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515 lines (394 loc) · 17.2 KB
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"""
Reverse Auto Differential 反向自动微分
参考 https://blog.csdn.net/aws3217150/article/details/70214422
整体思路
1. 先构建好input到output的pipeline
2. 然后再从output继续构建,根据拓扑倒序,继续构建从output到input的pipeline
3. 把input的真实值输进去,自动计算
# 可以在test.py中测试该例
例:y = ln(x1) + x1 * x2
1. v-1 = x1 v0 = x2
2. v1 = ln(v-1)
3. v2 = v-1 * v0
4. v3 = v1 + v2
5. y = v3
这里对应上方的第一步,从x1和x2构建到y。
对于v1,v2,v3.etc来说,每个节点都是一个Node对象
每个Node对象都包含一个Operator运算符,和1个或2个inputs节点(3 * x就是1个,x * y就是两个,3是常量,也包含在Node对象里),比如v3的inputs节点是[v1, v2]
(当然,对于v-1和v0来说,它们已经是最前面的节点了,不含inputs和Operator)
于是现在的计算图是这样的(从上往下)
v-1 v0
/ \ /
v1 v2
\ /
v3
计算图(一)
5. ∂y/∂v3 = ∂y/∂y = 1
4. ∂y/v1 = ∂y/∂v3 * ∂v3/∂v1 = 1 * 1 = 1 ∂y/∂v2 = ∂y/∂v3 * ∂v3/∂v2 = 1 * 1 = 1
3. ∂y/∂v-1 = ∂y/∂v2 * ∂v2/∂v-1 = 1 * v0 = v0 ∂/v0 = ∂y/∂v2 * ∂y/∂v0 = 1 * v-1 = v-1
2. ∂y/∂v-1 = ∂y/∂v-1 + ∂y/v1 * ∂v1/v-1 = v0 + 1/v-1
1. ∂y/∂x1 = ∂y/∂v-1 = v0 + 1/v-1 = x2 + 1/x1 ∂y/∂x2 = ∂y/∂v0 = v-1 = x1
# 横式有点看不懂是不是,可以在纸上写成分式哦
这里对应上方的第二步
首先要明白链式法则
从5开始是求y对v3的偏导,然后是y对v2,y对v1......etc.
通过∂y/∂v3可以求出什么?
看4,∂y/v1 = ∂y/∂v3 * ∂v3/∂v1 ∂y/∂v2 = ∂y/∂v3 * ∂v3/∂v2
得到了∂y/v1和∂y/∂v2
再继续,通过∂y/v1可以求出什么?
得到了∂y/∂v-1 = ∂v-1 + ∂v1/v-1
......这样一层层下来,最终可以得到y对v-1和v0节点的偏导(实际上对所有节点的偏导都得到了)
现在来看看求导的计算图(还是从上往下)
v3
/ \
v1 v2
\ / \
v-1 v0
计算图(二)
注意,求导的计算图与求值的计算图完全对称
那么现在完整的计算图就有了
v-1 v0 这两个节点是输入
/ \ /
v1 v2
\ /
v3 这个节点是输出,也就是y
|
v3‘ 这个节点一定是1,因为∂y/∂v3 = ∂y/∂y = 1
/ \
v1’ v2‘
\ / \
v-1’ v0‘ 这两个节点分别是∂y/∂v-1 = ∂y/∂x1, ∂y/∂v0 = ∂y/∂x2, 也就是y对x1和x2的偏导
那么我们现在从v-1’和v0‘节点开始拓扑排序(还记得每个Node都有inputs吗,通过这个进行拓扑排序),得到拓扑排序的结果
然后reverse一下,得到pipeline:v-1, v0, v1, v2, v3, v3', v1', v2', v-1', v0'
对应上方第三步
那么,把x1=v-1=2, y=v0=5输进去会得到什么呢?(还记得每个节点包含一个Operator运算符吗,调用node.operator计算node.inputs的结果)
v-1=2
v0=5
v1=ln(2)
v2=10
v3=ln(2)+10 这步就把y求出来了
v3'=1
v1'= v3' * ∂v3/∂v1 = 1 * 1 = 1 v1到v3的操作是v1+v2=v3, 所以加法的偏导是1
v2'= v3' * ∂v3/∂v2 = 1 * 1 = 1 v2到v3的操作是...balabalabala
v-1'= v2'*∂v2/∂v-1 + v1'*∂v1/v-1 = 1*v0 + 1/v-1 = 1*5 + 1/2 = 5.5 这步就把grad_x1 = v-1’求出来了
这是因为v1和v2的inputs里都包含了v-1,所以要加起来
v2=v-1*v0,那么∂v2/∂v-1=v0, v1=ln(v-1),那么∂v1/∂v-1=1/v-1
v0'=v2'*∂v2/∂v0 = 1 * 2 = 2 v0到v2的操作是v2=v-1*v0,把v-1看成常量,乘法的偏导是v-1=2
运算符重载
__add__
__radd__
__sub__
__rsub__
__mul__
__rmul__
__truediv__
__rtruediv__
__matmul__
__neg__
可调用
sumOp = Sum() # sum
log = Log() # ln
exp = Exp() # e^x
oneslike = OnesLike()
zerolike = ZeroLike()
"""
from typing import List, Union
import numpy as np
from utils import topological_sort
# TODO 解决与numpy运算符重载的冲突问题
class Node:
"""
计算图的节点
"""
def __init__(self, inputs: List['Node'] = None, op: 'Operator' = None,
name: str = None, const_value=None):
"""
:params inputs 该节点的输入节点
:params op 运算符
:params name 用于调试的名字
:params const_value 如果该节点对常量进行运算,则存储该常量,例:x+1;3*y;oneslike(1)
"""
self.inputs = inputs if inputs is not None else []
self.op = op
self.name = name
self.const_value = const_value
self.bias = False
# 重载运算符
def __add__(self, other: Union['Node', np.ndarray, float, int]):
if isinstance(other, Node):
return add(self, other)
else:
return add_const(self, other)
__radd__ = __add__
def __sub__(self, other: Union['Node', np.ndarray, float, int]):
if isinstance(other, Node):
return subtract(self, other)
else:
return subtract_const(self, other)
def __rsub__(self, other: Union['Node', np.ndarray, float, int]):
if isinstance(other, Node):
return subtract(self, other)
else:
return subtract_constR(other, self)
def __mul__(self, other: Union['Node', np.ndarray, float, int]):
if isinstance(other, Node):
return multiply(self, other)
else:
return multiply_const(self, other)
__rmul__ = __mul__
def __truediv__(self, other: Union['Node', np.ndarray, float, int]):
if isinstance(other, Node):
return divide(self, other)
else:
return divide_const(self, other)
pass
def __rtruediv__(self, other: Union['Node', np.ndarray, float, int]):
if isinstance(other, Node):
return divide(self, other)
else:
return divide_constR(other, self)
def __matmul__(self, other: Union['Node', np.ndarray, float, int]):
return matmul(self, other)
def __pow__(self, other: Union['Node', np.ndarray, float, int]):
return NotImplemented
def __rpow__(self, other: Union['Node', np.ndarray, float, int]):
return NotImplemented
def __neg__(self):
return negative(self)
def __str__(self) -> str:
return self.name
class Operator:
"""运算符的基类"""
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
"""
通过out节点的inputs节点,计算出使用该operator的out节点的实际值
:params out 要计算的节点
:params inputs out的输入值
:return 计算后的值
"""
pass
def gradient(self, grad: Node, out: Node) -> List[Node]:
"""
从out节点构建对应operator的梯度节点
例:
对于 y = x1 + x2, 返回的梯度节点为 [grad_x1 = grad_y*∂y/∂x1, grad_x2 = grad_y*∂y/∂x2]
其中grad_y为上一级节点的梯度, 即grad_y对应变量grad,y对应变量out,x1, x2对应out.inputs
:params grad 上一级节点的梯度
:params out 需要构建梯度的节点
:return out节点的梯度节点
"""
pass
class Placeholder(Operator):
def __call__(self) -> Node:
return Node(op=self)
def compute(self, out: Node, inputs: List[np.ndarray]):
pass
def gradient(self, grad: Node, out: Node) -> List[Node]:
pass
def var(name, **kwargs):
"""构建输入节点,不需要输入实际的值"""
input_node = placeholder()
input_node.name = name
return input_node
class Add(Operator):
def __call__(self, a: Node, b: Node) -> Node:
return Node(inputs=[a, b], op=self, name=f'({a.name} + {b.name})')
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] + inputs[1])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad, grad]
class AddConst(Operator):
def __call__(self, a: Node, b: np.ndarray) -> Node:
return Node(inputs=[a], op=self, name=f"({a.name} + {b})", const_value=b)
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] + out.const_value)
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad]
class Subtract(Operator):
def __call__(self, a: Node, b: Node) -> Node:
return Node(inputs=[a, b], op=self, name=f"({a.name} - {b.name})")
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] - inputs[1])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad, -grad]
class SubtractConst(Operator):
def __call__(self, a: Node, b: np.ndarray) -> Node:
return Node(inputs=[a], op=self, name=f"({a.name} - {b})", const_value=b)
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] - out.const_value)
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad]
class SubtractConstR(Operator):
def __call__(self, a: np.ndarray, b: Node) -> Node:
return Node(inputs=[b], op=self, name=f"({a} - {b.name})", const_value=a)
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(out.const_value - inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [-grad]
class Negative(Operator):
def __call__(self, a: Node) -> Node:
return Node(inputs=[a], op=self, name=f"(-{a.name})")
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(-inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [-grad]
class Multiply(Operator):
def __call__(self, a: Node, b: Node) -> Node:
return Node(inputs=[a, b], op=self, name=f'{a.name} * {b.name}')
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] * inputs[1])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad * out.inputs[1], grad * out.inputs[0]]
class MultiplyConst(Operator):
def __call__(self, a: Node, b) -> Node:
return Node(inputs=[a], op=self, name=f'{a.name} * {b}', const_value=b)
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] * out.const_value)
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad * out.const_value]
class Divide(Operator):
def __call__(self, a: Node, b: Node) -> Node:
return Node(inputs=[a, b], op=self, name=f'{a.name} / {b.name}')
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] / inputs[1])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad / out.inputs[1], -grad * out.inputs[0] / (out.inputs[1] * out.inputs[1])]
class DivideConst(Operator):
def __call__(self, a: Node, b) -> Node:
return Node(inputs=[a], op=self, name=f'{a.name} / {b}', const_value=b)
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(inputs[0] / out.const_value)
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad / out.const_value]
class DivideConstR(Operator):
def __call__(self, a, b: Node) -> Node:
return Node(inputs=[b], op=self, name=f'{a} / {b.name}', const_value=a)
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(out.const_value / inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [-grad * out.const_value / (out.inputs[0] * out.inputs[0])]
class MatMul(Operator):
def __call__(self, a: Node, b: Node, a_t: bool = False, b_t: bool = False) -> Node:
name = a.name
if a_t:
name += ".T"
name += " @ "
name += b.name
if b_t:
name += ".T"
out_node = Node(inputs=[a, b], op=self, name=name)
out_node.a_t = a_t
out_node.b_t = b_t
return out_node
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
a, b = inputs
if out.a_t:
a = a.T
if out.b_t:
b = b.T
return np.asarray(np.matmul(a, b))
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [matmul(grad, out.inputs[1], a_t=False, b_t=True),
matmul(out.inputs[0], grad, a_t=True, b_t=False)]
class Log(Operator):
"""ln"""
def __call__(self, a: Node) -> Node:
return Node(inputs=[a], op=self, name=f'log({a.name})')
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.log(inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad / out.inputs[0]]
class Exp(Operator):
"""e^x"""
def __call__(self, a: Node) -> Node:
return Node(inputs=[a], op=self, name=f'exp({a.name})')
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.exp(inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad * exp(out.inputs[0])]
class OnesLike(Operator):
def __call__(self, a: Node) -> Node:
return Node(inputs=[a], op=self, name=f"1")
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.ones_like(inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [zerolike(out.inputs[0])]
class ZeroLike(Operator):
def __call__(self, a: Node) -> Node:
return Node(inputs=[a], op=self, name=f"0")
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.zeros_like(inputs[0])
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [zerolike(out.inputs[0])]
class Sum(Operator):
def __call__(self, a: Node) -> Node:
return Node(inputs=[a], op=self, name=f"sum({a.name})")
def compute(self, out: Node, inputs: List[np.ndarray]) -> np.ndarray:
return np.asarray(np.sum(inputs[0]))
def gradient(self, grad: Node, out: Node) -> List[Node]:
return [grad * oneslike(out.inputs[0])]
placeholder = Placeholder()
add = Add()
add_const = AddConst()
subtract = Subtract()
subtract_const = SubtractConst()
subtract_constR = SubtractConstR()
negative = Negative()
multiply = Multiply()
multiply_const = MultiplyConst()
divide = Divide()
divide_const = DivideConst()
divide_constR = DivideConstR()
matmul = MatMul()
log = Log()
exp = Exp()
oneslike = OnesLike()
zerolike = ZeroLike()
sumOp = Sum()
class Executor:
"""给定节点及其实际值,计算指定节点的梯度值"""
def __init__(self, to_compute: List[Node]):
"""
:param to_compute 需要计算的节点,可以是梯度节点、也可以是前馈计算的节点
"""
self.to_compute = to_compute
self.topological_graph_sorted = topological_sort(to_compute) # 拓扑排序,从输入到输出,为了前向计算
def run(self, inputs_dict: dict[Node, np.ndarray]) -> List[np.ndarray]:
"""
计算指定节点的值
:param inputs_dict 输入节点的值字典 dict[Node, np.ndarray]
:return to_compute节点的值
"""
node_value_map: dict[Node, np.ndarray] = inputs_dict
for node in self.topological_graph_sorted:
node: Node
if isinstance(node.op, Placeholder): # 输入节点不用计算
continue
# 计算该节点的值,存储到{Node:value}中
node_value_map[node] = node.op.compute(
node,
[node_value_map[n] for n in node.inputs], # [node_value_map[n] for n in node.inputs] 节点的输入值
)
return [node_value_map[node] for node in self.to_compute] # 返回要计算的节点的值
def gradient(output: Node, to_grad: List[Node]):
"""
给定输出节点和需要构建梯度的节点,构建梯度计算图,返回需要构建梯度节点对应的计算图
:param output 输出节点
:param to_grad 需要构建梯度的节点
:return to_grad节点对应的梯度节点
"""
# 节点和对应梯度节点的映射,如例中所示,∂y/∂v-1对应v-1,∂y/∂v0对应v0,∂y/∂v1对应v1,etc.
node_grad_map: dict[Node, Node] = {output: oneslike(output)}
for node in reversed(topological_sort([output])): # 反转拓扑排序,从输出到输入,从输出节点开始构建计算图
node: Node
grads = node.op.gradient(node_grad_map[node], node) # grads是node的梯度
if grads is None: # 说明已经到了placeholder输入节点
continue
for i, grad in enumerate(grads):
grad: Node
if node.inputs[i] in node_grad_map:
# 如例中倒数第2行 ∂y/∂v-1 = ∂v-1 + ∂v1/v-1 = v0 + 1/v-1 所示,梯度需要累加
node_grad_map[node.inputs[i]] = node_grad_map[node.inputs[i]] + grad
else:
node_grad_map[node.inputs[i]] = grad
return [node_grad_map[node] for node in to_grad]