Spaces:
Sleeping
Sleeping
File size: 92,857 Bytes
c61ccee |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240 2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262 2263 2264 2265 2266 2267 |
import collections
import functools
import warnings
from itertools import product
from typing import Callable, Dict, Iterable, List, Optional, Tuple, Union
import torch
import torch.testing
from torch._vmap_internals import _vmap, vmap
from torch.overrides import is_tensor_like
from torch.types import _TensorOrTensors
# Note: `get_*_jacobian` functions are added here even though we didn't intend to make them public
# since they have been exposed from before we added `__all__` and we already maintain BC for them
# We should eventually deprecate them and remove them from `__all__`
__all__ = [
"gradcheck",
"gradgradcheck",
"GradcheckError",
"get_numerical_jacobian",
"get_analytical_jacobian",
"get_numerical_jacobian_wrt_specific_input",
]
class GradcheckError(RuntimeError):
r"""Error raised by :func:`gradcheck` and :func:`gradgradcheck`."""
pass
def _is_sparse_compressed_tensor(obj: torch.Tensor):
return obj.layout in {
torch.sparse_csr,
torch.sparse_csc,
torch.sparse_bsr,
torch.sparse_bsc,
}
def _is_sparse_any_tensor(obj: torch.Tensor):
return _is_sparse_compressed_tensor(obj) or obj.layout is torch.sparse_coo
def _is_float_or_complex_tensor(obj):
return is_tensor_like(obj) and (obj.is_floating_point() or obj.is_complex())
def _allocate_jacobians_with_inputs(
input_tensors: Tuple, numel_output
) -> Tuple[torch.Tensor, ...]:
# Makes zero-filled tensors from inputs. If `numel_output` is not None, for
# each tensor in `input_tensors`, returns a new zero-filled tensor with height
# of `t.numel` and width of `numel_output`. Otherwise, for each tensor, returns
# a 1-d tensor with size `(t.numel,)`. Each new tensor will be strided and have
# the same dtype and device as those of the corresponding input.
out: List[torch.Tensor] = []
for t in input_tensors:
if _is_float_or_complex_tensor(t) and t.requires_grad:
out.append(t.new_zeros((t.numel(), numel_output), layout=torch.strided))
return tuple(out)
def _allocate_jacobians_with_outputs(
output_tensors: Tuple, numel_input, dtype=None, device=None
) -> Tuple[torch.Tensor, ...]:
# Makes zero-filled tensors from outputs. If `dim` is not None, for each tensor
# in `output_tensors`, returns a new zero-filled tensor with height of `dim` and
# width of `t.numel`. Otherwise, for each tensor, returns a 1-d tensor with size
# (t.numel,).
out: List[torch.Tensor] = []
options = {"dtype": dtype, "device": device, "layout": torch.strided}
for t in output_tensors:
if _is_float_or_complex_tensor(t):
out.append(t.new_zeros((numel_input, t.numel()), **options))
return tuple(out)
def _iter_tensors(
x: Union[torch.Tensor, Iterable[torch.Tensor]], only_requiring_grad: bool = False
) -> Iterable[torch.Tensor]:
if is_tensor_like(x):
# mypy doesn't narrow type of `x` to torch.Tensor
if x.requires_grad or not only_requiring_grad: # type: ignore[union-attr]
yield x # type: ignore[misc]
elif isinstance(x, collections.abc.Iterable) and not isinstance(x, str):
for elem in x:
yield from _iter_tensors(elem, only_requiring_grad)
def _densify(x):
# return a copy of sparse x with all unspecified elements
# "replaced" with zero-valued elements
if isinstance(x, (list, tuple)):
return type(x)(map(_densify, x))
elif not is_tensor_like(x) or x.layout in {torch.strided, torch._mkldnn}: # type: ignore[attr-defined] # no attr _mkldnn
return x
elif x.layout is torch.sparse_coo:
device = x.device
indices_dtype = x._indices().dtype
tmp = torch.ones(x.shape[: x.sparse_dim()], dtype=torch.int8, device=device)
indices = tmp.nonzero().t().to(dtype=indices_dtype)
values = torch.zeros(
(tmp.numel(), *x.shape[x.sparse_dim() :]), dtype=x.dtype, device=device
)
x_coalesced = x.detach().coalesce()
if x_coalesced.numel() > 0:
stride = tmp.stride()
flat_indices = (
x_coalesced.indices()
.mul(
torch.tensor(stride, dtype=indices_dtype, device=device).unsqueeze(
1
)
)
.sum(0)
)
values[flat_indices] = x_coalesced.values()
return (
torch.sparse_coo_tensor(indices, values, x.shape)
._coalesced_(True)
.requires_grad_(x.requires_grad)
)
elif _is_sparse_compressed_tensor(x):
blocksize = (
x.values().shape[1:3]
if x.layout in {torch.sparse_bsr, torch.sparse_bsc}
else None
)
compressed_indices = (
x.crow_indices()
if x.layout in {torch.sparse_csr, torch.sparse_bsr}
else x.ccol_indices()
)
# We'll use intermediate sparse COO for simplicity
r = _densify(x.detach().to_sparse(layout=torch.sparse_coo)).to_sparse(
layout=x.layout, blocksize=blocksize
)
# Check that all elements are specified also after `to_sparse` op:
dense_numel = r.values().numel() // max(1, r.values().shape[0])
batch_numel = compressed_indices.numel() // compressed_indices.shape[-1]
sparse_numel = r.numel() // max(1, dense_numel * batch_numel)
if sparse_numel != r._nnz():
raise AssertionError(
f"{x.layout} densify failed: expected nnz={sparse_numel} but got {r._nnz()}"
)
return r.requires_grad_(x.requires_grad)
elif _is_sparse_any_tensor(x):
raise NotImplementedError(x.layout)
return x
def _iter_tensor(x_tensor):
# (Only used for slow gradcheck) Returns a generator that yields the following
# elements at each iteration:
# 1) a tensor: the same tensor is returned across all iterations. The tensor
# is not the same as the original x_tensor as given as input - it is
# prepared so that it can be modified in-place. Depending on whether the
# input tensor is strided, sparse, or dense, the returned tensor may or may
# not share storage with x_tensor.
# 2) a tuple of indices that can be used with advanced indexing (yielded in
# dictionary order)
# 3) flattened index that will be used to index into the Jacobian tensor
#
# For a tensor t with size (2, 2), _iter_tensor yields:
# `x, (0, 0), 0`, `x, (0, 1), 1`, `x, (1, 0), 2`, `x, (1, 1), 3`
#
# where x is the t.data of the original tensor. Perturbing the entry of x
# at index (1, 1) yields the 3rd column of the overall Jacobian matrix.
if _is_sparse_any_tensor(x_tensor):
def get_stride(size):
dim = len(size)
tmp = 1
stride = [0] * dim
for i in reversed(range(dim)):
stride[i] = tmp
tmp *= size[i]
return stride
x_nnz = x_tensor._nnz()
x_size = list(x_tensor.size())
if x_tensor.layout is torch.sparse_coo:
x_indices = x_tensor._indices().t()
x_values = x_tensor._values()
elif x_tensor.layout is torch.sparse_csr:
x_indices = torch._convert_indices_from_csr_to_coo(
x_tensor.crow_indices(), x_tensor.col_indices()
).t()
x_values = x_tensor.values()
elif x_tensor.layout is torch.sparse_csc:
x_indices = torch._convert_indices_from_csr_to_coo(
x_tensor.ccol_indices(), x_tensor.row_indices(), transpose=True
).t()
x_values = x_tensor.values()
elif x_tensor.layout is torch.sparse_bsr:
x_block_values = x_tensor.values()
x_blocksize = x_block_values.size()[1:3]
x_indices = (
torch._convert_indices_from_csr_to_coo(
x_tensor.crow_indices(), x_tensor.col_indices()
)
.repeat_interleave(x_blocksize[0] * x_blocksize[1], 1)
.mul_(torch.tensor(x_blocksize, device=x_tensor.device).reshape(2, 1))
.add_(
torch.stack(
torch.where(torch.ones(x_blocksize, device=x_tensor.device))
).repeat(1, x_nnz)
)
.t()
)
x_values = x_block_values.flatten(0, 2)
x_nnz = x_values.size(0)
elif x_tensor.layout is torch.sparse_bsc:
x_block_values = x_tensor.values()
x_blocksize = x_block_values.size()[1:3]
x_indices = (
torch._convert_indices_from_csr_to_coo(
x_tensor.ccol_indices(), x_tensor.row_indices(), transpose=True
)
.repeat_interleave(x_blocksize[0] * x_blocksize[1], 1)
.mul_(torch.tensor(x_blocksize, device=x_tensor.device).reshape(2, 1))
.add_(
torch.stack(
torch.where(torch.ones(x_blocksize, device=x_tensor.device))
).repeat(1, x_nnz)
)
.t()
)
x_values = x_block_values.flatten(0, 2)
x_nnz = x_values.size(0)
else:
raise NotImplementedError(f"_iter_tensor for {x_tensor.layout} input")
x_stride = get_stride(x_size)
# Use .data here to get around the version check
x_values = x_values.data
for i in range(x_nnz):
x_value = x_values[i]
for x_idx in product(*[range(m) for m in x_values.size()[1:]]):
indices = x_indices[i].tolist() + list(x_idx)
d_idx = sum(indices[k] * x_stride[k] for k in range(len(x_size)))
yield x_value, x_idx, d_idx
elif x_tensor.layout == torch._mkldnn: # type: ignore[attr-defined]
for d_idx, x_idx in enumerate(product(*[range(m) for m in x_tensor.size()])):
# this is really inefficient, but without indexing implemented, there's
# not really a better way than converting back and forth
x_tensor_dense = x_tensor.to_dense()
yield x_tensor_dense, x_idx, d_idx
else:
# Use .data here to get around the version check
x_tensor = x_tensor.data
for d_idx, x_idx in enumerate(product(*[range(m) for m in x_tensor.size()])):
yield x_tensor, x_idx, d_idx
def _get_numerical_jacobian(
fn, inputs, outputs=None, target=None, eps=1e-3, is_forward_ad=False
) -> List[Tuple[torch.Tensor, ...]]:
"""Compute the numerical Jacobian of `fn(inputs)` with respect to `target`.
If not specified, targets are the input. Returns M * N Jacobians where N is the
number of tensors in target that require grad and M is the number of non-integral
outputs.
Args:
fn: the function to compute the jacobian for
inputs: inputs to `fn`
outputs: provide precomputed outputs to avoid one extra invocation of fn
target: the Tensors wrt whom Jacobians are calculated (default=`inputs`)
eps: the magnitude of the perturbation during finite differencing
(default=`1e-3`)
is_forward_ad: if this numerical jacobian is computed to be checked wrt
forward AD gradients (this is used for error checking only)
Returns:
A list of M N-tuples of tensors
Note that `target` may not even be part of `input` to `fn`, so please be
**very careful** in this to not clone `target`.
"""
jacobians: List[Tuple[torch.Tensor, ...]] = []
if outputs is None:
outputs = _as_tuple(fn(*_as_tuple(inputs)))
if not is_forward_ad and any(o.is_complex() for o in outputs):
raise ValueError(
"Expected output to be non-complex. get_numerical_jacobian no "
"longer supports functions that return complex outputs."
)
if target is None:
target = inputs
inp_indices = [
i for i, a in enumerate(target) if is_tensor_like(a) and a.requires_grad
]
for i, (inp, inp_idx) in enumerate(zip(_iter_tensors(target, True), inp_indices)):
jacobians += [
get_numerical_jacobian_wrt_specific_input(
fn,
inp_idx,
inputs,
outputs,
eps,
input=inp,
is_forward_ad=is_forward_ad,
)
]
return jacobians
def get_numerical_jacobian(fn, inputs, target=None, eps=1e-3, grad_out=1.0):
"""Compute the numerical Jacobian for a given fn and its inputs.
This is a Deprecated API.
Args:
fn: the function to compute the Jacobian for (must take inputs as a tuple)
input: input to `fn`
target: the Tensors wrt whom Jacobians are calculated (default=`input`)
eps: the magnitude of the perturbation during finite differencing
(default=`1e-3`)
Returns:
A list of Jacobians of `fn` (restricted to its first output) with respect to
each input or target, if provided.
Note that `target` may not even be part of `input` to `fn`, so please be
**very careful** in this to not clone `target`.
"""
warnings.warn(
"get_numerical_jacobian was part of PyTorch's private API and not "
"meant to be exposed. We are deprecating it and it will be removed "
"in a future version of PyTorch. If you have a specific use for "
"this or feature request for this to be a stable API, please file "
"us an issue at https://github.com/pytorch/pytorch/issues/new"
)
if (
grad_out != 1.0
): # grad_out param is only kept for backward compatibility reasons
raise ValueError(
"Expected grad_out to be 1.0. get_numerical_jacobian no longer "
"supports values of grad_out != 1.0."
)
def fn_pack_inps(*inps):
return fn(inps)
jacobians = _get_numerical_jacobian(fn_pack_inps, inputs, None, target, eps)
return tuple(jacobian_for_each_output[0] for jacobian_for_each_output in jacobians)
def _compute_numerical_gradient(fn, entry, v, norm_v, nbhd_checks_fn):
# Computes numerical directional derivative as finite difference
# of function `fn` at input `entry`, perturbed by vector `v`.
if _is_sparse_compressed_tensor(entry):
# sparse compressed tensors don't implement sub/add/copy_
# yet. However, in non-masked semantics context entry and v
# have the same sparse indices ...
assert entry.layout == v.layout, (entry.layout, v.layout)
assert entry._nnz() == v._nnz(), (entry._nnz(), v._nnz(), entry.shape)
# ... the finite differencing can be performed on values only:
entry = entry.values()
v = v.values()
# we'll detach to avoid backward computations that sparse
# tensors have limited support for.
entry = entry.detach()
orig = entry.clone()
entry.copy_(orig - v)
outa = fn()
entry.copy_(orig + v)
outb = fn()
entry.copy_(orig)
def compute(a, b):
nbhd_checks_fn(a, b)
ret = (b - a) / (2 * norm_v) # use central difference approx
return ret.detach().reshape(-1)
return tuple(compute(a, b) for (a, b) in zip(outa, outb))
def _compute_numerical_jvps_wrt_specific_input(
jvp_fn, delta, input_is_complex, is_forward_ad=False
) -> List[torch.Tensor]:
# Computing the jacobian only works for real delta
# For details on the algorithm used here, refer:
# Section 3.5.3 https://arxiv.org/pdf/1701.00392.pdf
# s = fn(z) where z = x for real valued input
# and z = x + yj for complex valued input
jvps: List[torch.Tensor] = []
ds_dx_tup = jvp_fn(delta[0] if isinstance(delta, tuple) else delta)
if input_is_complex: # C -> R
ds_dy_tup = (
jvp_fn(delta[1] * 1j) if isinstance(delta, tuple) else jvp_fn(delta * 1j)
)
for ds_dx, ds_dy in zip(ds_dx_tup, ds_dy_tup):
assert not ds_dx.is_complex()
# conjugate wirtinger derivative
conj_w_d = ds_dx + ds_dy * 1j
jvps.append(conj_w_d)
else:
for ds_dx in ds_dx_tup: # R -> R or (R -> C for the forward AD case)
assert is_forward_ad or not ds_dx.is_complex()
jvps.append(ds_dx)
return jvps
def _combine_jacobian_cols(
jacobians_cols: Dict[int, List[torch.Tensor]], outputs, input, numel
) -> Tuple[torch.Tensor, ...]:
# jacobian_cols maps column_idx -> output_idx -> single column of jacobian Tensor
# we return a list that maps output_idx -> full jacobian Tensor
jacobians = _allocate_jacobians_with_outputs(
outputs, numel, dtype=input.dtype if input.dtype.is_complex else None
)
for i, jacobian in enumerate(jacobians):
for k, v in jacobians_cols.items():
jacobian[k] = v[i]
return jacobians
def _prepare_input(
input: torch.Tensor, maybe_perturbed_input: Optional[torch.Tensor], fast_mode=False
) -> torch.Tensor:
# Prepares the inputs to be passed into the function while including the new
# modified input.
if input.layout == torch._mkldnn: # type: ignore[attr-defined] # no attr _mkldnn
# Convert back to mkldnn
if maybe_perturbed_input is not None:
return maybe_perturbed_input.to_mkldnn()
else:
return input
elif _is_sparse_any_tensor(input):
if fast_mode and maybe_perturbed_input is not None:
# entry is already a "cloned" version of the original tensor
# thus changes to entry are not reflected in the input
return maybe_perturbed_input
else:
return input
else:
# We cannot use entry (input.data) if we want gradgrad to work because
# fn (in the gradgrad case) needs to compute grad wrt input
return input
def _check_outputs_same_dtype_and_shape(output1, output2, eps, idx=None) -> None:
# Check that the returned outputs don't have different dtype or shape when you
# perturb the input
on_index = "on index {idx} " if idx is not None else ""
assert output1.shape == output2.shape, (
f"Expected `func` to return outputs with the same shape"
f" when inputs are perturbed {on_index}by {eps}, but got:"
f" shapes {output1.shape} and {output2.shape}."
)
assert output1.dtype == output2.dtype, (
f"Expected `func` to return outputs with the same dtype"
f" when inputs are perturbed {on_index}by {eps}, but got:"
f" dtypes {output1.dtype} and {output2.dtype}."
)
def get_numerical_jacobian_wrt_specific_input(
fn, input_idx, inputs, outputs, eps, input=None, is_forward_ad=False
) -> Tuple[torch.Tensor, ...]:
# Computes the numerical jacobians wrt to a single input. Returns N jacobian
# tensors, where N is the number of outputs. We use a dictionary for
# jacobian_cols because indices aren't necessarily consecutive for sparse inputs
# When we perturb only a single element of the input tensor at a time, the jvp
# is equivalent to a single col of the Jacobian matrix of fn.
jacobian_cols: Dict[int, List[torch.Tensor]] = {}
input = inputs[input_idx] if input is None else input
assert input.requires_grad
for x, idx, d_idx in _iter_tensor(input):
wrapped_fn = _with_prepare_inputs(fn, inputs, input_idx, x)
input_to_perturb = x[idx]
nbhd_checks_fn = functools.partial(
_check_outputs_same_dtype_and_shape, idx=idx, eps=eps
)
jvp_fn = _get_numerical_jvp_fn(
wrapped_fn, input_to_perturb, eps, nbhd_checks_fn
)
jacobian_cols[d_idx] = _compute_numerical_jvps_wrt_specific_input(
jvp_fn, eps, x.is_complex(), is_forward_ad
)
return _combine_jacobian_cols(jacobian_cols, outputs, input, input.numel())
def _get_analytical_jacobian_forward_ad(
fn, inputs, outputs, *, check_grad_dtypes=False, all_u=None
) -> Tuple[Tuple[torch.Tensor, ...], ...]:
"""Compute the analytical Jacobian using forward mode AD of `fn(inputs)` using forward mode AD with respect to `target`.
Return N * M Jacobians where N is the number of tensors in target that require grad and
M is the number of non-integral outputs.
Contrary to other functions here, this function requires "inputs" to actually be used by the function.
The computed value is expected to be wrong if the function captures the inputs by side effect instead of
using the passed ones (many torch.nn tests do this).
Args:
fn: the function to compute the jacobian for
inputs: inputs to `fn`
outputs: provide precomputed outputs to avoid one extra invocation of fn
check_grad_dtypes: if True, will check that the gradient dtype are valid
all_u (optional): if provided, the Jacobian will be right multiplied with this vector
Returns:
A tuple of M N-tuples of tensors
"""
# To avoid early import issues
fwAD = torch.autograd.forward_ad
tensor_inputs = tuple(i for i in inputs if is_tensor_like(i) and i.requires_grad)
if any(i.is_complex() for i in tensor_inputs):
raise ValueError(
"Expected inputs to be non-complex for _get_analytical_jacobian_forward_ad."
)
if all_u:
jacobians = tuple(
_allocate_jacobians_with_outputs(outputs, 1) for i in tensor_inputs
)
else:
jacobians = tuple(
_allocate_jacobians_with_outputs(outputs, i.numel()) for i in tensor_inputs
)
with fwAD.dual_level():
fw_grads = []
dual_inputs = []
for i, inp in enumerate(inputs):
if is_tensor_like(inp) and inp.requires_grad:
if inp.layout == torch._mkldnn: # type: ignore[attr-defined]
raise ValueError(
"MKLDNN inputs are not support for forward AD gradcheck."
)
inp = fwAD.make_dual(inp.detach(), torch.zeros_like(inp))
# If inp is a differentiable view, the dual might not be the tangent given to
# make_dual, so read it explicitly from the dual tensor
fw_grads.append(fwAD.unpack_dual(inp)[1])
dual_inputs.append(inp)
if all_u:
# Do the full reduction in one pass
# To be consistent with numerical evaluation, we actually compute one reduction per input
for i, (fw_grad, u) in enumerate(zip(fw_grads, all_u)):
fw_grad.copy_(u.view_as(fw_grad))
raw_outputs = _as_tuple(fn(*dual_inputs))
dual_outputs = filter(_is_float_or_complex_tensor, raw_outputs)
for index_o, d_o in enumerate(dual_outputs):
val, res = fwAD.unpack_dual(d_o)
if (
check_grad_dtypes
and res is not None
and val.is_complex() != res.is_complex()
):
raise GradcheckError("Forward AD gradient has dtype mismatch.")
# Remove extra dimension of size 1 corresponding to the reduced input
jacobians[i][index_o].squeeze_(0)
if res is None:
jacobians[i][index_o].zero_()
else:
jacobians[i][index_o].copy_(res.reshape(-1))
fw_grad.zero_()
else:
# Reconstruct the full Jacobian column by column
for i, fw_grad in enumerate(fw_grads):
for lin_idx, grad_idx in enumerate(
product(*[range(m) for m in fw_grad.size()])
):
fw_grad[grad_idx] = 1.0
raw_outputs = _as_tuple(fn(*dual_inputs))
dual_outputs = filter(_is_float_or_complex_tensor, raw_outputs)
for index_o, d_o in enumerate(dual_outputs):
val, res = fwAD.unpack_dual(d_o)
if (
check_grad_dtypes
and res is not None
and val.is_complex() != res.is_complex()
):
raise GradcheckError(
"Forward AD gradient has dtype mismatch."
)
if res is None:
jacobians[i][index_o][lin_idx].zero_()
else:
jacobians[i][index_o][lin_idx].copy_(res.reshape(-1))
fw_grad[grad_idx] = 0.0
return jacobians
def _get_input_to_perturb(input):
# Prepare the input so that it can be modified in-place and do certain
# operations that require the tensor to have strides. If fast_mode=False,
# _iter_tensor would handle the below cases:
if input.layout == torch._mkldnn: # type: ignore[attr-defined] # no attr _mkldnn
# Convert to dense so we can perform operations that require strided tensors
input_to_perturb = input.to_dense()
elif _is_sparse_any_tensor(input):
# Clone because input may require grad, and copy_ calls resize_,
# which is not allowed for .data
input_to_perturb = input.clone()
else:
input_to_perturb = input.data
return input_to_perturb
def _with_prepare_inputs(fn, inputs, input_idx, input_to_perturb, fast_mode=False):
# Wraps `fn` so that its inputs are already supplied
def wrapped_fn():
inp = tuple(
_prepare_input(a, input_to_perturb if i == input_idx else None, fast_mode)
if is_tensor_like(a)
else a
for i, a in enumerate(_as_tuple(inputs))
)
return tuple(a.clone() for a in _as_tuple(fn(*inp)))
return wrapped_fn
def _get_numerical_jvp_fn(wrapped_fn, input_to_perturb, eps, nbhd_checks_fn):
# Wraps jvp_fn so that certain arguments are already supplied
def jvp_fn(delta):
return _compute_numerical_gradient(
wrapped_fn, input_to_perturb, delta, eps, nbhd_checks_fn
)
return jvp_fn
def _reshape_tensor_or_tuple(u, shape):
# We don't need to reshape when input corresponding to u is sparse
if isinstance(u, tuple):
if not _is_sparse_any_tensor(u[0]):
return (u[0].reshape(shape), u[1].reshape(shape))
else:
if not _is_sparse_any_tensor(u):
return u.reshape(shape)
return u
def _mul_tensor_or_tuple(u, k):
if isinstance(u, tuple):
return (k * u[0], k * u[1])
else:
return k * u
def _get_numerical_jvp_wrt_specific_input(
fn, input_idx, inputs, u, eps, is_forward_ad=False
) -> List[torch.Tensor]:
input = inputs[input_idx]
input_to_perturb = _get_input_to_perturb(input)
wrapped_fn = _with_prepare_inputs(fn, inputs, input_idx, input_to_perturb, True)
nbhd_checks_fn = functools.partial(_check_outputs_same_dtype_and_shape, eps=eps)
jvp_fn = _get_numerical_jvp_fn(wrapped_fn, input_to_perturb, eps, nbhd_checks_fn)
u = _reshape_tensor_or_tuple(u, input_to_perturb.shape)
u = _mul_tensor_or_tuple(u, eps)
return _compute_numerical_jvps_wrt_specific_input(
jvp_fn, u, input.is_complex(), is_forward_ad
)
def _get_numerical_vJu(
fn, inputs, inp_indices, func_out, all_u, all_v, eps, is_forward_ad
):
# Note that all_v can also be None, in that case, this function only computes Ju.
reduced_jacobians: List[List[torch.Tensor]] = []
for i, (inp_idx, u) in enumerate(zip(inp_indices, all_u)):
all_Ju = _get_numerical_jvp_wrt_specific_input(
fn, inp_idx, inputs, u, eps, is_forward_ad
)
# Filter out the Ju for non floating point outputs
filtered_Ju = []
func_out = _as_tuple(func_out)
assert len(all_Ju) == len(func_out)
for Ju, output in zip(all_Ju, func_out):
if _is_float_or_complex_tensor(output):
filtered_Ju.append(Ju)
else:
# TODO: handle the other Ju
pass
if all_v is not None:
jacobian_scalars: List[torch.Tensor] = []
for v, Ju in zip(all_v, filtered_Ju):
jacobian_scalars.append(_dot_with_type_promotion(v, Ju))
reduced_jacobians.append(jacobian_scalars)
else:
reduced_jacobians.append(filtered_Ju)
return reduced_jacobians
def _check_jacobians_equal(j1, j2, atol):
# Check whether the max difference between two Jacobian tensors are within some
# tolerance `atol`.
for j1_x, j2_x in zip(j1, j2):
if j1_x.numel() != 0 and (j1_x - j2_x).abs().max() > atol:
return False
return True
def _stack_and_check_tensors(
list_of_list_of_tensors, inputs, numel_outputs
) -> Tuple[Tuple[torch.Tensor, ...], bool, bool]:
# For the ith tensor in the inner list checks whether it has the same size and
# dtype as the ith differentiable input.
out_jacobians = _allocate_jacobians_with_inputs(inputs, numel_outputs)
diff_input_list = list(_iter_tensors(inputs, True))
correct_grad_sizes = True
correct_grad_types = True
for i, tensor_list in enumerate(list_of_list_of_tensors):
inp = diff_input_list[i]
out_jacobian = out_jacobians[i]
for j, tensor in enumerate(tensor_list):
if tensor is not None and tensor.size() != inp.size():
correct_grad_sizes = False
elif tensor is not None and tensor.dtype != inp.dtype:
correct_grad_types = False
if tensor is None:
out_jacobian[:, j].zero_()
else:
dense = (
tensor.to_dense() if not tensor.layout == torch.strided else tensor
)
assert out_jacobian[:, j].numel() == dense.numel()
out_jacobian[:, j] = dense.reshape(-1)
return out_jacobians, correct_grad_sizes, correct_grad_types
FAILED_NONDET_MSG = """\n
NOTE: If your op relies on non-deterministic operations i.e., it is listed here:
https://pytorch.org/docs/stable/generated/torch.use_deterministic_algorithms.html
this failure might be expected.
If you are adding a new operator, please file an issue and then use one of the
workarounds. The workaround depends on how your test invokes gradcheck/gradgradcheck.
If the test
- manually invokes gradcheck/gradgradcheck, then call gradcheck/gradgradcheck
with `nondet_tol=<tol>` as a keyword argument.
- is OpInfo-based (e.g., in test_ops_gradients.py), then modify the OpInfo for the test
to have `gradcheck_nondet_tol=<tol>`.
- is a Module test (e.g., in common_nn.py), then modify the corresponding
module_test entry to have `gradcheck_nondet_tol=<tol>`
"""
def _check_analytical_jacobian_attributes(
inputs, output, nondet_tol, check_grad_dtypes, fast_mode=False, v=None
) -> Tuple[torch.Tensor, ...]:
# This is used by both fast and slow mode:
# - For slow mode, vjps[i][j] is the jth row of the Jacobian wrt the ith
# input.
# - For fast mode, vjps[i][0] is a linear combination of the rows
# of the Jacobian wrt the ith input
diff_input_list = list(_iter_tensors(inputs, True))
def vjp_fn(grad_output):
return torch.autograd.grad(
output, diff_input_list, grad_output, retain_graph=True, allow_unused=True
)
# Compute everything twice to check for nondeterminism (which we call reentrancy)
if fast_mode:
vjps1 = _get_analytical_vjps_wrt_specific_output(vjp_fn, output.clone(), v)
vjps2 = _get_analytical_vjps_wrt_specific_output(vjp_fn, output.clone(), v)
else:
vjps1 = _compute_analytical_jacobian_rows(vjp_fn, output.clone())
vjps2 = _compute_analytical_jacobian_rows(vjp_fn, output.clone())
output_numel = output.numel() if not fast_mode else 1
jacobians1, types_ok, sizes_ok = _stack_and_check_tensors(
vjps1, inputs, output_numel
)
jacobians2, _, _ = _stack_and_check_tensors(vjps2, inputs, output_numel)
reentrant = _check_jacobians_equal(jacobians1, jacobians2, nondet_tol)
if not types_ok and check_grad_dtypes:
raise GradcheckError("Gradient has dtype mismatch")
if not sizes_ok:
raise GradcheckError("Analytical gradient has incorrect size")
if not reentrant:
raise GradcheckError(
"Backward is not reentrant, i.e., running backward with "
"same input and grad_output multiple times gives different values, "
"although analytical gradient matches numerical gradient."
f"The tolerance for nondeterminism was {nondet_tol}." + FAILED_NONDET_MSG
)
return jacobians1
def _get_analytical_vJu_backward_mode(
inputs, outputs, nondet_tol, check_grad_dtypes, all_v, all_u
):
reduced_jacobians: List[List[torch.Tensor]] = []
for output, v in zip(outputs, all_v):
all_vJ = _check_analytical_jacobian_attributes(
inputs, output, nondet_tol, check_grad_dtypes, fast_mode=True, v=v
)
jacobian_scalars: List[torch.Tensor] = []
for vJ, u in zip(all_vJ, all_u):
# Why do we need squeeze here? vJ is a 2-d tensor so that we can reuse
# the error checking logic from slow mode
vJ = vJ.T.squeeze(0)
if vJ.is_complex(): # C -> R
tv = torch.view_as_real(vJ.resolve_conj())
tr = tv.select(-1, 0)
ti = tv.select(-1, 1)
jacobian_scalars.append(tr.dot(u[0]) + 1j * ti.dot(u[1]))
else: # R -> R
jacobian_scalars.append(vJ.dot(u))
reduced_jacobians.append(jacobian_scalars)
return reduced_jacobians
def get_analytical_jacobian(inputs, output, nondet_tol=0.0, grad_out=1.0):
# Replicates the behavior of the old get_analytical_jacobian before the refactor
# This shares much of its code with _check_analytical_jacobian_attributes
warnings.warn(
"get_analytical_jacobian was part of PyTorch's private API and not "
"meant to be exposed. We are deprecating it and it will be removed "
"in a future version of PyTorch. If you have a specific use for "
"this or feature request for this to be a stable API, please file "
"us an issue at https://github.com/pytorch/pytorch/issues/new"
)
if (
grad_out != 1.0
): # grad_out param is only kept for backward compatibility reasons
raise ValueError(
"Expected grad_out to be 1.0. get_analytical_jacobian no longer "
"supports values of grad_out != 1.0."
)
if output.is_complex():
raise ValueError(
"Expected output to be non-complex. get_analytical_jacobian no "
"longer supports functions that return complex outputs."
)
diff_input_list = list(_iter_tensors(inputs, True))
def vjp_fn(grad_output):
return torch.autograd.grad(
output, diff_input_list, grad_output, retain_graph=True, allow_unused=True
)
# Compute everything twice to check for nondeterminism (which we call reentrancy)
vjps1 = _compute_analytical_jacobian_rows(vjp_fn, output.clone())
vjps2 = _compute_analytical_jacobian_rows(vjp_fn, output.clone())
output_numel = output.numel()
jacobians1, types_ok, sizes_ok = _stack_and_check_tensors(
vjps1, inputs, output_numel
)
jacobians2, _, _ = _stack_and_check_tensors(vjps2, inputs, output_numel)
reentrant = _check_jacobians_equal(jacobians1, jacobians2, nondet_tol)
return jacobians1, reentrant, sizes_ok, types_ok
def _get_analytical_jacobian(inputs, outputs, input_idx, output_idx):
# Computes the analytical Jacobian in slow mode for a single input-output pair.
# Forgoes performing checks on dtype, shape, and reentrancy.
jacobians = _check_analytical_jacobian_attributes(
inputs, outputs[output_idx], nondet_tol=float("inf"), check_grad_dtypes=False
)
return jacobians[input_idx]
def _compute_analytical_jacobian_rows(
vjp_fn, sample_output
) -> List[List[Optional[torch.Tensor]]]:
# Computes Jacobian row-by-row by projecting `vjp_fn` = v^T J on standard basis
# vectors: vjp_fn(e) = e^T J is a corresponding row of the Jacobian.
# NB: this function does not assume vjp_fn(v) to return tensors with the same
# number of elements for different v. This is checked when we later combine the
# rows into a single tensor.
grad_out_base = torch.zeros_like(
sample_output, memory_format=torch.legacy_contiguous_format
)
flat_grad_out = grad_out_base.view(-1)
# jacobians_rows[i][j] is the Jacobian jth row for the ith input
jacobians_rows: List[List[Optional[torch.Tensor]]] = []
for j in range(flat_grad_out.numel()):
flat_grad_out.zero_()
flat_grad_out[j] = 1.0 # projection for jth row of Jacobian
grad_inputs = vjp_fn(grad_out_base)
for i, d_x in enumerate(grad_inputs):
if j == 0:
jacobians_rows.append([])
jacobians_rows[i] += [
d_x.clone() if isinstance(d_x, torch.Tensor) else None
]
return jacobians_rows
def _get_analytical_vjps_wrt_specific_output(
vjp_fn, sample_output, v
) -> List[List[Optional[torch.Tensor]]]:
vjps: List[List[Optional[torch.Tensor]]] = []
grad_inputs = vjp_fn(v.reshape(sample_output.shape))
for vjp in grad_inputs:
vjps.append([vjp.clone() if isinstance(vjp, torch.Tensor) else None])
return vjps
def _check_inputs(tupled_inputs) -> bool:
# Make sure that gradients are saved for at least one input
any_input_requiring_grad = False
for idx, inp in enumerate(tupled_inputs):
if is_tensor_like(inp) and inp.requires_grad:
if not (inp.dtype == torch.float64 or inp.dtype == torch.complex128):
warnings.warn(
f"Input #{idx} requires gradient and "
"is not a double precision floating point or complex. "
"This check will likely fail if all the inputs are "
"not of double precision floating point or complex. "
)
if inp.is_sparse:
content = inp._values()
elif _is_sparse_compressed_tensor(inp):
content = inp.values()
else:
content = inp
# TODO: To cover more problematic cases, replace stride = 0 check with
# "any overlap in memory" once we have a proper function to check it.
if content.layout is not torch._mkldnn: # type: ignore[attr-defined]
if not all(
st > 0 or sz <= 1
for st, sz in zip(content.stride(), content.size())
):
raise RuntimeError(
f"The {idx}th input has a dimension with stride 0. gradcheck only "
"supports inputs that are non-overlapping to be able to "
"compute the numerical gradients correctly. You should call "
".contiguous on the input before passing it to gradcheck."
)
any_input_requiring_grad = True
if not any_input_requiring_grad:
raise ValueError(
"gradcheck expects at least one input tensor to require gradient, "
"but none of the them have requires_grad=True."
)
return True
def _check_outputs(outputs) -> None:
if any(_is_sparse_any_tensor(t) for t in outputs if isinstance(t, torch.Tensor)):
# it is easier to call to_dense() on the sparse output than
# to modify analytical jacobian
raise ValueError(
"Sparse output is not supported at gradcheck yet. "
"Please call to_dense(masked_grad=...) on the output of fn for gradcheck."
)
if any(t.layout == torch._mkldnn for t in outputs if isinstance(t, torch.Tensor)): # type: ignore[attr-defined]
raise ValueError(
"MKLDNN output is not supported at gradcheck yet. "
"Please call to_dense(masked_grad=...) on the output of fn for gradcheck."
)
def _check_no_differentiable_outputs(
func, inputs, func_out, eps, *, is_forward_ad
) -> bool:
# When there are no differentiable outputs, numerical gradient for a function is
# expected to be zero.
jacobians_all_inputs_outputs = _get_numerical_jacobian(
func, inputs, func_out, eps=eps, is_forward_ad=is_forward_ad
)
for jacobians_all_outputs_and_fixed_input in jacobians_all_inputs_outputs:
for jacobian in jacobians_all_outputs_and_fixed_input:
if torch.ne(jacobian, 0).sum() > 0:
raise GradcheckError(
"Numerical gradient for function expected to be zero"
)
return True
def _check_no_differentiable_outputs_fast(
func, func_out, all_inputs, inputs_indices, all_u, eps, nondet_tol
):
for inp_idx, u in zip(inputs_indices, all_u):
jvps = _get_numerical_jvp_wrt_specific_input(func, inp_idx, all_inputs, u, eps)
for jvp in jvps:
if jvp.numel() == 0:
continue
if (jvp - torch.zeros_like(jvp)).abs().max() > nondet_tol:
raise GradcheckError(
"Numerical gradient for function expected to be zero"
)
return True
FAILED_BATCHED_GRAD_MSG = """
gradcheck or gradgradcheck failed while testing batched gradient computation.
This could have been invoked in a number of ways (via a test that calls
gradcheck/gradgradcheck directly or via an autogenerated test).
If you are adding a new operator, please file an issue and then use one of the
workarounds. The workaround depends on how your test invokes gradcheck/gradgradcheck.
If the test
- manually invokes gradcheck/gradgradcheck, then call gradcheck/gradgradcheck
with `check_batched_grad=False` as a keyword argument.
- is OpInfo-based (e.g., in test_ops_gradients.py), then modify the OpInfo for the test
to have `check_batched_grad=False` and/or `check_batched_gradgrad=False`.
If you're modifying an existing operator that supports batched grad computation,
or wish to make a new operator work with batched grad computation, please read
the following.
To compute batched grads (e.g., jacobians, hessians), we vmap over the backward
computation. The most common failure case is if there is a 'vmap-incompatible
operation' in the backward pass. Please see
NOTE: [How to write vmap-compatible backward formulas]
in the codebase for an explanation of how to fix this.
""".strip()
FAILED_BATCHED_GRAD_MSG_FWD_AD = """
gradcheck failed while testing batched gradient computation with forward-mode AD.
This test is enabled automatically when both `check_batched_grad=True`
and `check_forward_ad=True`, but can be disabled in the following ways
dependong on how the test was invoked (via a test that calls gradcheck
directly or via an autogenerated test).
If you are adding a new operator, please file an issue and then use one of the
workarounds. The workaround depends on how your test invokes gradcheck/gradgradcheck.
If the test
- manually invokes gradcheck/gradgradcheck, then call gradcheck/gradgradcheck
with `check_batched_forward_grad=False` as a keyword argument.
- is OpInfo-based (e.g., in test_ops_gradients.py), then modify the OpInfo for the test
to have `check_batched_forward_grad=False`
"""
def _get_failed_batched_grad_test_msg(
output_idx, input_idx, res, exp, is_forward_ad=False
):
return f"""
For output {output_idx} and input {input_idx}:
{FAILED_BATCHED_GRAD_MSG_FWD_AD if is_forward_ad else FAILED_BATCHED_GRAD_MSG}
Got:
{res}
Expected:
{exp}
""".strip()
def _test_batched_grad_forward_ad(func, inputs) -> bool:
fwAD = torch.autograd.forward_ad # To avoid early import issues (do we need this?)
assert isinstance(inputs, tuple)
for input_idx, current_input in enumerate(inputs):
if not (is_tensor_like(current_input) and current_input.requires_grad):
continue
def jvp(tangent: torch.Tensor):
with fwAD.dual_level():
dual = fwAD.make_dual(current_input.detach(), tangent)
inputs_with_dual = tuple(
dual
if idx == input_idx
else (inp.detach() if is_tensor_like(inp) else inp)
for idx, inp in enumerate(inputs)
)
dual_outputs = _as_tuple(func(*inputs_with_dual))
ret = []
for dual_output in dual_outputs:
if dual_output is None:
continue
primal_out, tangent_out = fwAD.unpack_dual(dual_output)
if tangent_out is not None:
ret.append(tangent_out)
else:
ret.append(
torch.zeros(
[], dtype=primal_out.dtype, device=primal_out.device
).expand(primal_out.shape)
)
return tuple(ret)
if not _is_float_or_complex_tensor(current_input):
continue
tangents = [torch.randn_like(current_input) for _ in range(2)]
expected = [jvp(t) for t in tangents]
expected = [torch.stack(shards) for shards in zip(*expected)]
try:
result = _vmap(jvp)(torch.stack(tangents))
except RuntimeError as ex:
# Rethrow to provide a better error message
raise GradcheckError(
f"While computing batched gradients, got: {ex}\n\n{FAILED_BATCHED_GRAD_MSG_FWD_AD}"
) from ex
for input_idx, (res, exp) in enumerate(zip(result, expected)):
if torch.allclose(res, exp):
continue
raise GradcheckError(
_get_failed_batched_grad_test_msg(
input_idx, input_idx, res, exp, is_forward_ad=True
)
)
return True
def _test_batched_grad(input, output, output_idx) -> bool:
# NB: _test_batched_grad compares two autograd.grad invocations with a single
# vmap(autograd.grad) invocation. It's not exactly a "gradcheck" in the
# sense that we're not comparing an analytical jacobian with a numeric one,
# but it is morally similar (we could have computed a full analytic jac
# via vmap, but that is potentially slow)
diff_input_list = list(_iter_tensors(input, True))
grad = functools.partial(
torch.autograd.grad,
output,
diff_input_list,
retain_graph=True,
allow_unused=True,
)
def vjp(v):
results = grad(v)
results = tuple(
grad
if grad is not None
else torch.zeros([], dtype=inp.dtype, device=inp.device).expand(inp.shape)
for grad, inp in zip(results, diff_input_list)
)
return results
grad_outputs = [torch.randn_like(output) for _ in range(2)]
expected = [vjp(gO) for gO in grad_outputs]
expected = [torch.stack(shards) for shards in zip(*expected)]
# Squash warnings since these are expected to happen in most cases
# NB: this doesn't work for CUDA tests: https://github.com/pytorch/pytorch/issues/50209
with warnings.catch_warnings():
warnings.filterwarnings("ignore", message="There is a performance drop")
warnings.filterwarnings("ignore", message="Please use torch.vmap")
try:
result = vmap(vjp)(torch.stack(grad_outputs))
except RuntimeError as ex:
# It's OK that we're not raising the error at the correct callsite.
# That's because the callsite is always going to inside the Python
# autograd.grad instead of the C++ traceback of what line in the
# backward formula
raise GradcheckError(
f"While computing batched gradients, got: {ex}\n\n{FAILED_BATCHED_GRAD_MSG}"
) from ex
for input_idx, (res, exp) in enumerate(zip(result, expected)):
if torch.allclose(res, exp):
continue
raise GradcheckError(
_get_failed_batched_grad_test_msg(output_idx, input_idx, res, exp)
)
return True
def _test_backward_mul_by_grad_output(outputs, inputs, masked) -> bool:
# Tests that backward is multiplied by grad_output
diff_input_list: List[torch.Tensor] = list(_iter_tensors(inputs, True))
if not diff_input_list:
raise GradcheckError("no Tensors requiring grad found in input")
grads_input = torch.autograd.grad(
outputs,
diff_input_list,
[
torch.zeros_like(o, memory_format=torch.legacy_contiguous_format)
for o in outputs
],
allow_unused=True,
)
for gi, di in zip(grads_input, diff_input_list):
if gi is None:
continue
if isinstance(gi, torch.Tensor) and gi.layout != torch.strided:
if gi.layout != di.layout:
raise GradcheckError(
"grad is incorrect layout ("
+ str(gi.layout)
+ " is not "
+ str(di.layout)
+ ")"
)
if _is_sparse_any_tensor(gi):
sparse_kind = str(gi.layout).replace("torch.", "").replace("_coo", "")
if gi.sparse_dim() != di.sparse_dim():
raise GradcheckError(
f"grad is {sparse_kind} tensor, but has incorrect sparse_dim"
f" {gi.sparse_dim()}, expected {di.sparse_dim()}"
)
if gi.dense_dim() != di.dense_dim():
raise GradcheckError(
f"grad is {sparse_kind} tensor, but has incorrect dense_dim"
f" {gi.dense_dim()}, expected {di.dense_dim()}"
)
gi = gi.to_dense()
di = di.to_dense()
if masked:
if not torch.allclose(gi, torch.zeros_like(gi)):
raise GradcheckError("backward not multiplied by grad_output")
elif not gi.eq(0).all():
raise GradcheckError("backward not multiplied by grad_output")
if gi.dtype != di.dtype:
raise GradcheckError("grad is incorrect type")
if gi.device != di.device:
raise GradcheckError("grad is incorrect device")
if gi.size() != di.size():
raise GradcheckError("grad is incorrect size")
return True
def _test_undefined_forward_mode(func, outputs, inputs):
fwAD = torch.autograd.forward_ad
inp_tensors_idx, inp_tensors = _get_inp_tensors(inputs)
all_v, all_u, all_u_dense = _make_vectors(inp_tensors, outputs, use_forward_ad=True)
tensor_inputs = tuple(i for i in inputs if is_tensor_like(i) and i.requires_grad)
with fwAD.dual_level():
fw_grads = []
dual_inputs = []
tensor_indices = set()
for i, inp in enumerate(inputs):
if is_tensor_like(inp) and inp.requires_grad:
if inp.layout == torch._mkldnn: # type: ignore[attr-defined]
raise ValueError(
"MKLDNN inputs are not support for forward AD gradcheck."
)
inp = fwAD.make_dual(inp.detach(), torch.zeros_like(inp))
# If inp is a differentiable view, the dual might not be the tangent given to
# make_dual, so read it explicitly from the dual tensor
fw_grads.append(fwAD.unpack_dual(inp)[1])
tensor_indices.add(i)
dual_inputs.append(inp)
for i, (fw_grad, u) in enumerate(zip(fw_grads, all_u)):
fw_grad.copy_(u.view_as(fw_grad))
for idx, inp in enumerate(inputs):
if idx not in tensor_indices:
continue
dual_inp_obj = dual_inputs[idx]
# case 1 (Materialized Zero Tensor Tangent)
dual_inputs[idx] = fwAD.make_dual(inp.detach(), torch.zeros_like(inp))
raw_outputs = _as_tuple(func(*dual_inputs))
dual_outputs1 = filter(_is_float_or_complex_tensor, raw_outputs)
# case 2 (Efficient Zero Tensor Tangent since we don't make a dual object and pass a regular tensor)
dual_inputs[idx] = inp.detach()
raw_outputs = _as_tuple(func(*dual_inputs))
dual_outputs2 = filter(_is_float_or_complex_tensor, raw_outputs)
# reset
dual_inputs[idx] = dual_inp_obj
for index_o, (d_o1, d_o2) in enumerate(zip(dual_outputs1, dual_outputs2)):
val1, res1 = fwAD.unpack_dual(d_o1)
val2, res2 = fwAD.unpack_dual(d_o2)
if not (res1 is None or res2 is None):
if not torch.allclose(res1, res2):
raise GradcheckError(
"Mismatch in tangent values for output with index: ",
index_o,
" when input: ",
inp,
" has an undefined tangent value. ",
" Got: ",
res1,
" but expected: ",
res2,
)
return True
def _test_undefined_backward_mode(func, outputs, inputs) -> bool:
diff_input_list: List[torch.Tensor] = list(_iter_tensors(inputs, True))
if not diff_input_list:
raise GradcheckError("no Tensors requiring grad found in input")
def warn_bc_breaking():
warnings.warn(
"Backwards compatibility: New undefined gradient support checking "
"feature is enabled by default, but it may break existing callers "
"of this function. If this is true for you, you can call this "
'function with "check_undefined_grad=False" to disable the feature'
)
def check_undefined_grad_support(output_to_check):
grads_output = [
torch.zeros_like(o, memory_format=torch.legacy_contiguous_format)
for o in output_to_check
]
try:
grads_input = torch.autograd.grad(
output_to_check, diff_input_list, grads_output, allow_unused=True
)
except RuntimeError as e:
warn_bc_breaking()
raise GradcheckError(
"Expected backward function to handle undefined output grads. "
'Please look at "Notes about undefined output gradients" in '
'"tools/autograd/derivatives.yaml"'
) from e
for gi, i in zip(grads_input, diff_input_list):
if (gi is not None) and (not gi.eq(0).all()):
warn_bc_breaking()
raise GradcheckError(
"Expected all input grads to be undefined or zero when all output grads are undefined "
'or zero. Please look at "Notes about undefined output gradients" in '
'"tools/autograd/derivatives.yaml"'
)
return True
# All backward functions must work properly if all output grads are undefined
outputs_to_check = [
[
torch._C._functions.UndefinedGrad()(o)
for o in _differentiable_outputs(func(*inputs))
# This check filters out Tensor-likes that aren't instances of Tensor.
if isinstance(o, torch.Tensor)
]
]
# If there are multiple output grads, we should be able to undef one at a time without error
if len(outputs_to_check[0]) > 1:
for undef_grad_idx in range(len(outputs)):
output_to_check = _differentiable_outputs(func(*inputs))
outputs_to_check.append(
[
torch._C._functions.UndefinedGrad()(o)
if idx == undef_grad_idx
else o
for idx, o in enumerate(output_to_check)
]
)
return all(check_undefined_grad_support(output) for output in outputs_to_check)
def _as_tuple(x):
if isinstance(x, tuple):
return x
elif isinstance(x, list):
return tuple(x)
else:
return (x,)
def _differentiable_outputs(x):
return tuple(o for o in _as_tuple(x) if o.requires_grad)
def _get_notallclose_msg(
analytical,
numerical,
output_idx,
input_idx,
complex_indices,
test_imag=False,
is_forward_ad=False,
) -> str:
out_is_complex = (
(not is_forward_ad) and complex_indices and output_idx in complex_indices
)
inp_is_complex = is_forward_ad and complex_indices and input_idx in complex_indices
part = "imaginary" if test_imag else "real"
element = "inputs" if is_forward_ad else "outputs"
prefix = (
""
if not (out_is_complex or inp_is_complex)
else f"While considering the {part} part of complex {element} only, "
)
mode = "computed with forward mode " if is_forward_ad else ""
return (
prefix + "Jacobian %smismatch for output %d with respect to input %d,\n"
"numerical:%s\nanalytical:%s\n"
% (mode, output_idx, input_idx, numerical, analytical)
)
def _transpose(matrix_of_tensors):
# returns list of tuples
return list(zip(*matrix_of_tensors))
def _real_and_imag_output(fn):
# returns new functions real(fn), and imag(fn) where real(fn) and imag(fn) behave the same as
# the original fn, except torch.real or torch.imag are applied to the complex outputs
def apply_to_c_outs(fn, fn_to_apply):
def wrapped_fn(*inputs):
outs = _as_tuple(fn(*inputs))
return tuple(fn_to_apply(o) if o.is_complex() else o for o in outs)
return wrapped_fn
return apply_to_c_outs(fn, torch.real), apply_to_c_outs(fn, torch.imag)
def _real_and_imag_input(fn, complex_inp_indices, tupled_inputs):
# returns new functions that take real inputs instead of complex inputs as
# (x, y) -> fn(x + y * 1j). And it computes: inp -> fn(inp + y * 1j) and inp -> fn(x + inp * 1j).
# In each case, the other part is considered constant.
# We do not use 0 for the constant here to make sure we always call the user function with a valid input.
def apply_to_c_inps(fn, fn_to_apply):
def wrapped_fn(*inputs):
new_inputs = list(inputs)
for should_be_complex in complex_inp_indices:
new_inputs[should_be_complex] = fn_to_apply(
new_inputs[should_be_complex], tupled_inputs[should_be_complex]
)
return _as_tuple(fn(*new_inputs))
return wrapped_fn
real_fn = apply_to_c_inps(fn, lambda inp, orig: inp + orig.imag * 1j)
imag_fn = apply_to_c_inps(fn, lambda inp, orig: orig.real + inp * 1j)
return real_fn, imag_fn
def _gradcheck_real_imag(
gradcheck_fn,
func,
func_out,
tupled_inputs,
outputs,
eps,
rtol,
atol,
check_grad_dtypes,
check_forward_ad,
check_backward_ad,
nondet_tol,
check_undefined_grad,
):
complex_out_indices = [i for i, o in enumerate(outputs) if o.is_complex()]
has_any_complex_output = any(o.is_complex() for o in _as_tuple(func_out))
if check_backward_ad:
if has_any_complex_output:
real_fn, imag_fn = _real_and_imag_output(func)
imag_func_out = imag_fn(*tupled_inputs)
imag_outputs = _differentiable_outputs(imag_func_out)
gradcheck_fn(
imag_fn,
imag_func_out,
tupled_inputs,
imag_outputs,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
complex_indices=complex_out_indices,
test_imag=True,
)
real_func_out = real_fn(*tupled_inputs)
real_outputs = _differentiable_outputs(real_func_out)
gradcheck_fn(
real_fn,
real_func_out,
tupled_inputs,
real_outputs,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
complex_indices=complex_out_indices,
)
else:
gradcheck_fn(
func,
func_out,
tupled_inputs,
outputs,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
)
if check_forward_ad:
complex_inp_indices = [
i
for i, inp in enumerate(tupled_inputs)
if is_tensor_like(inp) and inp.is_complex()
]
if complex_inp_indices:
real_fn, imag_fn = _real_and_imag_input(
func, complex_inp_indices, tupled_inputs
)
imag_inputs = [
inp.imag if is_tensor_like(inp) and inp.is_complex() else inp
for inp in tupled_inputs
]
imag_func_out = imag_fn(*imag_inputs)
diff_imag_func_out = _differentiable_outputs(imag_func_out)
gradcheck_fn(
imag_fn,
imag_func_out,
imag_inputs,
diff_imag_func_out,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
complex_indices=complex_inp_indices,
test_imag=True,
use_forward_ad=True,
)
real_inputs = [
inp.real if is_tensor_like(inp) and inp.is_complex() else inp
for inp in tupled_inputs
]
real_func_out = real_fn(*real_inputs)
diff_real_func_out = _differentiable_outputs(real_func_out)
gradcheck_fn(
real_fn,
real_func_out,
real_inputs,
diff_real_func_out,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
complex_indices=complex_inp_indices,
use_forward_ad=True,
)
if check_undefined_grad:
_test_undefined_forward_mode(imag_fn, imag_func_out, imag_inputs)
_test_undefined_forward_mode(real_fn, real_func_out, real_inputs)
else:
gradcheck_fn(
func,
func_out,
tupled_inputs,
outputs,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
use_forward_ad=True,
)
if check_undefined_grad:
_test_undefined_forward_mode(func, outputs, tupled_inputs)
def _slow_gradcheck(
func,
func_out,
tupled_inputs,
outputs,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
*,
use_forward_ad=False,
complex_indices=None,
test_imag=False,
masked=False,
):
func_out = _as_tuple(func_out)
if not outputs:
return _check_no_differentiable_outputs(
func, tupled_inputs, func_out, eps=eps, is_forward_ad=use_forward_ad
)
tupled_inputs_numerical = tupled_inputs if masked else _densify(tupled_inputs)
numerical = _transpose(
_get_numerical_jacobian(
func,
tupled_inputs_numerical,
func_out,
eps=eps,
is_forward_ad=use_forward_ad,
)
)
# Note: [numerical vs analytical output length]
# The numerical path returns jacobian quantity for all outputs, even if requires_grad of that
# output is False. This behavior is necessary for _check_no_differentiable_outputs to work.
numerical = [nj for o, nj in zip(func_out, numerical) if o.requires_grad]
if use_forward_ad:
analytical_forward = _get_analytical_jacobian_forward_ad(
func, tupled_inputs, func_out, check_grad_dtypes=check_grad_dtypes
)
for i, n_per_out in enumerate(numerical):
for j, n in enumerate(n_per_out):
a = analytical_forward[j][i]
if not _allclose_with_type_promotion(a, n.to(a.device), rtol, atol):
raise GradcheckError(
_get_notallclose_msg(
a, n, i, j, complex_indices, test_imag, is_forward_ad=True
)
)
else:
for i, o in enumerate(outputs):
analytical = _check_analytical_jacobian_attributes(
tupled_inputs, o, nondet_tol, check_grad_dtypes
)
for j, (a, n) in enumerate(zip(analytical, numerical[i])):
if not _allclose_with_type_promotion(a, n.to(a.device), rtol, atol):
raise GradcheckError(
_get_notallclose_msg(a, n, i, j, complex_indices, test_imag)
)
return True
def _dot_with_type_promotion(u, v):
assert u.dim() == 1 and v.dim() == 1
return (u * v).sum()
def _allclose_with_type_promotion(a, b, rtol, atol):
promoted_type = torch.promote_types(a.dtype, b.dtype)
a = a.to(dtype=promoted_type)
b = b.to(dtype=promoted_type)
return torch.allclose(a, b, rtol, atol)
def _to_real_dtype(dtype):
if dtype == torch.complex128:
return torch.float64
elif dtype == torch.complex64:
return torch.float32
else:
return dtype
def _vec_from_tensor(x, generator, downcast_complex=False):
# Create a random vector with the same number of elements as x and the same
# dtype/device. If x is complex and downcast_complex is False, we create a
# complex tensor with only real component.
if x.layout == torch.sparse_coo:
# For sparse, create a random sparse vec with random values in the same
# indices. Make sure size is set so that it isn't inferred to be smaller.
x_values = x._values()
dtype = _to_real_dtype(x.dtype) if downcast_complex else x.dtype
values = (
torch.rand(x_values.numel(), generator=generator)
.to(dtype=dtype, device=x.device)
.view(x_values.shape)
)
values /= values.norm()
vec = torch.sparse_coo_tensor(x._indices(), values, x.size(), device=x.device)
elif _is_sparse_compressed_tensor(x):
if x.layout in {torch.sparse_csr, torch.sparse_bsr}:
compressed_indices, plain_indices = x.crow_indices(), x.col_indices()
else:
compressed_indices, plain_indices = x.ccol_indices(), x.row_indices()
x_values = x.values()
dtype = _to_real_dtype(x.dtype) if downcast_complex else x.dtype
values = (
torch.rand(x_values.numel(), generator=generator)
.to(dtype=dtype, device=x.device)
.view(x_values.shape)
)
values /= values.norm()
vec = torch.sparse_compressed_tensor(
compressed_indices,
plain_indices,
values,
x.size(),
layout=x.layout,
device=x.device,
)
else:
dtype = _to_real_dtype(x.dtype) if downcast_complex else x.dtype
vec = torch.rand(x.numel(), generator=generator).to(
dtype=dtype, device=x.device
)
vec /= vec.norm()
return vec
def _get_inp_tensors(tupled_inputs):
inp_idx_tup = [
(i, t)
for i, t in enumerate(tupled_inputs)
if is_tensor_like(t) and t.requires_grad
]
return [tup[0] for tup in inp_idx_tup], [tup[1] for tup in inp_idx_tup]
def _adjusted_atol(atol, u, v):
# In slow gradcheck, we compare A and B element-wise, i.e., for some a, b we
# allow: |a - b| < atol + rtol * b. But since we now compare q1 = v^T A u and
# q2 = v^T B u, we must allow |q1 - q2| < v^T E u + rtol * v^T B u, where E is
# the correctly sized matrix in which each entry is atol.
#
# We see that atol needs to be scaled by v^T M u (where M is an all-ones M x N
# matrix): v^T M u = \sum_{i} \sum_{j} u_i * v_j = (\sum_{i} u_i)(\sum_{i} v_i)
# TODO: properly handle case when u is tuple instead of only taking first element
u = u[0] if isinstance(u, tuple) else u
sum_u = u.sum()
sum_v = 1.0 if v is None else v.sum()
return atol * float(sum_u) * float(sum_v)
FAST_FAIL_SLOW_OK_MSG = """
Fast gradcheck failed but element-wise differences are small. This means that the
test might've passed in slow_mode!
If you are adding a new operator, please file an issue and then use one of the
workarounds. The workaround depends on how your test invokes gradcheck/gradgradcheck:
If the test
- manually invokes gradcheck/gradgradcheck, then call gradcheck/gradgradcheck
with `fast_mode=False` as a keyword argument.
- is OpInfo-based (e.g., in test_ops_gradients.py), then modify the OpInfo for the test
to have `gradcheck_fast_mode=False`
- is a Module test (e.g., in common_nn.py), then modify the corresponding
module_test entry to have `gradcheck_fast_mode=False`
""".strip()
def _run_slow_mode_and_get_error(
func, tupled_inputs, outputs, input_idx, output_idx, rtol, atol, eps, is_forward_ad
):
# Compute jacobians in slow mode for better error message
slow_numerical = _get_numerical_jacobian(
func, tupled_inputs, outputs, eps=eps, is_forward_ad=is_forward_ad
)[input_idx][output_idx]
if is_forward_ad:
def new_fn(inp):
new_inputs = list(tupled_inputs)
new_inputs[input_idx] = inp
return _as_tuple(func(*new_inputs))[output_idx]
slow_analytical = _get_analytical_jacobian_forward_ad(
new_fn, (tupled_inputs[input_idx],), (outputs[output_idx],)
)[0][0]
else:
slow_analytical = _get_analytical_jacobian(
tupled_inputs, outputs, input_idx, output_idx
)
# Assume jacobians are non-empty and have the same shape
slow_max_diff = (slow_numerical - slow_analytical).abs().max()
slow_allclose = torch.allclose(slow_analytical, slow_numerical, rtol, atol)
msg = (
"\nThe above quantities relating the numerical and analytical jacobians are computed \n"
"in fast mode. See: https://github.com/pytorch/pytorch/issues/53876 for more background \n"
"about fast mode. Below, we recompute numerical and analytical jacobians in slow mode:\n\n"
f"Numerical:\n {slow_numerical}\n"
f"Analytical:\n{slow_analytical}\n\n"
f"The max per-element difference (slow mode) is: {slow_max_diff}.\n"
)
if slow_allclose:
# Slow gradcheck would've passed!
msg += FAST_FAIL_SLOW_OK_MSG
return msg
def _to_flat_dense_if_sparse(tensor):
if _is_sparse_any_tensor(tensor):
return tensor.to_dense().reshape(-1)
else:
return tensor
def _make_vectors(inp_tensors, outputs, *, use_forward_ad):
# Use our own generator to avoid messing with the user's RNG state
g_cpu = torch.Generator()
def _vec_from_tensor_cpu(*args):
# Default allocate all tensors on CPU, so they are on the same device as the generator
# even if the user specified a default device
with torch.device("cpu"):
return _vec_from_tensor(*args)
all_u = []
all_u_dense = []
for inp in inp_tensors:
ur = _vec_from_tensor_cpu(inp, g_cpu, True)
ur_dense = _to_flat_dense_if_sparse(ur)
if inp.is_complex():
ui = _vec_from_tensor_cpu(inp, g_cpu, True)
all_u.append((ur, ui))
ui_dense = _to_flat_dense_if_sparse(ui)
all_u_dense.append((ur_dense, ui_dense))
else:
all_u.append(ur)
all_u_dense.append(ur_dense)
all_v = (
None
if use_forward_ad
else [_vec_from_tensor_cpu(out, g_cpu) for out in outputs]
)
return all_v, all_u, all_u_dense
def _check_analytical_numerical_equal(
all_analytical,
all_numerical,
complex_indices,
tupled_inputs,
outputs,
func,
all_v,
all_u,
rtol,
atol,
eps,
test_imag,
*,
is_forward_ad=False,
):
for i, all_numerical_for_input_i in enumerate(all_numerical):
for j, n in enumerate(all_numerical_for_input_i):
# Forward AD generates the transpose of what this function expects
if is_forward_ad:
a = all_analytical[i][j]
else:
a = all_analytical[j][i]
n = n.to(device=a.device)
updated_atol = _adjusted_atol(atol, all_u[i], all_v[j] if all_v else None)
if not _allclose_with_type_promotion(a, n.to(a.device), rtol, updated_atol):
jacobians_str = _run_slow_mode_and_get_error(
func, tupled_inputs, outputs, i, j, rtol, atol, eps, is_forward_ad
)
raise GradcheckError(
_get_notallclose_msg(
a, n, j, i, complex_indices, test_imag, is_forward_ad
)
+ jacobians_str
)
def _fast_gradcheck(
func,
func_out,
inputs,
outputs,
eps,
rtol,
atol,
check_grad_dtypes,
nondet_tol,
*,
use_forward_ad=False,
complex_indices=None,
test_imag=False,
masked=False,
):
# See https://github.com/pytorch/pytorch/issues/53876 for details
inp_tensors_idx, inp_tensors = _get_inp_tensors(inputs)
# Backward mode computes v^T * J (VJP)
# Since we computed J * u (JVP) through finite difference method, we perform an equality check
# between VJP * u, v * JVP
# ----
# Forward mode computes J * u (JVP)
# Since we already compute JVP through finite difference method,
# we don't need v for correctness check here as asserted below
all_v, all_u, all_u_dense = _make_vectors(
inp_tensors, outputs, use_forward_ad=use_forward_ad
)
inputs_numerical, all_u_numerical, all_v_numerical = (
(inputs, all_u, all_v) if masked else _densify((inputs, all_u, all_v))
)
numerical_vJu = _get_numerical_vJu(
func,
inputs_numerical,
inp_tensors_idx,
func_out,
all_u_numerical,
all_v_numerical,
eps,
is_forward_ad=use_forward_ad,
)
# TODO: replicate https://github.com/pytorch/pytorch/pull/77743 for fast gradcheck as well
if use_forward_ad:
assert all_v is None
analytical_vJu = _get_analytical_jacobian_forward_ad(
func,
inputs,
_as_tuple(func_out),
all_u=all_u,
check_grad_dtypes=check_grad_dtypes,
)
else:
if not outputs:
_check_no_differentiable_outputs_fast(
func, func_out, inputs, inp_tensors_idx, all_u, eps, nondet_tol
)
analytical_vJu = _get_analytical_vJu_backward_mode(
inputs, outputs, nondet_tol, check_grad_dtypes, all_v, all_u_dense
)
_check_analytical_numerical_equal(
analytical_vJu,
numerical_vJu,
complex_indices,
inputs,
outputs,
func,
all_v,
all_u,
rtol,
atol,
eps,
test_imag,
is_forward_ad=use_forward_ad,
)
return True
# Note [VarArg of Tensors]
# ~~~~~~~~~~~~~~~~~~~~~~~~
# 'func' accepts a vararg of tensors, which isn't expressable in the type system at the moment.
# If https://mypy.readthedocs.io/en/latest/additional_features.html?highlight=callable#extended-callable-types is accepted,
# the '...' first argument of Callable can be replaced with VarArg(Tensor).
# For now, we permit any input.
def gradcheck(
func: Callable[..., Union[_TensorOrTensors]], # See Note [VarArg of Tensors]
inputs: _TensorOrTensors,
*,
eps: float = 1e-6,
atol: float = 1e-5,
rtol: float = 1e-3,
raise_exception: bool = True,
nondet_tol: float = 0.0,
check_undefined_grad: bool = True,
check_grad_dtypes: bool = False,
check_batched_grad: bool = False,
check_batched_forward_grad: bool = False,
check_forward_ad: bool = False,
check_backward_ad: bool = True,
fast_mode: bool = False,
masked: Optional[bool] = None,
) -> bool: # noqa: D400,D205
r"""Check gradients computed via small finite differences against analytical
gradients wrt tensors in :attr:`inputs` that are of floating point or complex type
and with ``requires_grad=True``.
The check between numerical and analytical gradients uses :func:`~torch.allclose`.
For most of the complex functions we consider for optimization purposes, no notion of
Jacobian exists. Instead, gradcheck verifies if the numerical and analytical values of
the Wirtinger and Conjugate Wirtinger derivatives are consistent. Because the gradient
computation is done under the assumption that the overall function has a real-valued
output, we treat functions with complex output in a special way. For these functions,
gradcheck is applied to two real-valued functions corresponding to taking the real
components of the complex outputs for the first, and taking the imaginary components
of the complex outputs for the second. For more details, check out
:ref:`complex_autograd-doc`.
.. note::
The default values are designed for :attr:`input` of double precision.
This check will likely fail if :attr:`input` is of less precision, e.g.,
``FloatTensor``.
.. note::
Gradcheck may fail when evaluated on non-differentiable points
because the numerically computed gradients via finite differencing may differ
those computed analytically (not necessarily because either is incorrect).
For more context, see :ref:`non-differentiable-func-grad`.
.. warning::
If any checked tensor in :attr:`input` has overlapping memory, i.e.,
different indices pointing to the same memory address (e.g., from
:func:`torch.expand`), this check will likely fail because the numerical
gradients computed by point perturbation at such indices will change
values at all other indices that share the same memory address.
Args:
func (function): a Python function that takes Tensor inputs and returns
a Tensor or a tuple of Tensors
inputs (tuple of Tensor or Tensor): inputs to the function
eps (float, optional): perturbation for finite differences
atol (float, optional): absolute tolerance
rtol (float, optional): relative tolerance
raise_exception (bool, optional): indicating whether to raise an exception if
the check fails. The exception gives more information about the
exact nature of the failure. This is helpful when debugging gradchecks.
nondet_tol (float, optional): tolerance for non-determinism. When running
identical inputs through the differentiation, the results must either match
exactly (default, 0.0) or be within this tolerance.
check_undefined_grad (bool, optional): if ``True``, check if undefined output grads
are supported and treated as zeros, for ``Tensor`` outputs.
check_batched_grad (bool, optional): if ``True``, check if we can compute
batched gradients using prototype vmap support. Defaults to False.
check_batched_forward_grad (bool, optional): if ``True``, checks if we can compute
batched forward gradients using forward ad and prototype vmap support. Defaults to ``False``.
check_forward_ad (bool, optional): if ``True``, check that the gradients computed with forward
mode AD match the numerical ones. Defaults to ``False``.
check_backward_ad (bool, optional): if ``False``, do not perform any checks that rely on
backward mode AD to be implemented. Defaults to ``True``.
fast_mode (bool, optional): Fast mode for gradcheck and gradgradcheck is currently only
implemented for R to R functions. If none of the inputs and outputs are complex
a faster implementation of gradcheck that no longer computes the entire jacobian
is run; otherwise, we fall back to the slow implementation.
masked (bool, optional): if ``True``, the gradients of unspecified elements of
sparse tensors are ignored. Defaults to ``False``.
Returns:
``True`` if all differences satisfy allclose condition
"""
assert (
check_forward_ad or check_backward_ad
), "Expected at least one of check_forward_ad or check_backward_ad to be True"
assert not (
check_batched_grad and not check_backward_ad
), "Setting check_batched_grad=True requires check_backward_ad to be True"
assert not (
check_batched_forward_grad and not check_forward_ad
), "Setting check_batched_forward_grad=True requires check_forward_ad to be True"
args = locals().copy()
args.pop("raise_exception")
if not raise_exception:
try:
return _gradcheck_helper(**args)
except GradcheckError as e:
return False
else:
return _gradcheck_helper(**args)
def _gradcheck_helper(
func,
inputs,
eps,
atol,
rtol,
nondet_tol,
check_undefined_grad,
check_grad_dtypes,
check_batched_grad,
check_batched_forward_grad,
check_forward_ad,
check_backward_ad,
fast_mode,
masked,
):
tupled_inputs = _as_tuple(inputs)
_check_inputs(tupled_inputs)
func_out = func(*tupled_inputs)
outputs = _differentiable_outputs(func_out)
_check_outputs(outputs)
gradcheck_fn = functools.partial(
_fast_gradcheck if fast_mode else _slow_gradcheck, masked=masked
)
_gradcheck_real_imag(
gradcheck_fn,
func,
func_out,
tupled_inputs,
outputs,
eps,
rtol,
atol,
check_grad_dtypes,
check_forward_ad=check_forward_ad,
check_backward_ad=check_backward_ad,
nondet_tol=nondet_tol,
check_undefined_grad=check_undefined_grad,
)
if check_batched_forward_grad:
_test_batched_grad_forward_ad(func, tupled_inputs)
# Short circuit because remaining tests rely on backward AD to be implemented
if not check_backward_ad:
return True
for i, o in enumerate(outputs):
if check_batched_grad:
_test_batched_grad(tupled_inputs, o, i)
_test_backward_mul_by_grad_output(outputs, tupled_inputs, masked)
if check_undefined_grad and check_backward_ad:
_test_undefined_backward_mode(func, outputs, tupled_inputs)
return True
def gradgradcheck(
func: Callable[..., _TensorOrTensors], # See Note [VarArg of Tensors]
inputs: _TensorOrTensors,
grad_outputs: Optional[_TensorOrTensors] = None,
*,
eps: float = 1e-6,
atol: float = 1e-5,
rtol: float = 1e-3,
gen_non_contig_grad_outputs: bool = False,
raise_exception: bool = True,
nondet_tol: float = 0.0,
check_undefined_grad: bool = True,
check_grad_dtypes: bool = False,
check_batched_grad: bool = False,
check_fwd_over_rev: bool = False,
check_rev_over_rev: bool = True,
fast_mode: bool = False,
masked: bool = False,
) -> bool: # noqa: D400,D205
r"""Check gradients of gradients computed via small finite differences
against analytical gradients wrt tensors in :attr:`inputs` and
:attr:`grad_outputs` that are of floating point or complex type and with
``requires_grad=True``.
This function checks that backpropagating through the gradients computed
to the given :attr:`grad_outputs` are correct.
The check between numerical and analytical gradients uses :func:`~torch.allclose`.
.. note::
The default values are designed for :attr:`input` and
:attr:`grad_outputs` of double precision. This check will likely fail if
they are of less precision, e.g., ``FloatTensor``.
.. warning::
If any checked tensor in :attr:`input` and :attr:`grad_outputs` has
overlapping memory, i.e., different indices pointing to the same memory
address (e.g., from :func:`torch.expand`), this check will likely fail
because the numerical gradients computed by point perturbation at such
indices will change values at all other indices that share the same
memory address.
Args:
func (function): a Python function that takes Tensor inputs and returns
a Tensor or a tuple of Tensors
inputs (tuple of Tensor or Tensor): inputs to the function
grad_outputs (tuple of Tensor or Tensor, optional): The gradients with
respect to the function's outputs.
eps (float, optional): perturbation for finite differences
atol (float, optional): absolute tolerance
rtol (float, optional): relative tolerance
gen_non_contig_grad_outputs (bool, optional): if :attr:`grad_outputs` is
``None`` and :attr:`gen_non_contig_grad_outputs` is ``True``, the
randomly generated gradient outputs are made to be noncontiguous
raise_exception (bool, optional): indicating whether to raise an exception if
the check fails. The exception gives more information about the
exact nature of the failure. This is helpful when debugging gradchecks.
nondet_tol (float, optional): tolerance for non-determinism. When running
identical inputs through the differentiation, the results must either match
exactly (default, 0.0) or be within this tolerance. Note that a small amount
of nondeterminism in the gradient will lead to larger inaccuracies in
the second derivative.
check_undefined_grad (bool, optional): if True, check if undefined output grads
are supported and treated as zeros
check_batched_grad (bool, optional): if True, check if we can compute
batched gradients using prototype vmap support. Defaults to False.
fast_mode (bool, optional): if True, run a faster implementation of gradgradcheck that
no longer computes the entire jacobian.
masked (bool, optional): if True, the gradients of unspecified elements of
sparse tensors are ignored (default, False).
Returns:
True if all differences satisfy allclose condition
"""
assert (
check_fwd_over_rev or check_rev_over_rev
), "Expected at least one of check_fwd_over_rev or check_rev_over_rev to be True"
assert not (
check_undefined_grad and not check_rev_over_rev
), "Setting check_undefined_grad=True requires check_rev_over_rev to be True"
assert not (
check_batched_grad and not check_rev_over_rev
), "Setting check_batched_grad=True requires check_rev_over_rev to be True"
# TODO: do we want to test this too?
# assert not (check_batched_forward_grad and not check_fwd_over_rev), (
# "Setting check_batched_forward_grad=True requires check_fwd_over_rev to be True")
tupled_inputs = _as_tuple(inputs)
if grad_outputs is None:
# If grad_outputs is not specified, create random Tensors of the same shape, type, and device as the outputs
outputs = _differentiable_outputs(func(*tupled_inputs))
tupled_grad_outputs = tuple(
torch.testing.make_tensor(
x.shape,
dtype=x.dtype
if x.is_floating_point() or x.is_complex()
else torch.double,
device=x.device,
low=-1,
high=1,
requires_grad=True,
noncontiguous=gen_non_contig_grad_outputs,
)
for x in outputs
)
else:
tupled_grad_outputs = _as_tuple(grad_outputs)
num_outputs = len(tupled_grad_outputs)
# NB: We need to save the requires_grad information about the inputs here because gradcheck detaches inputs
# before running forward mode AD
diff_input_args_indices = {
i for i, x in enumerate(tupled_inputs) if is_tensor_like(x) and x.requires_grad
}
diff_grad_output_indices = {
i for i, x in enumerate(tupled_grad_outputs) if x.requires_grad
}
def new_func(*args):
# Restore the requires_grad information
input_args = tuple(
x.requires_grad_() if i in diff_input_args_indices else x
for i, x in enumerate(args[:-num_outputs])
)
outputs = _differentiable_outputs(func(*input_args))
grad_outputs = tuple(
x.requires_grad_() if i in diff_grad_output_indices else x
for i, x in enumerate(args[-num_outputs:])
)
diff_input_args = tuple(
x for i, x in enumerate(input_args) if i in diff_input_args_indices
)
grad_inputs = torch.autograd.grad(
outputs, diff_input_args, grad_outputs, create_graph=True, allow_unused=True
)
grad_inputs = tuple(g for g in grad_inputs if g is not None)
return grad_inputs
return gradcheck(
new_func,
tupled_inputs + tupled_grad_outputs,
eps=eps,
atol=atol,
rtol=rtol,
raise_exception=raise_exception,
nondet_tol=nondet_tol,
check_undefined_grad=check_undefined_grad,
check_grad_dtypes=check_grad_dtypes,
check_batched_grad=check_batched_grad,
fast_mode=fast_mode,
check_forward_ad=check_fwd_over_rev,
check_backward_ad=check_rev_over_rev,
masked=masked,
)
|