chore: import upstream snapshot with attribution
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/* ******************************************************************************
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*
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*
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* This program and the accompanying materials are made available under the
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* terms of the Apache License, Version 2.0 which is available at
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* https://www.apache.org/licenses/LICENSE-2.0.
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*
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* See the NOTICE file distributed with this work for additional
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* information regarding copyright ownership.
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*
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* SPDX-License-Identifier: Apache-2.0
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******************************************************************************/
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//
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// @author Yurii Shyrma (iuriish@yahoo.com), created on 16.07.2018
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//
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#include <array/NDArrayFactory.h>
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#include <helpers/GradCheck.h>
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namespace sd {
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//////////////////////////////////////////////////////////////////////////
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void GradCheck::fillGradArrays(const LossFunc loss, const std::vector<NDArray*>& gradArrs) {
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const int numInGradArrs = gradArrs.size();
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// fill input gradient arrays in accordance to type of loss function
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switch (loss) {
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case MEAN:
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for (int i = 0; i < numInGradArrs; ++i) *gradArrs[i] = 1. / gradArrs[i]->lengthOf();
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break;
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case SUM:
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for (int i = 0; i < numInGradArrs; ++i) *gradArrs[i] = 1.;
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break;
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default:
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THROW_EXCEPTION("GradCheck::fillGradArrays: invalid type of loss function !");
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}
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}
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//////////////////////////////////////////////////////////////////////////
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bool GradCheck::checkGrad(ops::DeclarableOp& opFF, ops::DeclarableOp& opBP, const OpArgsHolder& argsHolderFF,
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const OpArgsHolder& argsHolderBP, const std::vector<bool>& whatArrsToCheck,
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const std::vector<double>& idxRange, const LossFunc loss) {
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const int numInArrsFF =
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argsHolderFF.getNumInArrs(); // at the same time numInArrsFF = number of output arrays in opBP
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const int numInGradArrsBP =
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argsHolderBP.getNumInArrs() - numInArrsFF; // because argsHolderBP.getNumInArrs() = numInArrsFF + numInGradArrsBP
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const std::vector<NDArray*>& inArrsFF = argsHolderFF.getInArrs();
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const std::vector<NDArray*>& inArrsBP = argsHolderBP.getInArrs();
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// fill input gradient arrays in accordance to kind of loss function
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fillGradArrays(loss, std::vector<NDArray*>(&inArrsBP[numInArrsFF], &inArrsBP[numInArrsFF + numInGradArrsBP]));
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// back prop pass
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ResultSet outArrsBP = opBP.execute(argsHolderBP); // number of output arrays in back prop = numInArrsFF;
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NDArray tmpScalar(DOUBLE, inArrsFF[0]->getContext()); // scalar = 0
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for (int i = 0; i < numInArrsFF; ++i) { // loop through input array
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if (!whatArrsToCheck.empty() && static_cast<bool>(whatArrsToCheck[i]) == false) continue;
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const LongType idxStart = static_cast<LongType>(idxRange[0] * inArrsFF[i]->lengthOf());
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const LongType idxEnd = static_cast<LongType>(idxRange[1] * inArrsFF[i]->lengthOf());
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for (LongType j = idxStart; j < idxEnd; ++j) { // loop through all elements for current array
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const double orig = inArrsFF[i]->e<double>(j);
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// add epsilon, feed forward
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inArrsFF[i]->p<double>(j, orig + EPSILON);
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ResultSet outArrsFF = opFF.execute(argsHolderFF);
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int numOutArrs = outArrsFF.size();
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double scorePlus = 0.;
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for (int k = 0; k < numOutArrs; ++k) { // loop through output arrays
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if (loss == SUM)
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outArrsFF.at(k)->reduceNumber(reduce::Sum, &tmpScalar);
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else
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outArrsFF.at(k)->reduceNumber(reduce::Mean, &tmpScalar);
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scorePlus += tmpScalar.e<double>(0);
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}
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// subtract epsilon, feed forward
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inArrsFF[i]->p<double>(j, orig - EPSILON);
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outArrsFF = opFF.execute(argsHolderFF);
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double scoreMinus = 0.;
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for (int k = 0; k < numOutArrs; ++k) { // loop through output arrays
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if (loss == SUM)
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outArrsFF.at(k)->reduceNumber(reduce::Sum, &tmpScalar);
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else
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outArrsFF.at(k)->reduceNumber(reduce::Mean, &tmpScalar);
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scoreMinus += tmpScalar.e<double>(0);
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}
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// restore initial element value
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inArrsFF[i]->p<double>(j, orig);
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// calculate numerical gradient
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const double numericalGrad = (scorePlus - scoreMinus) / (2 * EPSILON);
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if (std::isnan(numericalGrad) || std::isinf(numericalGrad)) {
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printf(
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"GradCheck::checkGrad: got wrong value for numerical gradient for input array # %i and its element at "
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"position %lld ! \n",
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i, j);
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THROW_EXCEPTION("");
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}
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// get analytical gradient
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const double analyticGrad = outArrsBP.at(i)->e<double>(j);
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if (std::isnan(analyticGrad) || std::isinf(analyticGrad)) {
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printf(
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"GradCheck::checkGrad: got wrong value for analytical gradient for input array # %i and its element at "
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"position %lld ! \n",
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i, j);
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THROW_EXCEPTION("");
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}
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// calculate relative error
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double relError;
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if (numericalGrad == 0. && analyticGrad == 0.)
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relError = 0.;
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else
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relError = math::sd_abs<double,double>(analyticGrad - numericalGrad) /
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(math::sd_abs<double,double>(analyticGrad) + math::sd_abs<double,double>(numericalGrad));
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// verify result
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if (relError > MAXRELERR || std::isnan(relError)) {
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if (math::sd_abs<double,double>(analyticGrad - numericalGrad) < MINABSERR) continue;
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printf("numericalGrad = %.15f, analyticGrad = %.15f \n", numericalGrad, analyticGrad);
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printf(
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"GradCheck::checkGrad: got RELERROR = %f > MAXRELERROR(%f) for input array # %i and its element at "
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"position %lld ! \n",
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relError, MAXRELERR, i, j);
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return false;
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}
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}
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}
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return true;
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}
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} // namespace sd
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