EVOLUTION-MANAGER

Edit File: linear_operator_util.py

# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Internal utilities for `LinearOperator` classes.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np from tensorflow.python.framework import dtypes from tensorflow.python.framework import ops from tensorflow.python.module import module from tensorflow.python.ops import array_ops from tensorflow.python.ops import check_ops from tensorflow.python.ops import control_flow_ops from tensorflow.python.ops import linalg_ops from tensorflow.python.ops import math_ops from tensorflow.python.ops import variables as variables_module from tensorflow.python.util import nest ################################################################################ # To make more friendly for TF2. ################################################################################ def convert_nonref_to_tensor(value, dtype=None, dtype_hint=None, name=None): """Converts the given `value` to a `Tensor` if input is nonreference type. This function converts Python objects of various types to `Tensor` objects except if the input has nonreference semantics. Reference semantics are characterized by `is_ref` and is any object which is a `tf.Variable` or instance of `tf.Module`. This function accepts any input which `tf.convert_to_tensor` would also. Note: This function diverges from default Numpy behavior for `float` and `string` types when `None` is present in a Python list or scalar. Rather than silently converting `None` values, an error will be thrown. Args: value: An object whose type has a registered `Tensor` conversion function. dtype: Optional element type for the returned tensor. If missing, the type is inferred from the type of `value`. dtype_hint: Optional element type for the returned tensor, used when dtype is None. In some cases, a caller may not have a dtype in mind when converting to a tensor, so dtype_hint can be used as a soft preference. If the conversion to `dtype_hint` is not possible, this argument has no effect. name: Optional name to use if a new `Tensor` is created. Returns: tensor: A `Tensor` based on `value`. Raises: TypeError: If no conversion function is registered for `value` to `dtype`. RuntimeError: If a registered conversion function returns an invalid value. ValueError: If the `value` is a tensor not of given `dtype` in graph mode. #### Examples: ```python x = tf.Variable(0.) y = convert_nonref_to_tensor(x) x is y # ==> True x = tf.constant(0.) y = convert_nonref_to_tensor(x) x is y # ==> True x = np.array(0.) y = convert_nonref_to_tensor(x) x is y # ==> False tf.is_tensor(y) # ==> True x = tfp.util.DeferredTensor(13.37, lambda x: x) y = convert_nonref_to_tensor(x) x is y # ==> True tf.is_tensor(y) # ==> False tf.equal(y, 13.37) # ==> True ``` """ # We explicitly do not use a tf.name_scope to avoid graph clutter. if value is None: return None if is_ref(value): if dtype is None: return value dtype_base = base_dtype(dtype) value_dtype_base = base_dtype(value.dtype) if dtype_base != value_dtype_base: raise TypeError('Mutable type must be of dtype "{}" but is "{}".'.format( dtype_name(dtype_base), dtype_name(value_dtype_base))) return value return ops.convert_to_tensor_v2_with_dispatch( value, dtype=dtype, dtype_hint=dtype_hint, name=name) def base_dtype(dtype): """Returns a non-reference `dtype` based on this `dtype`.""" dtype = dtypes.as_dtype(dtype) if hasattr(dtype, "base_dtype"): return dtype.base_dtype return dtype def dtype_name(dtype): """Returns the string name for this `dtype`.""" dtype = dtypes.as_dtype(dtype) if hasattr(dtype, "name"): return dtype.name if hasattr(dtype, "__name__"): return dtype.__name__ return str(dtype) def check_dtype(arg, dtype): """Check that arg.dtype == self.dtype.""" if arg.dtype.base_dtype != dtype: raise TypeError( "Expected argument to have dtype %s. Found: %s in tensor %s" % (dtype, arg.dtype, arg)) def is_ref(x): """Evaluates if the object has reference semantics. An object is deemed "reference" if it is a `tf.Variable` instance or is derived from a `tf.Module` with `dtype` and `shape` properties. Args: x: Any object. Returns: is_ref: Python `bool` indicating input is has nonreference semantics, i.e., is a `tf.Variable` or a `tf.Module` with `dtype` and `shape` properties. """ return ( # Note: we check that tf.Variable is a class because we might be using a # different backend other than TF. isinstance(x, variables_module.Variable) or (isinstance(x, module.Module) and hasattr(x, "dtype") and hasattr(x, "shape"))) def assert_not_ref_type(x, arg_name): if is_ref(x): raise TypeError( "Argument %s cannot be reference type. Found: %s" % (arg_name, type(x))) ################################################################################ # Asserts. ################################################################################ def assert_no_entries_with_modulus_zero( x, message=None, name="assert_no_entries_with_modulus_zero"): """Returns `Op` that asserts Tensor `x` has no entries with modulus zero. Args: x: Numeric `Tensor`, real, integer, or complex. message: A string message to prepend to failure message. name: A name to give this `Op`. Returns: An `Op` that asserts `x` has no entries with modulus zero. """ with ops.name_scope(name, values=[x]): x = ops.convert_to_tensor_v2_with_dispatch(x, name="x") dtype = x.dtype.base_dtype should_be_nonzero = math_ops.abs(x) zero = ops.convert_to_tensor_v2_with_dispatch(0, dtype=dtype.real_dtype) return check_ops.assert_less(zero, should_be_nonzero, message=message) def assert_zero_imag_part(x, message=None, name="assert_zero_imag_part"): """Returns `Op` that asserts Tensor `x` has no non-zero imaginary parts. Args: x: Numeric `Tensor`, real, integer, or complex. message: A string message to prepend to failure message. name: A name to give this `Op`. Returns: An `Op` that asserts `x` has no entries with modulus zero. """ with ops.name_scope(name, values=[x]): x = ops.convert_to_tensor_v2_with_dispatch(x, name="x") dtype = x.dtype.base_dtype if dtype.is_floating: return control_flow_ops.no_op() zero = ops.convert_to_tensor_v2_with_dispatch(0, dtype=dtype.real_dtype) return check_ops.assert_equal(zero, math_ops.imag(x), message=message) def assert_compatible_matrix_dimensions(operator, x): """Assert that an argument to solve/matmul has proper domain dimension. If `operator.shape[-2:] = [M, N]`, and `x.shape[-2:] = [Q, R]`, then `operator.matmul(x)` is defined only if `N = Q`. This `Op` returns an `Assert` that "fires" if this is not the case. Static checks are already done by the base class `LinearOperator`. Args: operator: `LinearOperator`. x: `Tensor`. Returns: `Assert` `Op`. """ # Static checks are done in the base class. Only tensor asserts here. assert_same_dd = check_ops.assert_equal( array_ops.shape(x)[-2], operator.domain_dimension_tensor(), # This error message made to look similar to error raised by static check # in the base class. message=("Dimensions are not compatible. " "shape[-2] of argument to be the same as this operator")) return assert_same_dd def assert_is_batch_matrix(tensor): """Static assert that `tensor` has rank `2` or higher.""" sh = tensor.shape if sh.ndims is not None and sh.ndims < 2: raise ValueError( "Expected [batch] matrix to have at least two dimensions. Found: " "%s" % tensor) def shape_tensor(shape, name=None): """Convert Tensor using default type, unless empty list or tuple.""" # Works just like random_ops._ShapeTensor. if isinstance(shape, (tuple, list)) and not shape: dtype = dtypes.int32 else: dtype = None return ops.convert_to_tensor_v2_with_dispatch(shape, dtype=dtype, name=name) ################################################################################ # Broadcasting versions of common linear algebra functions. # TODO(b/77519145) Do this more efficiently in some special cases. ################################################################################ def broadcast_matrix_batch_dims(batch_matrices, name=None): """Broadcast leading dimensions of zero or more [batch] matrices. Example broadcasting one batch dim of two simple matrices. ```python x = [[1, 2], [3, 4]] # Shape [2, 2], no batch dims y = [[[1]]] # Shape [1, 1, 1], 1 batch dim of shape [1] x_bc, y_bc = broadcast_matrix_batch_dims([x, y]) x_bc ==> [[[1, 2], [3, 4]]] # Shape [1, 2, 2], 1 batch dim of shape [1]. y_bc ==> same as y ``` Example broadcasting many batch dims ```python x = tf.random.normal(shape=(2, 3, 1, 4, 4)) y = tf.random.normal(shape=(1, 3, 2, 5, 5)) x_bc, y_bc = broadcast_matrix_batch_dims([x, y]) x_bc.shape ==> (2, 3, 2, 4, 4) y_bc.shape ==> (2, 3, 2, 5, 5) ``` Args: batch_matrices: Iterable of `Tensor`s, each having two or more dimensions. name: A string name to prepend to created ops. Returns: bcast_matrices: List of `Tensor`s, with `bcast_matrices[i]` containing the values from `batch_matrices[i]`, with possibly broadcast batch dims. Raises: ValueError: If any input `Tensor` is statically determined to have less than two dimensions. """ with ops.name_scope( name or "broadcast_matrix_batch_dims", values=batch_matrices): check_ops.assert_proper_iterable(batch_matrices) batch_matrices = list(batch_matrices) for i, mat in enumerate(batch_matrices): batch_matrices[i] = ops.convert_to_tensor_v2_with_dispatch(mat) assert_is_batch_matrix(batch_matrices[i]) if len(batch_matrices) < 2: return batch_matrices # Try static broadcasting. # bcast_batch_shape is the broadcast batch shape of ALL matrices. # E.g. if batch_matrices = [x, y], with # x.shape = [2, j, k] (batch shape = [2]) # y.shape = [3, 1, l, m] (batch shape = [3, 1]) # ==> bcast_batch_shape = [3, 2] bcast_batch_shape = batch_matrices[0].shape[:-2] for mat in batch_matrices[1:]: bcast_batch_shape = array_ops.broadcast_static_shape( bcast_batch_shape, mat.shape[:-2]) if bcast_batch_shape.is_fully_defined(): for i, mat in enumerate(batch_matrices): if mat.shape[:-2] != bcast_batch_shape: bcast_shape = array_ops.concat( [bcast_batch_shape.as_list(), array_ops.shape(mat)[-2:]], axis=0) batch_matrices[i] = array_ops.broadcast_to(mat, bcast_shape) return batch_matrices # Since static didn't work, do dynamic, which always copies data. bcast_batch_shape = array_ops.shape(batch_matrices[0])[:-2] for mat in batch_matrices[1:]: bcast_batch_shape = array_ops.broadcast_dynamic_shape( bcast_batch_shape, array_ops.shape(mat)[:-2]) for i, mat in enumerate(batch_matrices): batch_matrices[i] = array_ops.broadcast_to( mat, array_ops.concat( [bcast_batch_shape, array_ops.shape(mat)[-2:]], axis=0)) return batch_matrices def matrix_solve_with_broadcast(matrix, rhs, adjoint=False, name=None): """Solve systems of linear equations.""" with ops.name_scope(name, "MatrixSolveWithBroadcast", [matrix, rhs]): matrix = ops.convert_to_tensor_v2_with_dispatch(matrix, name="matrix") rhs = ops.convert_to_tensor_v2_with_dispatch( rhs, name="rhs", dtype=matrix.dtype) # If either matrix/rhs has extra dims, we can reshape to get rid of them. matrix, rhs, reshape_inv, still_need_to_transpose = _reshape_for_efficiency( matrix, rhs, adjoint_a=adjoint) # This will broadcast by brute force if we still need to. matrix, rhs = broadcast_matrix_batch_dims([matrix, rhs]) solution = linalg_ops.matrix_solve( matrix, rhs, adjoint=adjoint and still_need_to_transpose) return reshape_inv(solution) def _reshape_for_efficiency(a, b, transpose_a=False, transpose_b=False, adjoint_a=False, adjoint_b=False): """Maybe reshape a, b, and return an inverse map. For matmul/solve.""" def identity(x): return x # At this point, we have not taken transpose/adjoint of a/b. still_need_to_transpose = True if a.shape.ndims is None or b.shape.ndims is None: return a, b, identity, still_need_to_transpose # This could be handled in the future, but seems less common. if a.shape.ndims >= b.shape.ndims: return a, b, identity, still_need_to_transpose # From now on, we might modify b, but will not modify a. # Suppose: # a.shape = C + [m, n], b.shape = # b.shape = S + C + [n, r] b_extra_ndims = b.shape.ndims - a.shape.ndims # b_extra_sh = S, b_main_sh = C + [n, r] b_extra_sh = array_ops.shape(b)[:b_extra_ndims] b_main_sh = array_ops.shape(b)[b_extra_ndims:] # No reason to flip unless the extra dims of b are big enough. Why? # Assume adjoint/transpose = False. Then... # By not flipping, we have to replicate a to shape # b_extra_sh + a.shape, # which could use extra memory. But in all cases, the final output has shape # b_extra_sh + a.shape[:-1] + [b.shape[-1]] # So we only end up creating a larger object if the end dim of b is smaller # than the end dim of a. This often happens, e.g. if b was a vector that was # expanded to a matrix (by appending a singleton). # Since adjoint/transpose may not be False, we must make adjustments here. # The dim of b that holds the multiple equations. a_domain_sz_ = a.shape[-2 if adjoint_a or transpose_a else -1] b_eq_sz_ = b.shape[-2 if adjoint_b or transpose_b else -1] b_extra_sz_ = ( np.prod(b.shape[:b_extra_ndims].as_list()) if b.shape[:b_extra_ndims].is_fully_defined() else None) if (a_domain_sz_ is not None and b_eq_sz_ is not None and b_extra_sz_ is not None): if b_extra_sz_ < 2 or a_domain_sz_ <= b_eq_sz_: return a, b, identity, still_need_to_transpose # At this point, we're flipping for sure! # Any transposes/adjoints will happen here explicitly, rather than in calling # code. Why? To avoid having to write separate complex code for each case. if adjoint_a: a = array_ops.matrix_transpose(a, conjugate=True) elif transpose_a: a = array_ops.matrix_transpose(a, conjugate=False) if adjoint_b: b = array_ops.matrix_transpose(b, conjugate=True) elif transpose_a: b = array_ops.matrix_transpose(b, conjugate=False) still_need_to_transpose = False # Recompute shapes, since the transpose/adjoint may have changed them. b_extra_sh = array_ops.shape(b)[:b_extra_ndims] b_main_sh = array_ops.shape(b)[b_extra_ndims:] # Permutation to put the extra dims at the end. perm = ( np.concatenate( (np.arange(b_extra_ndims, b.shape.ndims), np.arange(0, b_extra_ndims)), 0)) b_extra_on_end = array_ops.transpose(b, perm=perm) # Now squash this end into one long dim. b_squashed_end = array_ops.reshape( b_extra_on_end, array_ops.concat((b_main_sh[:-1], [-1]), 0)) def reshape_inv(y): # Expand the extra dims hanging off the end, "b_extra_sh". # Note we use y_sh[:-1] + [b_main_sh[-1]] rather than b_main_sh, because y # Could have different batch dims than a and b, because of broadcasting. y_extra_shape = array_ops.concat( (array_ops.shape(y)[:-1], [b_main_sh[-1]], b_extra_sh), 0) y_extra_on_end = array_ops.reshape(y, y_extra_shape) inverse_perm = np.argsort(perm) return array_ops.transpose(y_extra_on_end, perm=inverse_perm) return a, b_squashed_end, reshape_inv, still_need_to_transpose ################################################################################ # Helpers for hints. ################################################################################ def use_operator_or_provided_hint_unless_contradicting( operator, hint_attr_name, provided_hint_value, message): """Get combined hint in the case where operator.hint should equal hint. Args: operator: LinearOperator that a meta-operator was initialized with. hint_attr_name: String name for the attribute. provided_hint_value: Bool or None. Value passed by user in initialization. message: Error message to print if hints contradict. Returns: True, False, or None. Raises: ValueError: If hints contradict. """ op_hint = getattr(operator, hint_attr_name) # pylint: disable=g-bool-id-comparison if op_hint is False and provided_hint_value: raise ValueError(message) if op_hint and provided_hint_value is False: raise ValueError(message) if op_hint or provided_hint_value: return True if op_hint is False or provided_hint_value is False: return False # pylint: enable=g-bool-id-comparison return None ################################################################################ # Utilities for blockwise operators. ################################################################################ def arg_is_blockwise(block_dimensions, arg, arg_split_dim): """Detect if input should be interpreted as a list of blocks.""" # Tuples and lists of length equal to the number of operators may be # blockwise. if (isinstance(arg, (tuple, list)) and len(arg) == len(block_dimensions)): # If the elements of the iterable are not nested, interpret the input as # blockwise. if not any(nest.is_nested(x) for x in arg): return True else: arg_dims = [ops.convert_to_tensor_v2_with_dispatch( x).shape[arg_split_dim] for x in arg] self_dims = [dim.value for dim in block_dimensions] # If none of the operator dimensions are known, interpret the input as # blockwise if its matching dimensions are unequal. if all(self_d is None for self_d in self_dims): # A nested tuple/list with a single outermost element is not blockwise if len(arg_dims) == 1: return False elif any(dim != arg_dims[0] for dim in arg_dims): return True else: raise ValueError( "Parsing of the input structure is ambiguous. Please input " "a blockwise iterable of `Tensor`s or a single `Tensor`.") # If input dimensions equal the respective (known) blockwise operator # dimensions, then the input is blockwise. if all(self_d == arg_d or self_d is None for self_d, arg_d in zip(self_dims, arg_dims)): return True # If input dimensions equals are all equal, and are greater than or equal # to the sum of the known operator dimensions, interpret the input as # blockwise. # input is not blockwise. self_dim = sum(self_d for self_d in self_dims if self_d is not None) if all(s == arg_dims[0] for s in arg_dims) and arg_dims[0] >= self_dim: return False # If none of these conditions is met, the input shape is mismatched. raise ValueError("Input dimension does not match operator dimension.") else: return False def split_arg_into_blocks(block_dims, block_dims_fn, arg, axis=-1): """Split `x` into blocks matching `operators`'s `domain_dimension`. Specifically, if we have a blockwise lower-triangular matrix, with block sizes along the diagonal `[M_j, M_j] j = 0,1,2..J`, this method splits `arg` on `axis` into `J` tensors, whose shape at `axis` is `M_j`. Args: block_dims: Iterable of `TensorShapes`. block_dims_fn: Callable returning an iterable of `Tensor`s. arg: `Tensor`. `arg` is split into `J` tensors. axis: Python `Integer` representing the axis to split `arg` on. Returns: A list of `Tensor`s. """ block_sizes = [dim.value for dim in block_dims] if any(d is None for d in block_sizes): block_sizes = block_dims_fn() return array_ops.split(arg, block_sizes, axis=axis)