# Copyright 2022 DeepMind Technologies Limited. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """"K-FAC loss functions objects, tags and registration functions.""" import abc from typing import Sequence, Any import distrax import jax import jax.numpy as jnp from kfac_jax._src import layers_and_loss_tags as tags from kfac_jax._src import utils from typing_extensions import Self Array = utils.Array Numeric = utils.Numeric PRNGKey = utils.PRNGKey Shape = utils.Shape DType = utils.DType LossFunctionInputs = tuple[Array, ...] def filter_none( **kwargs: Numeric | None, ) -> tuple[tuple[Numeric, ...], tuple[str, ...]]: args, args_names = zip( *[(value, name) for name, value in kwargs.items() if value is not None] ) return args, args_names # pylint: disable=g-one-element-tuple class LossFunction(utils.Finalizable): """Abstract base class for loss functions. Note that unlike typical loss functions used in neural networks these are neither summed nor averaged over the batch and the output of evaluate() will not be a scalar. It is up to the user to then to correctly manipulate them as needed. Note that all of the GGN and Fisher (factor) multiplication methods defined in this class refer to the GGN and Fisher of just the loss function itself, which does *not* include the parameterized function (e.g. neural network) that generates the inputs (e.g. predictions or logits) feeding into the loss function. """ def __init__(self, weight: Numeric): """Initializes the loss instance. Args: weight: The weight attributed to the loss. """ if not isinstance(weight, (int, float)) and type(weight) is not object: # pylint: disable=unidiomatic-typecheck if not isinstance(weight, Array) or weight.size > 1: raise ValueError("`weight` must be a scalar value.") super().__init__() self._weight = weight self.finalize() @property def dtype(self) -> DType: return self.parameter_dependants[0].dtype @property def weight(self) -> Numeric: """The weight of the loss.""" return self._weight @property @abc.abstractmethod def targets(self) -> Array | None: """The targets (if present) used for evaluating the loss.""" @property @abc.abstractmethod def parameter_dependants(self) -> tuple[Array, ...]: """All the parameter dependent arrays of the loss.""" @property def num_parameter_dependants(self) -> int: """Number of parameter dependent arrays of the loss.""" return len(self.parameter_dependants) @property @abc.abstractmethod def parameter_independants(self) -> tuple[Numeric | None, ...]: """All the parameter independent arrays of the loss.""" @property def num_parameter_independants(self) -> int: """Number of parameter independent arrays of the loss.""" return len(self.parameter_independants) def copy_with_different_inputs( self, parameter_dependants: Sequence[Array], ) -> Self: """Creates a copy of the loss function object, but with different inputs.""" array_args, aux = self.tree_flatten() assert len(array_args) == ( self.num_parameter_dependants + self.num_parameter_independants ) array_args = (tuple(parameter_dependants) + tuple(array_args[self.num_parameter_dependants:])) return self.tree_unflatten(aux, array_args) def tree_flatten( self, ) -> tuple[tuple[Numeric | None, ...], dict[str, Any] | None]: return self.parameter_dependants + self.parameter_independants, None @classmethod def tree_unflatten( cls, aux: dict[str, Any] | None, children: tuple[Numeric | None, ...], ) -> Self: return cls(*children, **(aux or {})) # pytype: disable=not-instantiable def evaluate( self, targets: Array | None = None, coefficient_mode: str = "regular", ) -> Array: """Evaluates the loss function on the targets. Args: targets: The targets, on which to evaluate the loss. If this is set to ``None`` will use ``self.targets`` instead. coefficient_mode: Specifies how to use the weight of the loss in the returned value. There are three options: 1. 'regular' - returns ``self.weight * loss(targets)`` 2. 'sqrt' - returns ``sqrt(self.weight) * loss(targets)`` 3. 'off' - returns ``loss(targets)`` Returns: The value of the loss scaled appropriately by ``self.weight`` according to the coefficient mode. Raises: ValueError if both ``targets`` and ``self.targets`` are ``None``. """ if targets is None and self.targets is None: raise ValueError("Cannot evaluate losses with unspecified targets.") elif targets is None: targets = self.targets if coefficient_mode == "regular": multiplier = self.weight elif coefficient_mode == "sqrt": multiplier = jnp.sqrt(self.weight) elif coefficient_mode == "off": multiplier = 1.0 else: raise ValueError(f"Unrecognized coefficient_mode={coefficient_mode}.") return self._evaluate(targets) * multiplier @abc.abstractmethod def _evaluate(self, targets: Array) -> Array: """Evaluates the value of the loss, disregarding the weight.""" def grad_of_evaluate( self, targets: Array | None, coefficient_mode: str, ) -> tuple[Array, ...]: """Evaluates the gradient of the loss function w.r.t. its inputs. Args: targets: The targets at which to evaluate the loss. If this is ``None`` will use ``self.targets`` instead. coefficient_mode: The coefficient mode to use for evaluation. See ``self.evaluate`` for more details. Returns: The gradient of the loss function w.r.t. its inputs, at the provided targets. """ def evaluate_sum(inputs: Sequence[Array]) -> Array: """Evaluates the loss summed over all axis, including batch etc.""" instance = self.copy_with_different_inputs(inputs) return jnp.sum(instance.evaluate(targets, coefficient_mode)) return jax.grad(evaluate_sum)(self.parameter_dependants) def multiply_ggn( self, vector: Sequence[Array], ) -> tuple[Array, ...]: """Right-multiplies a vector by the GGN of the loss function. Args: vector: The vector to multiply. Must have the same shape(s) as ``self.inputs``. Returns: The vector right-multiplied by the GGN. Will have the same shape(s) as ``self.inputs``. """ return utils.scalar_mul(self.multiply_ggn_unweighted(vector), self.weight) @abc.abstractmethod def multiply_ggn_unweighted( self, vector: Sequence[Array], ) -> tuple[Array, ...]: """Unweighted version of :func:`~LossFunction.multiply_ggn`.""" def multiply_ggn_factor( self, vector: Array, ) -> tuple[Array, ...]: """Right-multiplies a vector by a factor B of the GGN. Note that B can be any matrix satisfying ``B * B^T = G`` where ``G`` is the GGN, but will agree with the one used in the other methods of this class. Args: vector: The vector to multiply. Must be of the shape(s) given by 'self.ggn_factor_inner_shape'. Returns: The vector right-multiplied by B. Will be of the same shape(s) as ``self.inputs``. """ return utils.scalar_mul( self.multiply_ggn_factor_unweighted(vector), jnp.sqrt(self.weight)) @abc.abstractmethod def multiply_ggn_factor_unweighted( self, vector: Array ) -> tuple[Array, ...]: """Unweighted version of :func:`~LossFunction.multiply_ggn_factor`.""" def multiply_ggn_factor_transpose( self, vector: Sequence[Array], ) -> Array: """Right-multiplies a vector by the transpose of a factor B of the GGN. Note that B can be any matrix satisfying ``B * B^T = G`` where G is the GGN, but will agree with the one used in the other methods of this class. Args: vector: The vector to multiply. Must have the same shape(s) as ``self.inputs``. Returns: The vector right-multiplied by B^T. Will be of the shape(s) given by ``self.ggn_factor_inner_shape``. """ return utils.scalar_mul( self.multiply_ggn_factor_transpose_unweighted(vector), jnp.sqrt(self.weight)) @abc.abstractmethod def multiply_ggn_factor_transpose_unweighted( self, vector: Sequence[Array], ) -> Array: """Unweighted version of :func:`~LossFunction.multiply_ggn_factor_transpose`.""" def multiply_ggn_factor_replicated_one_hot( self, index: tuple[int, ...], ) -> tuple[Array, ...]: """Right-multiplies a replicated-one-hot vector by a factor B of the GGN. A replicated-one-hot vector means a tensor which, for each slice along the batch dimension (assumed to be dimension 0), is 1.0 in the entry corresponding to the given index and 0 elsewhere. Note that B can be any matrix satisfying ``B * B^T = G`` where G is the GGN, but will agree with the one used in the other methods of this class. The reason that we have this special method and don't just use multiply_ggn_factor is that we can be more efficient by using knowledge of the zero-entries in the replicated-one-hot vector. Args: index: A tuple representing in the index of the entry in each slice that is 1.0 (excluding the batch dimension). Note that len(index) must be equal to the number of elements of the ``ggn_factor_inner_shape`` tensor minus one. Returns: The vector right-multiplied by B^T. Will be of the same shape(s) as the ``inputs`` property. """ return utils.scalar_mul( self.multiply_ggn_factor_replicated_one_hot_unweighted(index), jnp.sqrt(self.weight)) @abc.abstractmethod def multiply_ggn_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array, ...]: """Unweighted version of :func:`~LossFunction.multiply_ggn_factor_replicated_one_hot`.""" @property @abc.abstractmethod def ggn_factor_inner_shape(self) -> Shape: """The shape of the array returned by `self.multiply_ggn_factor`.""" class NegativeLogProbLoss(LossFunction): """Base class for loss functions that represent negative log-probability.""" @property def parameter_dependants(self) -> tuple[Array, ...]: return self.params @property @abc.abstractmethod def params(self) -> tuple[Array, ...]: """Parameters to the underlying distribution.""" def multiply_fisher( self, vector: Sequence[Array], ) -> tuple[Array, ...]: """Right-multiplies a vector by the Fisher. Args: vector: The vector to multiply. Must have the same shape(s) as ``self.inputs``. Returns: The vector right-multiplied by the Fisher. Will have of the same shape(s) as ``self.inputs``. """ return utils.scalar_mul( self.multiply_fisher_unweighted(vector), self.weight) @abc.abstractmethod def multiply_fisher_unweighted( self, vector: Sequence[Array], ) -> tuple[Array, ...]: """Unweighted version of :func:`~LossFunction.multiply_fisher`.""" def multiply_fisher_factor( self, vector: Array, ) -> tuple[Array, ...]: """Right-multiplies a vector by a factor B of the Fisher. Note that B can be any matrix satisfying ``B * B^T = F`` where F is the Fisher, but will agree with the one used in the other methods of this class. Args: vector: The vector to multiply. Must have the same shape(s) as ``self.fisher_factor_inner_shape``. Returns: The vector right-multiplied by B. Will have the same shape(s) as ``self.inputs``. """ return utils.scalar_mul( self.multiply_fisher_factor_unweighted(vector), jnp.sqrt(self.weight)) @abc.abstractmethod def multiply_fisher_factor_unweighted( self, vector: Array, ) -> tuple[Array, ...]: """Unweighted version of :func:`~LossFunction.multiply_fisher_factor`.""" def multiply_fisher_factor_transpose( self, vector: Sequence[Array], ) -> Array: """Right-multiplies a vector by the transpose of a factor B of the Fisher. Note that B can be any matrix satisfying ``B * B^T = F`` where F is the Fisher, but will agree with the one used in the other methods of this class. Args: vector: The vector to multiply. Must have the same shape(s) as ``self.inputs``. Returns: The vector right-multiplied by B^T. Will have the shape given by ``self.fisher_factor_inner_shape``. """ return utils.scalar_mul( self.multiply_fisher_factor_transpose_unweighted(vector), jnp.sqrt(self.weight)) @abc.abstractmethod def multiply_fisher_factor_transpose_unweighted( self, vector: Sequence[Array], ) -> Array: """Unweighted version of :func:`~LossFunction.multiply_fisher_factor_transpose`.""" def multiply_fisher_factor_replicated_one_hot( self, index: tuple[int, ...], ) -> tuple[Array, ...]: """Right-multiplies a replicated-one-hot vector by a factor B of the Fisher. A replicated-one-hot vector means a tensor which, for each slice along the batch dimension (assumed to be dimension 0), is 1.0 in the entry corresponding to the given index and 0 elsewhere. Note that B can be any matrix satisfying ``B * B^T = F`` where F is the Fisher, but will agree with the one used in the other methods of this class. The reason that we have this special method and don't just use multiply_fisher_factor is that we can be more efficient by using knowledge of the zero-entries in the replicated-one-hot vector. Args: index: A tuple representing in the index of the entry in each slice that is 1.0 (excluding the batch dimension). Note that len(index) must be equal to the number of elements of the ``fisher_factor_inner_shape`` tensor minus one. Returns: The vector right-multiplied by B. Will have the same shape(s) as ``self.inputs``. """ return utils.scalar_mul( self.multiply_fisher_factor_replicated_one_hot_unweighted(index), jnp.sqrt(self.weight)) @abc.abstractmethod def multiply_fisher_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array, ...]: """Unweighted version of :func:`~LossFunction.multiply_fisher_factor_replicated_one_hot`.""" @property @abc.abstractmethod def fisher_factor_inner_shape(self) -> Shape: """The shape of the array returned by :func:`~LossFunction.multiply_fisher_factor`.""" @abc.abstractmethod def sample(self, rng: PRNGKey) -> Array: """Sample ``targets`` from the underlying distribution.""" def grad_of_evaluate_on_sample( self, rng: Array, coefficient_mode: str, ) -> tuple[Array, ...]: """Evaluates the gradient of the log probability on a random sample. Args: rng: Jax PRNG key for sampling. coefficient_mode: The coefficient mode to use for evaluation. Returns: The gradient of the log probability of targets sampled from the distribution. """ return self.grad_of_evaluate(self.sample(rng), coefficient_mode) class NaturalParamsNegativeLogProbLoss(NegativeLogProbLoss, abc.ABC): """Negative log-probability loss, whose inputs are natural parameters. We will take the GGN of the loss to be the Fisher associated with the distribution, which also happens to be equal to the Hessian for this class of loss functions. See https://arxiv.org/abs/1412.1193 for details. Natural parameters are defined for exponential-family models. See for example `wikipedia `__. """ def multiply_ggn_unweighted( self, vector: Sequence[Array], ) -> tuple[Array, ...]: return self.multiply_fisher_unweighted(vector) def multiply_ggn_factor_unweighted( self, vector: Array, ) -> tuple[Array, ...]: return self.multiply_fisher_factor_unweighted(vector) def multiply_ggn_factor_transpose_unweighted( self, vector: Sequence[Array], ) -> Array: return self.multiply_fisher_factor_transpose_unweighted(vector) def multiply_ggn_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array, ...]: return self.multiply_fisher_factor_replicated_one_hot_unweighted(index) @property def ggn_factor_inner_shape(self) -> Shape: return self.fisher_factor_inner_shape class DistributionNegativeLogProbLoss(NegativeLogProbLoss): """Negative log-probability loss that uses a Distrax distribution.""" @property @abc.abstractmethod def dist(self) -> distrax.Distribution: """The underlying Distrax distribution.""" def _evaluate(self, targets: Array) -> Array: # keeps leading dims intact return -self.dist.log_prob(targets) # pytype: disable=bad-return-type def sample(self, rng: PRNGKey) -> Array: return self.dist.sample(seed=rng) # pytype: disable=bad-return-type @jax.tree_util.register_pytree_node_class class NormalMeanNegativeLogProbLoss(DistributionNegativeLogProbLoss, NaturalParamsNegativeLogProbLoss): """Loss log prob loss for a normal distribution parameterized by a mean vector. Note that the covariance is treated as the identity divided by 2. Also note that the Fisher for such a normal distribution with respect the mean parameter is given by: F = (1 / variance) * I """ def __init__( self, mean: Array, targets: Array | None = None, variance: Numeric = 0.5, weight: Numeric = 1.0, normalize_log_prob: bool = True, ): """Initializes the loss instance. Args: mean: The mean of the normal distribution. targets: Optional targets to use for evaluation. variance: The scalar variance of the normal distribution. weight: The weight of the loss. normalize_log_prob: Whether the log prob should include the standard normalization constant for Gaussians (which is additive and depends on the variance). """ if not isinstance(variance, (int, float)) and type(variance) is not object: # pylint: disable=unidiomatic-typecheck if not isinstance(variance, Array) or variance.size > 1: raise ValueError("`variance` must be either a python scalar or a " "scalar array.") self._mean = mean self._targets = targets self._variance = variance self._normalize_log_prob = normalize_log_prob super().__init__(weight=weight) @property def mean(self) -> Array: return self._mean @property def variance(self) -> Numeric: return self._variance @property def targets(self) -> Array | None: return self._targets @property def normalize_log_prob(self) -> bool: return self._normalize_log_prob @property def parameter_independants(self) -> tuple[Numeric | None, ...]: return self._targets, self._variance, self._weight @property def dist(self) -> distrax.MultivariateNormalDiag: scale_diag = jnp.full_like(self.mean, jnp.sqrt(self.variance)) return distrax.MultivariateNormalDiag(loc=self.mean, scale_diag=scale_diag) @property def params(self) -> tuple[Array]: return (self.mean,) @property def fisher_factor_inner_shape(self) -> Shape: return self._mean.shape def _evaluate(self, targets: Array) -> Array: if self.normalize_log_prob: return super()._evaluate(targets) else: # keeps leading dims intact return 0.5 * jnp.sum(jnp.square( self.mean - targets), axis=range(1, targets.ndim)) / self.variance def multiply_fisher_unweighted( self, vector: Sequence[Array] ) -> tuple[Array]: return (vector[0] / self.variance,) def multiply_fisher_factor_unweighted( self, vector: Array, ) -> tuple[Array]: return (vector / jnp.sqrt(self.variance),) def multiply_fisher_factor_transpose_unweighted( self, vector: Sequence[Array], ) -> Array: # it's symmetric return self.multiply_fisher_factor_unweighted(vector[0])[0] def multiply_fisher_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array]: ones_slice = jnp.ones([self.mean.shape[0]] + [1] * (self.mean.ndim - 1)) output_slice = ones_slice / jnp.sqrt(self.variance) return (insert_slice_in_zeros(output_slice, self.mean.shape, (0,) + index),) # TODO(jamesmartens): This class was copied from the TF K-FAC codebase and is # untested with probable bugs. Test it? @jax.tree_util.register_pytree_node_class class NormalMeanVarianceNegativeLogProbLoss(DistributionNegativeLogProbLoss): """Negative log prob loss for a normal distribution with mean and variance. This class parameterizes a multivariate normal distribution with n independent dimensions. Unlike :class:`~NormalMeanNegativeLogProbLoss`, this class does not assume the variance is held constant. The Fisher Information for n = 1 is given by: F = [[1 / variance, 0], [ 0, 0.5 / variance^2]] where the parameters of the distribution are concatenated into a single vector as ``[mean, variance]``. For n > 1, the mean parameter vector is concatenated with the variance parameter vector. For further details checkout the Wikipedia `page `__. """ def __init__( self, mean: Array, variance: Array, targets: Array | None = None, weight: Numeric = 1.0, ): """Initializes the loss instance. Args: mean: The mean of the normal distribution. variance: The variance of the normal distribution. targets: Optional targets to use for evaluation. weight: The weight of the loss. """ if mean.ndim != 2: raise ValueError("Only 2D mean array is supported.") if variance.ndim != 2: raise ValueError("Only 2D variance array is supported.") self._mean = mean self._variance = variance self._targets = targets super().__init__(weight=weight) @property def targets(self) -> Array | None: return self._targets @property def parameter_independants(self) -> tuple[Numeric | None, ...]: return self._targets, self._weight @property def dist(self) -> distrax.MultivariateNormalDiag: return distrax.MultivariateNormalDiag( loc=self._mean, scale_diag=jnp.sqrt(self._variance)) @property def params(self) -> tuple[Array, Array]: return self._mean, self._variance @property def _fisher_mean(self) -> Array: """The Fisher w.r.t. to the mean parameters.""" return 1. / self._variance @property def _fisher_mean_factor(self) -> Array: """The Fisher factor w.r.t. to the mean parameters.""" return jnp.sqrt(self._fisher_mean) @property def _fisher_var(self) -> Array: """The Fisher w.r.t. to the variance parameters.""" return 1. / (2 * jnp.square(self._variance)) @property def _fisher_var_factor(self) -> Array: """The Fisher factor w.r.t. to the variance parameters.""" return 1. / (jnp.sqrt(2.) * self._variance) def multiply_fisher_unweighted( self, vector: Sequence[Array], ) -> tuple[Array, Array]: mean_vec, var_vec = vector return self._fisher_mean * mean_vec, self._fisher_var * var_vec def multiply_fisher_factor_unweighted( self, vector: Array, ) -> tuple[Array, Array]: mean_vec, var_vec = jnp.split(vector, 2, axis=-1) result_mean_vec = self._fisher_mean_factor * mean_vec result_var_vec = self._fisher_var_factor * var_vec return result_mean_vec, result_var_vec def multiply_fisher_factor_transpose_unweighted( self, vector: Sequence[Array], ) -> Array: mean_vec, var_vec = vector result_mean_vec = self._fisher_mean_factor * mean_vec result_var_vec = self._fisher_var_factor * var_vec return jnp.concatenate([result_mean_vec, result_var_vec], axis=-1) def multiply_fisher_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array, Array]: [index] = index if index < int(self._mean.shape[-1]): # Index corresponds to mean parameter. mean_slice = self._fisher_mean_factor[:, index][..., None] mean_output = insert_slice_in_zeros( mean_slice, self._mean.shape, [0, index]) var_output = jnp.zeros_like(mean_output) else: index -= int(self._mean.shape[-1]) # Index corresponds to variance parameter. var_slice = self._fisher_var_factor[:, index][..., None] var_output = insert_slice_in_zeros( var_slice, self._variance.shape, [0, index]) mean_output = jnp.zeros_like(var_output) return mean_output, var_output @property def fisher_factor_inner_shape(self) -> Shape: return self._mean.shape[:-1] + (self._mean.shape[-1] * 2,) def multiply_ggn_unweighted( self, vector: Sequence[Array], ) -> tuple[Array, ...]: raise NotImplementedError() def multiply_ggn_factor_unweighted( self, vector: Array ) -> tuple[Array, ...]: raise NotImplementedError() def multiply_ggn_factor_transpose_unweighted( self, vector: Sequence[Array], ) -> Array: raise NotImplementedError() def multiply_ggn_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array, ...]: raise NotImplementedError() @property def ggn_factor_inner_shape(self) -> Shape: raise NotImplementedError() @jax.tree_util.register_pytree_node_class class MultiBernoulliNegativeLogProbLoss(DistributionNegativeLogProbLoss, NaturalParamsNegativeLogProbLoss): """Negative log prob loss for multiple Bernoulli distributions parametrized by logits. Represents N independent Bernoulli distributions where N = len(logits). Its Fisher Information matrix is given by ``F = diag(p * (1-p))``, where ``p = sigmoid(logits)``. As F is diagonal with positive entries, its factor B is ``B = diag(sqrt(p * (1-p)))``. """ def __init__( self, logits: Array, targets: Array | None = None, mask: Array | None = None, weight: Numeric = 1.0, ): """Initializes the loss instance. Args: logits: The logits of the Bernoulli distribution. targets: Optional targets to use for evaluation. mask: Optional mask to apply to losses. Should be 0/1-valued and of shape ``logits.shape``. The tensors returned by ``evaluate`` and ``grad_of_evaluate``, as well as the various matrix vector products, will be multiplied by mask. weight: The weight of the loss. """ if (mask is not None and type(mask) is not object and # pylint: disable=unidiomatic-typecheck mask.shape != logits.shape): raise ValueError("If provided, mask.shape must be equal to " "logits.shape.") self._logits = logits self._targets = targets self._mask = mask super().__init__(weight=weight) @property def targets(self) -> Array | None: return self._targets @property def mask(self) -> Array | None: return self._mask @property def parameter_independants(self) -> tuple[Numeric | None, ...]: return self._targets, self._mask, self._weight @property def dist(self) -> distrax.Bernoulli: return distrax.Bernoulli(logits=self._logits, dtype=jnp.int32) def _evaluate(self, targets: Array) -> Array: evl = super()._evaluate(targets) if self.mask is not None: return evl * self.mask else: return evl @property def _probs(self) -> Array: """The probabilities of the underlying Bernoulli distribution.""" if self.mask is not None: return self.dist.probs * self.mask else: return self.dist.probs # pytype: disable=bad-return-type @property def params(self) -> tuple[Array]: return (self._logits,) @property def fisher_factor_inner_shape(self) -> Shape: return self._logits.shape def multiply_fisher_unweighted( self, vector: Sequence[Array] ) -> tuple[Array]: return (self._probs * (1 - self._probs) * vector[0],) def multiply_fisher_factor_unweighted( self, vector: Array ) -> tuple[Array]: return (utils.stable_sqrt(self._probs * (1 - self._probs)) * vector,) def multiply_fisher_factor_transpose_unweighted( self, vector: Sequence[Array] ) -> Array: # it's symmetric in this case return self.multiply_fisher_factor_unweighted(vector[0])[0] def multiply_fisher_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array]: probs_slice = jnp.expand_dims(self._probs[(slice(None),) + index], axis=range(1, len(self._probs.shape))) output_slice = utils.stable_sqrt(probs_slice * (1 - probs_slice)) return (insert_slice_in_zeros(output_slice, self._logits.shape, (0,) + index),) @jax.tree_util.register_pytree_node_class class CategoricalLogitsNegativeLogProbLoss(DistributionNegativeLogProbLoss, NaturalParamsNegativeLogProbLoss): """Negative log prob loss for a categorical distribution parameterized by logits. Note that the Fisher (for a single case) of a categorical distribution, with respect to the natural parameters (i.e. the logits), is given by ``F = diag(p) - p*p^T``, where ``p = softmax(logits)``. F can be factorized as ``F = B * B^T``, where ``B = diag(q) - p*q^T`` and ``q`` is the entry-wise square root of ``p``. This is easy to verify using the fact that ``q^T*q = 1`` . """ def __init__( self, logits: Array, targets: Array | None = None, mask: Array | None = None, weight: Numeric = 1.0, ): """Initializes the loss instance. Args: logits: The logits of the Categorical distribution. targets: Optional targets to use for evaluation, which specify an integer index of the correct class. Must be of shape ``logits.shape[:-1]``. mask: Optional mask to apply to losses over the batch. Should be 0/1-valued and of shape ``logits.shape[:-1]``. The tensors returned by ``evaluate`` and ``grad_of_evaluate``, as well as the various matrix vector products, will be multiplied by mask (with broadcasting to later dimensions). weight: The weight of the loss. """ if (mask is not None and type(mask) is not object and # pylint: disable=unidiomatic-typecheck mask.shape != logits.shape[:-1]): raise ValueError("If provided, mask.shape must be equal to " "logits.shape[:-1].") self._logits = logits self._targets = targets self._mask = mask super().__init__(weight=weight) @property def targets(self) -> Array | None: return self._targets @property def mask(self) -> Array | None: return self._mask @property def parameter_independants(self) -> tuple[Numeric | None, ...]: return self._targets, self._mask, self._weight @property def dist(self) -> distrax.Categorical: return distrax.Categorical(logits=self._logits, dtype=jnp.int32) def _evaluate(self, targets: Array) -> Array: evl = super()._evaluate(targets) if self.mask is not None: return evl * self.mask else: return evl @property def _probs(self) -> Array: """The probabilities of the underlying Categorical distribution.""" if self.mask is not None: return self.dist.probs * self.mask[..., None] else: return self.dist.probs @property def _sqrt_probs(self) -> Array: """The square root of ``self.probs``.""" if self.mask is not None: return utils.stable_sqrt(self.dist.probs) * self.mask[..., None] else: return utils.stable_sqrt(self.dist.probs) @property def params(self) -> tuple[Array]: return (self._logits,) @property def fisher_factor_inner_shape(self) -> Shape: return self._logits.shape def multiply_fisher_unweighted( self, vector: Sequence[Array] ) -> tuple[Array]: assert len(vector) == 1 probs = self._probs fisher_product = vector[0] * probs - probs * jnp.sum( vector[0] * probs, axis=-1, keepdims=True) return (fisher_product,) def multiply_fisher_factor_unweighted( self, vector: Array ) -> tuple[Array]: probs = self._probs sqrt_probs = self._sqrt_probs return (sqrt_probs * vector - probs * jnp.sum( sqrt_probs * vector, axis=-1, keepdims=True),) def multiply_fisher_factor_transpose_unweighted( self, vector: Sequence[Array] ) -> Array: assert len(vector) == 1 probs = self._probs sqrt_probs = self._sqrt_probs return sqrt_probs * vector[0] - sqrt_probs * jnp.sum( probs * vector[0], axis=-1, keepdims=True) def multiply_fisher_factor_replicated_one_hot_unweighted( self, index: tuple[int, ...], ) -> tuple[Array]: probs = self._probs sqrt_probs_slice = jnp.expand_dims(self._sqrt_probs[(slice(None),) + index], axis=range(1, len(probs.shape))) padded_slice = insert_slice_in_zeros( sqrt_probs_slice, probs.shape, (0,) + index) return (padded_slice - probs * sqrt_probs_slice,) @jax.tree_util.register_pytree_node_class class OneHotCategoricalLogitsNegativeLogProbLoss( CategoricalLogitsNegativeLogProbLoss): """Neg log prob loss for a categorical distribution with one-hot targets. Identical to CategoricalLogitsNegativeLogProbLoss except that the underlying distribution is OneHotCategorical as opposed to Categorical. ``targets`` is vector-encoded instead of integer-encoded, and must have the same shape as ``logits``. """ @property def dist(self) -> distrax.OneHotCategorical: return distrax.OneHotCategorical(logits=self._logits, dtype=jnp.int32) def insert_slice_in_zeros( slice_to_insert: Array, zeros_shape: Sequence[int], position: Sequence[int], ) -> Array: """Inserts slice into a larger array of zeros. Forms a new array of shape ``zeros_shape``, which is zeros everywhere except for the slice given by the ``position`` argument. We assume that slice_to_insert.shape and zeros_shape are the same length, and with ``slice_to_insert.shape[i] == zeros_shape[i]`` or ``1`` for all ``i``. For ``i`` where slice_to_insert.shape[i] == 1, ``position[i]`` must be ``0``. Args: slice_to_insert: The slice to insert. zeros_shape: The shape of the new array. position: The position of ``slice_to_insert`` in the new tensor. Returns: The new array. Raises: ValueError: If the slice's shape at the given dim is not 1. """ assert slice_to_insert.ndim == len(zeros_shape) assert slice_to_insert.ndim == len(position) pad_width = [] for i in range(slice_to_insert.ndim): if slice_to_insert.shape[i] == 1: pad_width.append((position[i], zeros_shape[i] - position[i] - 1)) else: assert slice_to_insert.shape[i] == zeros_shape[i] assert position[i] == 0 pad_width.append((0, 0)) return jnp.pad(slice_to_insert, pad_width) def register_normal_predictive_distribution( mean: Array, targets: Array | None = None, variance: float = 0.5, weight: Numeric = 1.0, normalize_log_prob: bool = True, ) -> None: """Registers a normal predictive distribution. This corresponds to a squared error loss of the form ``weight/(2*var) * jnp.sum((targets - mean)**2) / batch_size``. NOTE: this function assumes you are *not* averaging over non-batch dimensions when computing the loss. e.g. if dimension 0 were the batch dimension, this corresponds to ``jnp.mean(jnp.sum((target - prediction)**2, axis=range(1,target.ndims)), axis=0)`` and not ``jnp.mean((target - prediction)**2)``. If your loss is of the latter form you can compensate for it by passing the appropriate value to ``weight``. Args: mean: An ND array defining the mean vector of the distribution. The first dimension will usually be the batch size, but doesn't need to be (unless using ``estimation_mode='fisher_exact'`` or ``estimation_mode='ggn_exact'`` in the optimizer/estimator). targets: (OPTIONAL) The targets for the loss function. Must have the same shape as ``mean``. Only required if using ``estimation_mode='fisher_empirical'`` in the optimizer/estimator. (Default: None) variance: The variance of the distribution. Must be a constant scalar, independent of the network's parameters. Note that the default value of 0.5 corresponds to a standard squared error loss ``weight * jnp.sum((target - prediction)**2)``. If you want your squared error loss to be of the form ``0.5*coeff*jnp.sum((target - prediction)**2)`` you should use variance=1.0. (Default: 0.5) weight: A constant scalar coefficient that the log prob loss associated with this distribution is multiplied by. In general this is NOT equivalent to changing the temperature of the distribution, but in the case of normal distributions it may be. Note that this must be constant and independent of the network's parameters. (Default: 1.0) normalize_log_prob: Whether the negative log prob loss associated to this this distribution should include the additive normalization constant (which is constant and depends on ``variance``) that makes it a true log prob, and not just a squared error loss. Note that this has no effect on the behavior of optimizer with the exception of in niche situations where the loss value is computed from the registrations. e.g., when ``include_registered_loss_in_stats=True`` is used. (Default: True) """ args, args_names = filter_none( mean=mean, targets=targets, variance=variance, weight=weight, normalize_log_prob=normalize_log_prob, ) tags.loss_tag.bind( *args, meta=tags.LossMetaData( loss_class=NormalMeanNegativeLogProbLoss, parameter_dependants=args_names[:1], parameter_independants=args_names[1:], argument_names=tuple(args_names), ) ) def register_squared_error_loss( prediction: Array, targets: Array | None = None, weight: Numeric = 1.0, ) -> None: """Registers a squared error loss function. This assumes a squared error loss of the form ``weight * jnp.sum((targets - prediction)**2) / batch_size``. If your loss uses a coefficient of 0.5 you need to set the ``weight`` argument to reflect this. NOTE: this function assumes you are *not* averaging over non-batch dimensions when computing the loss. e.g. if dimension 0 were the batch dimension, this corresponds to ``jnp.mean(jnp.sum((target - prediction)**2, axis=range(1, target.ndims)), axis=0)`` and not ``jnp.mean((target - prediction)**2)`` If your loss is of the latter form you can compensate for it by passing the appropriate value to ``weight``. NOTE: even though ``prediction`` and ``targets`` are interchangeable in the definition of the squared error loss, they are not interchangeable in this function. ``prediction`` must be the output of your parameterized function (e.g. neural network), and ``targets`` must not depend on the parameters. Mixing the two up could lead to a silent failure of the curvature estimation. Args: prediction: The prediction made by the network (i.e. its output) as an ND array of floats. The first dimension will usually be the batch size, but doesn't need to be (unless using ``estimation_mode='fisher_exact'`` or ``estimation_mode='ggn_exact'`` in the optimizer/estimator). targets: (OPTIONAL) The targets for the loss function. Must have the same shape as ``prediction``. Only required if using ``estimation_mode='fisher_empirical'`` in the optimizer/estimator. (Default: None) weight: The constant scalar coefficient which this loss is multiplied by. Note that this must be constant and independent of the network's parameters. (Default: 1.0) """ register_normal_predictive_distribution( mean=prediction, targets=targets, variance=0.5, weight=weight, normalize_log_prob=False, ) def register_multi_bernoulli_predictive_distribution( logits: Array, targets: Array | None = None, mask: Array | None = None, weight: Numeric = 1.0, ) -> None: """Registers a multi-Bernoulli predictive distribution. This corresponds to a sigmoid cross-entropy loss of the form ``weight * jnp.sum(sigmoid_cross_entropy(logits, targets)) / batch_size``. NOTE: this function assumes you are *not* averaging over non-batch dimensions when computing the loss. e.g. if dimension 0 were the batch dimension, this corresponds to ``jnp.mean(jnp.sum(sigmoid_cross_entropy(logits, targets), axis=range(1, target.ndims)), axis=0)`` and not ``jnp.mean(sigmoid_cross_entropy(logits, targets))`` If your loss is of the latter form you can compensate for it by passing the appropriate value to ``weight``. NOTE: this is distinct from :func:`~register_categorical_predictive_distribution` and should not be confused with it. Args: logits: The logits of the distribution (i.e. its parameters) as a ND array of floats. The first dimension will usually be the batch size, but doesn't need to be (unless using ``estimation_mode='fisher_exact'`` or ``estimation_mode='ggn_exact'`` in the optimizer/estimator). targets: (OPTIONAL) The targets for the loss function. Must be of the same shape as ``logits``. Only required if using ``estimation_mode='fisher_empirical'`` in the optimizer/estimator. (Default: None) mask: (OPTIONAL) Mask to apply to log probabilities generated by the distribution. Should be 0/1-valued and of shape ``logits.shape``. Log probabilities corresponding to mask values of 0 will be treated as constant and equal to 0. (Default: None) weight: The constant scalar coefficient that the log prob loss associated with this distribution is multiplied by. This is NOT equivalent to changing the temperature of the distribution since we don't renormalize the log prob in the objective function. Note that this must be constant and independent of the network's parameters. (Default: 1.0) """ args, args_names = filter_none( logits=logits, targets=targets, mask=mask, weight=weight, ) tags.loss_tag.bind( *args, meta=tags.LossMetaData( loss_class=MultiBernoulliNegativeLogProbLoss, parameter_dependants=args_names[:1], parameter_independants=args_names[1:], argument_names=tuple(args_names), ) ) def register_sigmoid_cross_entropy_loss( logits: Array, targets: Array | None = None, mask: Array | None = None, weight: Numeric = 1.0, ) -> None: """Registers a sigmoid cross-entropy loss function. This assumes a sigmoid cross-entropy loss of the form ``weight * jnp.sum(sigmoid_cross_entropy(logits, targets)) / batch_size``. NOTE: this function assumes you are *not* averaging over non-batch dimensions when computing the loss. e.g. if dimension 0 were the batch dimension, this corresponds to ``jnp.mean(jnp.sum(sigmoid_cross_entropy(logits, targets), axis=range(1, target.ndims)), axis=0)`` and not ``jnp.mean(sigmoid_cross_entropy(logits, targets))`` If your loss is of the latter form you can compensate for this by passing the appropriate value to ``weight``. NOTE: this function is distinct from :func:`~register_softmax_cross_entropy_loss` and should not be confused with it. It is similar to :func:`~register_multi_bernoulli_predictive_distribution` but without the explicit probabilistic interpretation. It behaves identically for now. Args: logits: The input logits of the loss as a ND array of floats. The first dimension will usually be the batch size, but doesn't need to be (unless using ``estimation_mode='fisher_exact'`` or ``estimation_mode='ggn_exact'`` in the optimizer/estimator). targets: (OPTIONAL) The targets for the loss function. Must be of the same shape as ``logits``. Only required if using ``estimation_mode='fisher_empirical'`` in the optimizer/estimator. (Default: None) mask: (OPTIONAL) Mask to apply to losses. Should be 0/1-valued and of shape ``logits.shape``. Losses corresponding to mask values of 0 will be treated as constant and equal to 0. (Default: None) weight: The constant scalar coefficient which this loss is multiplied by. Note that this must be constant and independent of the network's parameters. (Default: 1.0) """ register_multi_bernoulli_predictive_distribution( logits=logits, targets=targets, mask=mask, weight=weight, ) def register_categorical_predictive_distribution( logits: Array, targets: Array | None = None, mask: Array | None = None, weight: Numeric = 1.0, ) -> None: """Registers a categorical predictive distribution. This corresponds to a softmax cross-entropy loss of the form ``weight * jnp.sum(softmax_cross_entropy(logits, targets)) / batch_size``, or in other words, the negative log probability of the distribution, multiplied by ``weight``. NOTE: this is distinct from :func:`~register_multi_bernoulli_predictive_distribution` and should not be confused with it. Args: logits: The logits of the distribution (i.e. its parameters) as an ND array of floats. The first dimension will usually be the batch size, but doesn't need to be (unless using ``estimation_mode='fisher_exact'`` or ``estimation_mode='ggn_exact'`` in the optimizer/estimator). The final dimension is the one over which the softmax is computed. targets: (OPTIONAL) The values at which the log probability of this distribution is evaluated (to give the loss). Must be a (N-1)D array of integers with shape ``logits.shape[:-1]`` for integer-encoded targets, or ``logits.shape`` for vector-encoded targets. Only required if using ``estimation_mode='fisher_empirical'`` in the optimizer/estimator. (Default: None) mask: (OPTIONAL) Mask to apply to log probabilities generated by the distribution. Should be 0/1-valued and of shape ``logits.shape[:-1]``. Log probabilities corresponding to mask values of 0 will be treated as constant and equal to 0. (Default: None) weight: The constant scalar coefficient that the log prob loss associated with this distribution is multiplied by. This is NOT equivalent to changing the temperature of the distribution since we don't renormalize the log prob in the objective function. Note that this must be constant and independent of the network's parameters. (Default: 1.0) """ if targets is not None: if targets.ndim == logits.ndim: loss_class = OneHotCategoricalLogitsNegativeLogProbLoss elif targets.ndim == logits.ndim - 1: loss_class = CategoricalLogitsNegativeLogProbLoss else: raise ValueError(f"The logits ndim is {logits.ndim} and the targets ndim " f"must be either equal or one less than it, but is " f"{targets.ndim}.") else: loss_class = CategoricalLogitsNegativeLogProbLoss args, args_names = filter_none( logits=logits, targets=targets, mask=mask, weight=weight, ) tags.loss_tag.bind( *args, meta=tags.LossMetaData( loss_class=loss_class, parameter_dependants=args_names[:1], parameter_independants=args_names[1:], argument_names=tuple(args_names), ), ) def register_softmax_cross_entropy_loss( logits: Array, targets: Array | None = None, mask: Array | None = None, weight: Numeric = 1.0, ) -> None: """Registers a softmax cross-entropy loss function. This assumes a softmax cross-entropy loss of the form ``weight * jnp.sum(softmax_cross_entropy(logits, targets)) / batch_size``. NOTE:this is distinct from :func:`~register_sigmoid_cross_entropy_loss` and should not be confused with it. It is similar to :func:`~register_categorical_predictive_distribution` but without the explicit probabilistic interpretation. It behaves identically for now. Args: logits: The input logits of the loss as an ND array of floats. The first dimension will usually be the batch size, but doesn't need to be (unless using ``estimation_mode='fisher_exact'`` or ``estimation_mode='ggn_exact'`` in the optimizer/estimator). The final dimension is the one over which the softmax is computed. targets: (OPTIONAL) The targets for the loss function. Must be a (N-1)D array of integers with shape ``logits.shape[:-1]`` for integer-encoded targets, or ``logits.shape`` for vector-encoded targets. Only required if using ``estimation_mode='fisher_empirical'`` in the optimizer/estimator. (Default: None) mask: (OPTIONAL) Mask to apply to losses. Should be 0/1-valued and of shape ``logits.shape[:-1]``. Losses corresponding to mask values of 0 will be treated as constant and equal to 0. (Default: None) weight: The constant scalar coefficient which this loss is multiplied by. Note that this must be constant and independent of the network's parameters. (Default: 1.0) """ register_categorical_predictive_distribution( logits=logits, targets=targets, mask=mask, weight=weight, )