How to compute product between two sets of features in pytorch using a single loop?
I wan to compute the product between two sets of feature matrices X and Y 
of dimensions (H,W,12) each:

Inefficiently I would do:

H = []
for i in range(12):
    for j in range(12):
        h = X[:,:,i]*Y[:,:,j]
        H.append(h)


which will output H of dimension (H,W,144) 

How can this be done in pytorch without iterating in two loops?

I have tried used tensordot solutions but cant replicate the behavior.

I am not sure this is the most efficient, but you can do something like this (warning: ugly code ahead =]):

import torch

# I choose not to use random -- easier to verify, IMO
a = torch.Tensor([[[1,2],[3,4],[5,6]],[[1,2],[3,4],[5,6]]])
b = torch.Tensor([[[1,2],[3,4],[5,6]],[[1,2],[3,4],[5,6]]])

c = torch.bmm(
    a.view(-1, a.size(-1), 1),
    b.view(-1, 1, b.size(-1))
).view(*(a.shape[:2]), -1)

print(c)

print(a.shape)
print(b.shape)
print(c.shape)


Output:

tensor([[[ 1.,  2.,  2.,  4.],
         [ 9., 12., 12., 16.],
         [25., 30., 30., 36.]],

        [[ 1.,  2.,  2.,  4.],
         [ 9., 12., 12., 16.],
         [25., 30., 30., 36.]]])

torch.Size([2, 3, 2])  # a
torch.Size([2, 3, 2])  # b
torch.Size([2, 3, 4])  # c


Basically, the outer product. Let me know if you need me to explain.



Timings

While using the torch.bmm, 16 out of 32 cores were being used. I used a GeForce RTX 2080 Ti to run the CUDA version (GPU usage was ~97% during execution). Note that the dimensions used on GPU timings are x10, otherwise it is just too fast.

Script:

import timeit

setup = '''
import torch
a = torch.randn(({H}, {W}, 12))
b = torch.randn(({H}, {W}, 12))
'''

setup_cuda = setup.replace("))", ")).to(torch.device('cuda'))")

bmm = '''
c = torch.bmm(
    a.view(-1, a.size(-1), 1),
    b.view(-1, 1, b.size(-1))
).view(*(a.shape[:2]), -1)
'''

loop = '''
c = []
for i in range(a.size(-1)):
    for j in range(b.size(-1)):
        c.append(a[:, :, i] * b[:, :, j])
c = torch.stack(c).permute(1, 2, 0)
'''

min_dim = 10
max_dim = 100
num_repeats = 10

print('BMM')
for d in range(min_dim, max_dim+1, 10):
    print(d, min(timeit.Timer(bmm, setup=setup.format(H=d, W=d)).repeat(num_repeats, 1000)))

print('LOOP')
for d in range(min_dim, max_dim+1, 10):
    print(d, min(timeit.Timer(loop, setup=setup.format(H=d, W=d)).repeat(num_repeats, 1000)))

print('BMM - CUDA')
for d in range(min_dim*10, (max_dim*10)+1, 100):
    print(d, min(timeit.Timer(bmm, setup=setup_cuda.format(H=d, W=d)).repeat(num_repeats, 1000)))


Output:

BMM
10 0.022082214010879397
20 0.034024904016405344
30 0.08957623899914324
40 0.1376199919031933
50 0.20248223491944373
60 0.2657837320584804
70 0.3533527449471876
80 0.42361779196653515
90 0.6103016039123759
100 0.7161333339754492

LOOP
10 1.7369094720343128
20 1.8517447559861466
30 1.9145489090587944
40 2.0530637570191175
50 2.2066439649788663
60 2.394576688995585
70 2.6210166650125757
80 2.9242434420157224
90 3.5709626079769805
100 5.413458575960249

BMM - CUDA
100 0.014253990724682808
200 0.015094103291630745
300 0.12792395427823067
400 0.307440347969532
500 0.541196970269084
600 0.8697826713323593
700 1.2538292426615953
800 1.6859236396849155
900 2.2016236428171396
1000 2.764942280948162

