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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, | |
) | |