | output_info.append(primal_outs) |
| | return tuple(jv) |
| |
|
| | outputs_before_split = _vmap(jvp)(tangents) |
| | is_outputs_tuple, outputs = output_info |
| | |
| | jacobian_input_output = [] |
| | for jac_output_i, output_i in zip(outputs_before_split, outputs): |
| | jacobian_output_i_output = [] |
| | for jac, input_j in zip(jac_output_i.split(input_numels, dim=0), inputs): |
| | |
| | |
| | jacobian_input_i_output_j = jac.permute(*range(1, jac.ndim), 0).reshape( |
| | (*output_i.shape, *input_j.shape) |
| | ) |
| |
|
| | jacobian_output_i_output.append(jacobian_input_i_output_j) |
| | jacobian_input_output.append(jacobian_output_i_output) |
| |
|
| | |
| | return _tuple_postprocess( |
| | jacobian_input_output, (is_outputs_tuple, is_inputs_tuple) |
| | ) |
| | else: |
| | raise NotImplementedError( |
| | "Computing Jacobian using forward-AD or forward-over-reverse Hessian is" |
| | "only implemented for `vectorize=True`." |
| | ) |
| |
|
| |
|
| | def jacobian( |
| | func, |
| | inputs, |
| | create_graph=False, |
| | strict=False, |
| | vectorize=False, |
| | strategy="reverse-mode", |
| | ): |
| | r"""Compute the Jacobian of a given function. |
| | |
| | Args: |
| | func (function): a Python function that takes Tensor inputs and returns |
| | a tuple of Tensors or a Tensor. |
| | inputs (tuple of Tensors or Tensor): inputs to the function ``func``. |
| | create_graph (bool, optional): If ``True``, the Jacobian will be |
| | computed in a differentiable manner. Note that when ``strict`` is |
| | ``False``, the result can not require gradients or be disconnected |
| | from the inputs. Defaults to ``False``. |
| | strict (bool, optional): If ``True``, an error will be raised when we |
| | detect that there exists an input such that all the outputs are |
| | independent of it. If ``False``, we return a Tensor of zeros as the |
| | jacobian for said inputs, which is the expected mathematical value. |
| | Defaults to ``False``. |
| | vectorize (bool, optional): This feature is experimental. |
| | Please consider using :func:`torch.func.jacrev` or |
| | :func:`torch.func.jacfwd` instead if you are looking for something |
| | less experimental and more performant. |
| | When computing the jacobian, usually we invoke |
| | ``autograd.grad`` once per row of the jacobian. If this flag is |
| | ``True``, we perform only a single ``autograd.grad`` call with |
| | ``batched_grad=True`` which uses the vmap prototype feature. |
| | Though this should lead to performance improvements in many cases, |
| | because this feature is still experimental, there may be performance |
| | cliffs. See :func:`torch.autograd.grad`'s ``batched_grad`` parameter for |
| | more information. |
| | strategy (str, optional): Set to ``"forward-mode"`` or ``"reverse-mode"`` to |
| | determine whether the Jacobian will be computed with forward or reverse |
| | mode AD. Currently, ``"forward-mode"`` requires ``vectorized=True``. |
| | Defaults to ``"reverse-mode"``. If ``func`` has more outputs than |
| | inputs, ``"forward-mode"`` tends to be more performant. Otherwise, |
| | prefer to use ``"reverse-mode"``. |
| | |
| | Returns: |
| | Jacobian (Tensor or nested tuple of Tensors): if there is a single |
| | input and output, this will be a single Tensor containing the |
| | Jacobian for the linearized inputs and output. If one of the two is |
| | a tuple, then the Jacobian will be a tuple of Tensors. If both of |
| | them are tuples, then the Jacobian will be a tuple of tuple of |
| | Tensors where ``Jacobian[i][j]`` will contain the Jacobian of the |
| | ``i``\th output and ``j``\th input and will have as size the |
| | concatenation of the sizes of the corresponding output and the |
| | corresponding input and will have same dtype and device as the |
| | corresponding input. If strategy is ``forward-mode``, the dtype will be |
| | that of the output; otherwise, the input. |
| | |
| | Example: |
| | |
| | >>> # xdoctest: +REQUIRES(env:TORCH_DOCTEST_AUTOGRAD) |
| | >>> def exp_reducer(x): |
| | ... return x.exp().sum(dim=1) |
| | >>> inputs = torch.rand(2, 2) |
| | >>> # xdoctest: +IGNORE_WANT("non-deterministic") |
| | >>> jacobian(exp_reducer, inputs) |
| | tensor([[[1.4917, 2.4352], |
| | [0.0000, 0.0000]], |
| | [[0.0000, 0.0000], |
| | [2.4369, 2.3799]]]) |
| | |
| | >>> jacobian(exp_reducer, inputs, create_graph=True) |
| | tensor([[[1.4917, 2.4352], |
| | [0.0000, 0.0000]], |
| | [[0.0000, 0.0000], |
| | [2.4369, 2.3799]]], grad_fn=<ViewBackward>) |
| | |
| | >>> def exp_adder(x, y): |
| | ... return 2 * x.exp() + 3 * y |
| | >>> inputs = (torch.rand(2), torch.rand(2)) |
| | >>> jacobian(exp_adder, inputs) |
| | (tensor([[2.8052, 0.0000], |
| | [0.0000, 3.3963]]), |
| | tensor([[3., 0.], |
| | [0., 3.]])) |
| | |
| | >>> def linear_model(x): |
| | ... W = torch.tensor([[2.0, -1.0], [0.0, 1.0]]) |
| | ... b = torch.tensor([1.0, 0.5]) |
| | ... return x @ W.T + b |
| | |
| | >>> x = torch.randn(4, 2, requires_grad=True) |
| | >>> jac = jacobian(linear_model, x, vectorize=True) |
| | >>> jac.shape |
| | torch.Size([4, 2, 4, 2]) |
| | """ |
| | assert strategy in ("forward-mode", "reverse-mode"), ( |
| | 'Expected strategy to be either "forward-mode" or "reverse-mode". Hint: If your ' |
| | 'function has more outputs than inputs, "forward-mode" tends to be more performant. ' |
| | 'Otherwise, prefer to use "reverse-mode".' |
| | ) |
| | if strategy == "forward-mode": |
| | if create_graph: |
| | raise NotImplementedError( |
| | "torch.autograd.functional.jacobian: `create_graph=True` " |
| | 'and `strategy="forward-mode"` are not supported together (yet). ' |
| | "Please either set `create_graph=False` or " |
| | '`strategy="reverse-mode"`.' |
| | ) |
| | return _jacfwd(func, inputs, strict, vectorize) |
| |
|
| | with torch.enable_grad(): |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "jacobian") |
| | inputs = _grad_preprocess(inputs, create_graph=create_graph, need_graph=True) |
| |
|
| | outputs = func(*inputs) |
| | is_outputs_tuple, outputs = _as_tuple( |
| | outputs, "outputs of the user-provided function", "jacobian" |
| | ) |
| | _check_requires_grad(outputs, "outputs", strict=strict) |
| |
|
| | if vectorize: |
| | if strict: |
| | raise RuntimeError( |
| | "torch.autograd.functional.jacobian: `strict=True` " |
| | "and `vectorized=True` are not supported together. " |
| | "Please either set `strict=False` or " |
| | "`vectorize=False`." |
| | ) |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
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| | |
| | |
| | |
| | |
| |
|
| | |
| | output_numels = tuple(output.numel() for output in outputs) |
| | grad_outputs = _construct_standard_basis_for(outputs, output_numels) |
| | flat_outputs = tuple(output.reshape(-1) for output in outputs) |
| |
|
| | |
| | def vjp(grad_output): |
| | vj = list( |
| | _autograd_grad( |
| | flat_outputs, |
| | inputs, |
| | grad_output, |
| | create_graph=create_graph, |
| | is_grads_batched=True, |
| | ) |
| | ) |
| | for el_idx, vj_el in enumerate(vj): |
| | if vj_el is not None: |
| | continue |
| | vj[el_idx] = torch.zeros_like(inputs[el_idx]).expand( |
| | (sum(output_numels),) + inputs[el_idx].shape |
| | ) |
| | return tuple(vj) |
| |
|
| | jacobians_of_flat_output = vjp(grad_outputs) |
| |
|
| | |
| | |
| | jacobian_input_output = [] |
| | for jac_input_i, input_i in zip(jacobians_of_flat_output, inputs): |
| | jacobian_input_i_output = [] |
| | for jac, output_j in zip( |
| | jac_input_i.split(output_numels, dim=0), outputs |
| | ): |
| | jacobian_input_i_output_j = jac.view(output_j.shape + input_i.shape) |
| | jacobian_input_i_output.append(jacobian_input_i_output_j) |
| | jacobian_input_output.append(jacobian_input_i_output) |
| |
|
| | |
| | |
| | |
| | |
| | |
| | jacobian_output_input = tuple(zip(*jacobian_input_output)) |
| |
|
| | jacobian_output_input = _grad_postprocess( |
| | jacobian_output_input, create_graph |
| | ) |
| | return _tuple_postprocess( |
| | jacobian_output_input, (is_outputs_tuple, is_inputs_tuple) |
| | ) |
| |
|
| | jacobian: tuple[torch.Tensor, ...] = () |
| |
|
| | for i, out in enumerate(outputs): |
| | |
| | jac_i: tuple[list[torch.Tensor]] = tuple([] for _ in range(len(inputs))) |
| | for j in range(out.nelement()): |
| | vj = _autograd_grad( |
| | (out.reshape(-1)[j],), |
| | inputs, |
| | retain_graph=True, |
| | create_graph=create_graph, |
| | ) |
| |
|
| | for el_idx, (jac_i_el, vj_el, inp_el) in enumerate( |
| | zip(jac_i, vj, inputs) |
| | ): |
| | if vj_el is not None: |
| | if strict and create_graph and not vj_el.requires_grad: |
| | msg = ( |
| | "The jacobian of the user-provided function is " |
| | f"independent of input {i}. This is not allowed in " |
| | "strict mode when create_graph=True." |
| | ) |
| | raise RuntimeError(msg) |
| | jac_i_el.append(vj_el) |
| | else: |
| | if strict: |
| | msg = ( |
| | f"Output {i} of the user-provided function is " |
| | f"independent of input {el_idx}. This is not allowed in " |
| | "strict mode." |
| | ) |
| | raise RuntimeError(msg) |
| | jac_i_el.append(torch.zeros_like(inp_el)) |
| |
|
| | jacobian += ( |
| | tuple( |
| | torch.stack(jac_i_el, dim=0).view( |
| | out.size() + inputs[el_idx].size() |
| | ) |
| | for (el_idx, jac_i_el) in enumerate(jac_i) |
| | ), |
| | ) |
| |
|
| | jacobian = _grad_postprocess(jacobian, create_graph) |
| |
|
| | return _tuple_postprocess(jacobian, (is_outputs_tuple, is_inputs_tuple)) |
| |
|
| |
|
| | def hessian( |
| | func, |
| | inputs, |
| | create_graph=False, |
| | strict=False, |
| | vectorize=False, |
| | outer_jacobian_strategy="reverse-mode", |
| | ): |
| | r"""Compute the Hessian of a given scalar function. |
| | |
| | Args: |
| | func (function): a Python function that takes Tensor inputs and returns |
| | a Tensor with a single element. |
| | inputs (tuple of Tensors or Tensor): inputs to the function ``func``. |
| | create_graph (bool, optional): If ``True``, the Hessian will be computed in |
| | a differentiable manner. Note that when ``strict`` is ``False``, the result can not |
| | require gradients or be disconnected from the inputs. |
| | Defaults to ``False``. |
| | strict (bool, optional): If ``True``, an error will be raised when we detect that there exists an input |
| | such that all the outputs are independent of it. If ``False``, we return a Tensor of zeros as the |
| | hessian for said inputs, which is the expected mathematical value. |
| | Defaults to ``False``. |
| | vectorize (bool, optional): This feature is experimental. |
| | Please consider using :func:`torch.func.hessian` |
| | instead if you are looking for something less experimental and more performant. |
| | When computing the hessian, usually we invoke |
| | ``autograd.grad`` once per row of the hessian. If this flag is |
| | ``True``, we use the vmap prototype feature as the backend to |
| | vectorize calls to ``autograd.grad`` so we only invoke it once |
| | instead of once per row. This should lead to performance |
| | improvements in many use cases, however, due to this feature |
| | being incomplete, there may be performance cliffs. Please |
| | use `torch._C._debug_only_display_vmap_fallback_warnings(True)` |
| | to show any performance warnings and file us issues if |
| | warnings exist for your use case. Defaults to ``False``. |
| | outer_jacobian_strategy (str, optional): The Hessian is computed by |
| | computing the Jacobian of a Jacobian. The inner Jacobian is always |
| | computed in reverse-mode AD. Setting strategy to ``"forward-mode"`` |
| | or ``"reverse-mode"`` determines whether the outer Jacobian will be |
| | computed with forward or reverse mode AD. Currently, computing the outer |
| | Jacobian in ``"forward-mode"`` requires ``vectorized=True``. Defaults |
| | to ``"reverse-mode"``. |
| | |
| | Returns: |
| | Hessian (Tensor or a tuple of tuple of Tensors): if there is a single input, |
| | this will be a single Tensor containing the Hessian for the input. |
| | If it is a tuple, then the Hessian will be a tuple of tuples where |
| | ``Hessian[i][j]`` will contain the Hessian of the ``i``\th input |
| | and ``j``\th input with size the sum of the size of the ``i``\th input plus |
| | the size of the ``j``\th input. ``Hessian[i][j]`` will have the same |
| | dtype and device as the corresponding ``i``\th input. |
| | |
| | Example: |
| | |
| | >>> # xdoctest: +REQUIRES(env:TORCH_DOCTEST_AUTOGRAD) |
| | >>> def pow_reducer(x): |
| | ... return x.pow(3).sum() |
| | >>> inputs = torch.rand(2, 2) |
| | >>> # xdoctest: +IGNORE_WANT("non-deterministic") |
| | >>> hessian(pow_reducer, inputs) |
| | tensor([[[[5.2265, 0.0000], |
| | [0.0000, 0.0000]], |
| | [[0.0000, 4.8221], |
| | [0.0000, 0.0000]]], |
| | [[[0.0000, 0.0000], |
| | [1.9456, 0.0000]], |
| | [[0.0000, 0.0000], |
| | [0.0000, 3.2550]]]]) |
| | |
| | >>> hessian(pow_reducer, inputs, create_graph=True) |
| | tensor([[[[5.2265, 0.0000], |
| | [0.0000, 0.0000]], |
| | [[0.0000, 4.8221], |
| | [0.0000, 0.0000]]], |
| | [[[0.0000, 0.0000], |
| | [1.9456, 0.0000]], |
| | [[0.0000, 0.0000], |
| | [0.0000, 3.2550]]]], grad_fn=<ViewBackward>) |
| | |
| | |
| | >>> def pow_adder_reducer(x, y): |
| | ... return (2 * x.pow(2) + 3 * y.pow(2)).sum() |
| | >>> inputs = (torch.rand(2), torch.rand(2)) |
| | >>> hessian(pow_adder_reducer, inputs) |
| | ((tensor([[4., 0.], |
| | [0., 4.]]), |
| | tensor([[0., 0.], |
| | [0., 0.]])), |
| | (tensor([[0., 0.], |
| | [0., 0.]]), |
| | tensor([[6., 0.], |
| | [0., 6.]]))) |
| | """ |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "hessian") |
| | assert outer_jacobian_strategy in ( |
| | "forward-mode", |
| | "reverse-mode", |
| | ), 'Expected strategy to be either "forward-mode" or "reverse-mode".' |
| |
|
| | def ensure_single_output_function(*inp): |
| | out = func(*inp) |
| | is_out_tuple, t_out = _as_tuple( |
| | out, "outputs of the user-provided function", "hessian" |
| | ) |
| | _check_requires_grad(t_out, "outputs", strict=strict) |
| |
|
| | if is_out_tuple or not isinstance(out, torch.Tensor): |
| | raise RuntimeError( |
| | "The function given to hessian should return a single Tensor" |
| | ) |
| |
|
| | if out.nelement() != 1: |
| | raise RuntimeError( |
| | "The Tensor returned by the function given to hessian should contain a single element" |
| | ) |
| |
|
| | return out.squeeze() |
| |
|
| | def jac_func(*inp): |
| | if outer_jacobian_strategy == "forward-mode": |
| | |
| | |
| | inp = tuple(t.requires_grad_(True) for t in inp) |
| | jac = jacobian(ensure_single_output_function, inp, create_graph=True) |
| | _check_requires_grad(jac, "jacobian", strict=strict) |
| | return jac |
| |
|
| | res = jacobian( |
| | jac_func, |
| | inputs, |
| | create_graph=create_graph, |
| | strict=strict, |
| | vectorize=vectorize, |
| | strategy=outer_jacobian_strategy, |
| | ) |
| | return _tuple_postprocess(res, (is_inputs_tuple, is_inputs_tuple)) |
| |
|
| |
|
| | def vhp(func, inputs, v=None, create_graph=False, strict=False): |
| | r"""Compute the dot product between vector ``v`` and Hessian of a given scalar function at a specified point. |
| | |
| | Args: |
| | func (function): a Python function that takes Tensor inputs and returns |
| | a Tensor with a single element. |
| | inputs (tuple of Tensors or Tensor): inputs to the function ``func``. |
| | v (tuple of Tensors or Tensor): The vector for which the vector Hessian |
| | product is computed. Must be the same size as the input of |
| | ``func``. This argument is optional when ``func``'s input contains |
| | a single element and (if it is not provided) will be set as a |
| | Tensor containing a single ``1``. |
| | create_graph (bool, optional): If ``True``, both the output and result |
| | will be computed in a differentiable way. Note that when ``strict`` |
| | is ``False``, the result can not require gradients or be |
| | disconnected from the inputs. |
| | Defaults to ``False``. |
| | strict (bool, optional): If ``True``, an error will be raised when we |
| | detect that there exists an input such that all the outputs are |
| | independent of it. If ``False``, we return a Tensor of zeros as the |
| | vhp for said inputs, which is the expected mathematical value. |
| | Defaults to ``False``. |
| | |
| | Returns: |
| | output (tuple): tuple with: |
| | func_output (tuple of Tensors or Tensor): output of ``func(inputs)`` |
| | |
| | vhp (tuple of Tensors or Tensor): result of the dot product with the |
| | same shape as the inputs. |
| | |
| | Example: |
| | |
| | >>> # xdoctest: +REQUIRES(env:TORCH_DOCTEST_AUTOGRAD) |
| | >>> def pow_reducer(x): |
| | ... return x.pow(3).sum() |
| | >>> inputs = torch.rand(2, 2) |
| | >>> v = torch.ones(2, 2) |
| | >>> # xdoctest: +IGNORE_WANT("non-deterministic") |
| | >>> vhp(pow_reducer, inputs, v) |
| | (tensor(0.5591), |
| | tensor([[1.0689, 1.2431], |
| | [3.0989, 4.4456]])) |
| | >>> vhp(pow_reducer, inputs, v, create_graph=True) |
| | (tensor(0.5591, grad_fn=<SumBackward0>), |
| | tensor([[1.0689, 1.2431], |
| | [3.0989, 4.4456]], grad_fn=<MulBackward0>)) |
| | >>> def pow_adder_reducer(x, y): |
| | ... return (2 * x.pow(2) + 3 * y.pow(2)).sum() |
| | >>> inputs = (torch.rand(2), torch.rand(2)) |
| | >>> v = (torch.zeros(2), torch.ones(2)) |
| | >>> vhp(pow_adder_reducer, inputs, v) |
| | (tensor(4.8053), |
| | (tensor([0., 0.]), |
| | tensor([6., 6.]))) |
| | """ |
| | with torch.enable_grad(): |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "vhp") |
| | inputs = _grad_preprocess(inputs, create_graph=create_graph, need_graph=True) |
| |
|
| | if v is not None: |
| | _, v = _as_tuple(v, "v", "vhp") |
| | v = _grad_preprocess(v, create_graph=create_graph, need_graph=False) |
| | _validate_v(v, inputs, is_inputs_tuple) |
| | else: |
| | if len(inputs) != 1 or inputs[0].nelement() != 1: |
| | raise RuntimeError( |
| | "The vector v can only be None if the input to the user-provided function " |
| | "is a single Tensor with a single element." |
| | ) |
| | outputs = func(*inputs) |
| | is_outputs_tuple, outputs = _as_tuple( |
| | outputs, "outputs of the user-provided function", "vhp" |
| | ) |
| | _check_requires_grad(outputs, "outputs", strict=strict) |
| |
|
| | if is_outputs_tuple or not isinstance(outputs[0], torch.Tensor): |
| | raise RuntimeError( |
| | "The function given to vhp should return a single Tensor" |
| | ) |
| |
|
| | if outputs[0].nelement() != 1: |
| | raise RuntimeError( |
| | "The Tensor returned by the function given to vhp should contain a single element" |
| | ) |
| |
|
| | jac = _autograd_grad(outputs, inputs, create_graph=True) |
| | _check_requires_grad(jac, "jacobian", strict=strict) |
| |
|
| | enable_grad = True if create_graph else torch.is_grad_enabled() |
| | with torch.set_grad_enabled(enable_grad): |
| | grad_res = _autograd_grad(jac, inputs, v, create_graph=create_graph) |
| | vhp = _fill_in_zeros(grad_res, inputs, strict, create_graph, "double_back") |
| |
|
| | outputs = _grad_postprocess(outputs, create_graph) |
| | vhp = _grad_postprocess(vhp, create_graph) |
| |
|
| | return _tuple_postprocess(outputs, is_outputs_tuple), _tuple_postprocess( |
| | vhp, is_inputs_tuple |
| | ) |
| |
|
| |
|
| | def hvp(func, inputs, v=None, create_graph=False, strict=False): |
| | r"""Compute the dot product between the scalar function's Hessian and a vector ``v`` at a specified point. |
| | |
| | Args: |
| | func (function): a Python function that takes Tensor inputs and returns |
| | a Tensor with a single element. |
| | inputs (tuple of Tensors or Tensor): inputs to the function ``func``. |
| | v (tuple of Tensors or Tensor): The vector for which the Hessian vector |
| | product is computed. Must be the same size as the input of |
| | ``func``. This argument is optional when ``func``'s input contains |
| | a single element and (if it is not provided) will be set as a |
| | Tensor containing a single ``1``. |
| | create_graph (bool, optional): If ``True``, both the output and result will be |
| | computed in a differentiable way. Note that when ``strict`` is |
| | ``False``, the result can not require gradients or be disconnected |
| | from the inputs. Defaults to ``False``. |
| | strict (bool, optional): If ``True``, an error will be raised when we |
| | detect that there exists an input such that all the outputs are |
| | independent of it. If ``False``, we return a Tensor of zeros as the |
| | hvp for said inputs, which is the expected mathematical value. |
| | Defaults to ``False``. |
| | Returns: |
| | output (tuple): tuple with: |
| | func_output (tuple of Tensors or Tensor): output of ``func(inputs)`` |
| | |
| | hvp (tuple of Tensors or Tensor): result of the dot product with |
| | the same shape as the inputs. |
| | |
| | Example: |
| | |
| | >>> # xdoctest: +REQUIRES(env:TORCH_DOCTEST_AUTOGRAD) |
| | >>> def pow_reducer(x): |
| | ... return x.pow(3).sum() |
| | >>> inputs = torch.rand(2, 2) |
| | >>> v = torch.ones(2, 2) |
| | >>> # xdoctest: +IGNORE_WANT("non-deterministic") |
| | >>> hvp(pow_reducer, inputs, v) |
| | (tensor(0.1448), |
| | tensor([[2.0239, 1.6456], |
| | [2.4988, 1.4310]])) |
| | |
| | >>> hvp(pow_reducer, inputs, v, create_graph=True) |
| | (tensor(0.1448, grad_fn=<SumBackward0>), |
| | tensor([[2.0239, 1.6456], |
| | [2.4988, 1.4310]], grad_fn=<MulBackward0>)) |
| | |
| | |
| | >>> def pow_adder_reducer(x, y): |
| | ... return (2 * x.pow(2) + 3 * y.pow(2)).sum() |
| | >>> inputs = (torch.rand(2), torch.rand(2)) |
| | >>> v = (torch.zeros(2), torch.ones(2)) |
| | >>> hvp(pow_adder_reducer, inputs, v) |
| | (tensor(2.3030), |
| | (tensor([0., 0.]), |
| | tensor([6., 6.]))) |
| | |
| | Note: |
| | |
| | This function is significantly slower than `vhp` due to backward mode AD constraints. |
| | If your functions is twice continuously differentiable, then hvp = vhp.t(). So if you |
| | know that your function satisfies this condition, you should use vhp instead that is |
| | much faster with the current implementation. |
| | |
| | """ |
| | with torch.enable_grad(): |
| | is_inputs_tuple, inputs = _as_tuple(inputs, "inputs", "hvp") |
| | inputs = _grad_preprocess(inputs, create_graph=create_graph, need_graph=True) |
| |
|
| | if v is not None: |
| | _, v = _as_tuple(v, "v", "hvp") |
| | v = _grad_preprocess(v, create_graph=create_graph, need_graph=False) |
| | _validate_v(v, inputs, is_inputs_tuple) |
| | else: |
| | if len(inputs) != 1 or inputs[0].nelement() != 1: |
| | raise RuntimeError( |
| | "The vector v can only be None if the input to the user-provided function " |
| | "is a single Tensor with a single element." |
| | ) |
| | outputs = func(*inputs) |
| | is_outputs_tuple, outputs = _as_tuple( |
| | outputs, "outputs of the user-provided function", "hvp" |
| | ) |
| | _check_requires_grad(outputs, "outputs", strict=strict) |
| |
|
| | if is_outputs_tuple or not isinstance(outputs[0], torch.Tensor): |
| | raise RuntimeError( |
| | "The function given to hvp should return a single Tensor" |
| | ) |
| |
|
| | if outputs[0].nelement() != 1: |
| | raise RuntimeError( |
| | "The Tensor returned by the function given to hvp should contain a single element" |
| | ) |
| |
|
| | jac = _autograd_grad(outputs, inputs, create_graph=True) |
| | _check_requires_grad(jac, "jacobian", strict=strict) |
| |
|
| | grad_jac = tuple(torch.zeros_like(inp, requires_grad=True) for inp in inputs) |
| |
|
| | double_back = _autograd_grad(jac, inputs, grad_jac, create_graph=True) |
| | _check_requires_grad(jac, "hessian", strict=strict) |
| |
|
| | enable_grad = True if create_graph else torch.is_grad_enabled() |
| | with torch.set_grad_enabled(enable_grad): |
| | grad_res = _autograd_grad(double_back, grad_jac, v, create_graph=create_graph) |
| | hvp = _fill_in_zeros( |
| | grad_res, inputs, strict, create_graph, "double_back_trick" |
| | ) |
| |
|
| | outputs = _grad_postprocess(outputs, create_graph) |
| | hvp = _grad_postprocess(hvp, create_graph) |
| |
|
| | return _tuple_postprocess(outputs, is_outputs_tuple), _tuple_postprocess( |
| | hvp, is_inputs_tuple |
| | ) |
| |
|