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129 wiersze
3.9 KiB
129 wiersze
3.9 KiB
from __future__ import print_function
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from builtins import range
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from past.builtins import xrange
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import numpy as np
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from random import randrange
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def eval_numerical_gradient(f, x, verbose=True, h=0.00001):
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"""
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a naive implementation of numerical gradient of f at x
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- f should be a function that takes a single argument
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- x is the point (numpy array) to evaluate the gradient at
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"""
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fx = f(x) # evaluate function value at original point
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grad = np.zeros_like(x)
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# iterate over all indexes in x
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it = np.nditer(x, flags=['multi_index'], op_flags=['readwrite'])
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while not it.finished:
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# evaluate function at x+h
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ix = it.multi_index
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oldval = x[ix]
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x[ix] = oldval + h # increment by h
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fxph = f(x) # evalute f(x + h)
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x[ix] = oldval - h
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fxmh = f(x) # evaluate f(x - h)
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x[ix] = oldval # restore
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# compute the partial derivative with centered formula
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grad[ix] = (fxph - fxmh) / (2 * h) # the slope
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if verbose:
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print(ix, grad[ix])
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it.iternext() # step to next dimension
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return grad
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def eval_numerical_gradient_array(f, x, df, h=1e-5):
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"""
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Evaluate a numeric gradient for a function that accepts a numpy
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array and returns a numpy array.
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"""
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grad = np.zeros_like(x)
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it = np.nditer(x, flags=['multi_index'], op_flags=['readwrite'])
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while not it.finished:
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ix = it.multi_index
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oldval = x[ix]
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x[ix] = oldval + h
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pos = f(x).copy()
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x[ix] = oldval - h
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neg = f(x).copy()
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x[ix] = oldval
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grad[ix] = np.sum((pos - neg) * df) / (2 * h)
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it.iternext()
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return grad
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def eval_numerical_gradient_blobs(f, inputs, output, h=1e-5):
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"""
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Compute numeric gradients for a function that operates on input
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and output blobs.
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We assume that f accepts several input blobs as arguments, followed by a
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blob where outputs will be written. For example, f might be called like:
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f(x, w, out)
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where x and w are input Blobs, and the result of f will be written to out.
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Inputs:
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- f: function
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- inputs: tuple of input blobs
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- output: output blob
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- h: step size
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"""
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numeric_diffs = []
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for input_blob in inputs:
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diff = np.zeros_like(input_blob.diffs)
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it = np.nditer(input_blob.vals, flags=['multi_index'],
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op_flags=['readwrite'])
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while not it.finished:
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idx = it.multi_index
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orig = input_blob.vals[idx]
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input_blob.vals[idx] = orig + h
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f(*(inputs + (output,)))
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pos = np.copy(output.vals)
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input_blob.vals[idx] = orig - h
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f(*(inputs + (output,)))
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neg = np.copy(output.vals)
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input_blob.vals[idx] = orig
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diff[idx] = np.sum((pos - neg) * output.diffs) / (2.0 * h)
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it.iternext()
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numeric_diffs.append(diff)
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return numeric_diffs
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def eval_numerical_gradient_net(net, inputs, output, h=1e-5):
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return eval_numerical_gradient_blobs(lambda *args: net.forward(),
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inputs, output, h=h)
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def grad_check_sparse(f, x, analytic_grad, num_checks=10, h=1e-5):
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"""
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sample a few random elements and only return numerical
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in this dimensions.
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"""
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for i in range(num_checks):
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ix = tuple([randrange(m) for m in x.shape])
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oldval = x[ix]
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x[ix] = oldval + h # increment by h
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fxph = f(x) # evaluate f(x + h)
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x[ix] = oldval - h # increment by h
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fxmh = f(x) # evaluate f(x - h)
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x[ix] = oldval # reset
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grad_numerical = (fxph - fxmh) / (2 * h)
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grad_analytic = analytic_grad[ix]
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rel_error = (abs(grad_numerical - grad_analytic) /
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(abs(grad_numerical) + abs(grad_analytic)))
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print('numerical: %f analytic: %f, relative error: %e'
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%(grad_numerical, grad_analytic, rel_error))
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