/* ****************************************************************************** * * * This program and the accompanying materials are made available under the * terms of the Apache License, Version 2.0 which is available at * https://www.apache.org/licenses/LICENSE-2.0. * * See the NOTICE file distributed with this work for additional * information regarding copyright ownership. * 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. * * SPDX-License-Identifier: Apache-2.0 ******************************************************************************/ // // @author Yurii Shyrma (iuriish@yahoo.com), created on 23.11.2017 // #include #if NOT_EXCLUDED(OP_huber_loss) #include namespace sd { namespace ops { ////////////////////////////////////////////////////////////////////////// CUSTOM_OP_IMPL(huber_loss, 3, 1, false, 1, 1) { auto predictions = INPUT_VARIABLE(0); auto weights = INPUT_VARIABLE(1); auto labels = INPUT_VARIABLE(2); auto output = OUTPUT_VARIABLE(0); int reductionMode = INT_ARG(0); // 0 - "none"; 1 - "weighted_sum"; 2 - "weighted_mean"; 3 - "weighted_sum_by_nonzero_weights" // FIXME: double? double delta = T_ARG(0); // input validation REQUIRE_TRUE( labels->isSameShape(predictions), 0, "HUBER_LOSS OP: labels and predictions arrays must have the same shapes, but got %s and %s correspondingly !", ShapeUtils::shapeAsString(labels).c_str(), ShapeUtils::shapeAsString(predictions).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(weights->isScalar() || weights->rankOf() == labels->rankOf(), 0, "HUBER_LOSS OP: weights array should be scalar or have the same rank as labels array, but got %i and %i " "correspondingly!", weights->rankOf(), labels->rankOf()); // check whether broadcast operation is possible for weights array REQUIRE_TRUE(weights->isScalar() || ShapeUtils::areShapesBroadcastable(*weights, *labels), 0, "HUBER_LOSS OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and " "labels = %s instead!", ShapeUtils::shapeAsString(weights).c_str(), ShapeUtils::shapeAsString(labels).c_str()); // only 4 possible reduction modes exist REQUIRE_TRUE( reductionMode == 0 || reductionMode == 1 || reductionMode == 2 || reductionMode == 3, 0, "HUBER_LOSS OP: reduction mode value is not acceptable, possible values are 0, 1, 2, 3, but got %i instead!", reductionMode); // perform weights broadcasting/tile to predictions if needed auto weightsBroad = weights; if (!weights->isScalar() && !weights->isSameShape(predictions)) weightsBroad = new NDArray(weights->tileToShape(predictions->shapeInfo())); NDArray* error = (*predictions) - (*labels); error->applyTransform(transform::Abs, error); NDArray quadratic(error->shapeInfo(), block.getWorkspace()); error->applyScalar(scalar::MinPairwise, delta, &quadratic); NDArray* quadraticSquared = quadratic * quadratic; NDArray* scaledQuadratic = (*quadraticSquared) * 0.5f; delete quadraticSquared; NDArray* errorMinusQuadratic = (*error) - quadratic; NDArray* linearTerm = (*errorMinusQuadratic) * delta; delete errorMinusQuadratic; NDArray* E = (*scaledQuadratic) + (*linearTerm); delete scaledQuadratic; delete linearTerm; // multiply E on weights NDArray* EWeighted = (*E) * (*weightsBroad); delete E; switch (reductionMode) { case 0: { // 0 - "none", un-reduced weighted losses with the same shape as labels. output->assign(EWeighted); break; } case 1: { // 1 - "weighted_sum", output is scalar and equal to sum of all elements of E array auto* sumResult = EWeighted->reduceNumber(reduce::Sum); output->assign(sumResult); delete sumResult; break; } case 2: { // 2 - "weighted_mean", output is scalar and equal to sum of all elements of E array divided by sum of // all elements of weightsBroad array NDArray* sum; if (weights->isScalar()) { sum = (*weights) * EWeighted->lengthOf(); } else { sum = weightsBroad->reduceNumber(reduce::Sum); } if (sum->e(0) == 0.) { *output = 0.; } else { auto* sumE = EWeighted->reduceNumber(reduce::Sum); auto* result = (*sumE) / (*sum); output->assign(result); delete result; delete sumE; } delete sum; break; } case 3: { // 3 - "weighted_sum_by_nonzero_weights", output is scalar and equal to scalar sum of all elements of E // array divided by number of non-zero weights LongType numOfNonZeroWeights = 0; if (weights->isScalar()) { if (weights->e(0) != 0.) numOfNonZeroWeights = EWeighted->lengthOf(); } else { auto* countResult = weightsBroad->reduceNumber(reduce::CountNonZero); numOfNonZeroWeights = countResult->e(0); delete countResult; } if (numOfNonZeroWeights == 0) { (*output) = 0.; } else { auto* sumE = EWeighted->reduceNumber(reduce::Sum); auto* result = (*sumE) / double(numOfNonZeroWeights); output->assign(result); delete result; delete sumE; } break; } } delete EWeighted; delete error; if (weightsBroad != weights) delete weightsBroad; return Status::OK; } ////////////////////////////////////////////////////////////////////////// DECLARE_TYPES(huber_loss) { getOpDescriptor()->setAllowedInputTypes(ANY)->setAllowedOutputTypes({ALL_FLOATS}); } ////////////////////////////////////////////////////////////////////////// DECLARE_SHAPE_FN(huber_loss) { auto predictionsShapeInfo = inputShape->at(0); auto weightsShapeInfo = inputShape->at(1); auto labelsShapeInfo = inputShape->at(2); // labels and predictions must have the same shapes REQUIRE_TRUE( shape::shapeEquals(labelsShapeInfo, predictionsShapeInfo), 0, "HUBER_LOSS OP: labels and predictions arrays must have the same shapes, but got %s and %s correspondingly !", ShapeUtils::shapeAsString(labelsShapeInfo).c_str(), ShapeUtils::shapeAsString(predictionsShapeInfo).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(shape::isScalar(weightsShapeInfo) || shape::rank(weightsShapeInfo) == shape::rank(labelsShapeInfo), 0, "HUBER_LOSS OP: weights array should be scalar or have the same rank as labels array, but got %i and %i " "correspondingly!", shape::rank(weightsShapeInfo), shape::rank(labelsShapeInfo)); // check whether broadcast operation is possible for weights array REQUIRE_TRUE( shape::isScalar(weightsShapeInfo) || ShapeUtils::areShapesBroadcastable(weightsShapeInfo, labelsShapeInfo), 0, "HUBER_LOSS OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and labels = " "%s instead!", ShapeUtils::shapeAsString(weightsShapeInfo).c_str(), ShapeUtils::shapeAsString(labelsShapeInfo).c_str()); DataType outType = DataTypeUtils::pickFloatingType(ArrayOptions::dataType(predictionsShapeInfo)); LongType * outShapeInfo = nullptr; if (INT_ARG(0) != 0) // in this case output is scalar outShapeInfo = ConstantShapeHelper::getInstance().scalarShapeInfo(outType); else { // in this case output has the same shape as labels and predictions outShapeInfo = ConstantShapeHelper::getInstance().bufferForShapeInfo(outType, shape::order(labelsShapeInfo), shape::rank(labelsShapeInfo), shape::shapeOf(labelsShapeInfo))->primary(); } return SHAPELIST(outShapeInfo); } ////////////////////////////////////////////////////////////////////////// CUSTOM_OP_IMPL(huber_loss_grad, 3, 3, false, 1, 1) { auto predictions = INPUT_VARIABLE(0); auto weights = INPUT_VARIABLE(1); auto labels = INPUT_VARIABLE(2); auto dLdp = OUTPUT_VARIABLE(0); // dL/dpredictions auto dLdw = OUTPUT_VARIABLE(1); // dL/dweights auto dLdl = OUTPUT_VARIABLE(2); // dL/dlabels auto delta = T_ARG(0); int reductionMode = INT_ARG(0); // 0 - "none"; 1 - "weighted_sum"; 2 - "weighted_mean"; 3 - "weighted_sum_by_nonzero_weights" // take into account Alex's proposition to treat "none" the same as "weighted_sum" mode when calculating gradients if (reductionMode == 0) reductionMode = 1; // inputs validation REQUIRE_TRUE(labels->isSameShape(predictions), 0, "HUBER_LOSS_GRAD OP: labels and predictions arrays must have the same shapes, but got %s and %s " "correspondingly !", ShapeUtils::shapeAsString(labels).c_str(), ShapeUtils::shapeAsString(predictions).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(weights->isScalar() || weights->rankOf() == labels->rankOf(), 0, "HUBER_LOSS_GRAD OP: weights array should be scalar or have the same rank as labels array, but got %i " "and %i correspondingly!", weights->rankOf(), labels->rankOf()); // check whether broadcast operation is possible for weights array REQUIRE_TRUE(weights->isScalar() || ShapeUtils::areShapesBroadcastable(*weights, *labels), 0, "HUBER_LOSS_GRAD OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s " "and labels = %s instead!", ShapeUtils::shapeAsString(weights).c_str(), ShapeUtils::shapeAsString(labels).c_str()); // only 4 possible reduction modes exist REQUIRE_TRUE( reductionMode == 0 || reductionMode == 1 || reductionMode == 2 || reductionMode == 3, 0, "HUBER_LOSS_GRAD OP: reduction mode value is not acceptable, possible values are 0, 1, 2, 3, but got %i instead!", reductionMode); // perform weights broadcasting/tile to labels if needed auto weightsBroad = weights; if (!weights->isScalar() && !weights->isSameShape(predictions)) weightsBroad = new NDArray(weights->tileToShape(predictions->shapeInfo())); NDArray* diff = (*predictions) - (*labels); NDArray absDiff(*diff); absDiff.applyTransform(transform::Abs, &absDiff); NDArray quadratic(absDiff); absDiff.applyScalar(scalar::MinPairwise, delta, &quadratic); NDArray* quadraticSquared = quadratic * quadratic; NDArray* scaledQuadratic = (*quadraticSquared) * 0.5f; delete quadraticSquared; NDArray* absDiffMinusQuadratic = absDiff - quadratic; NDArray* linearTerm = (*absDiffMinusQuadratic) * delta; delete absDiffMinusQuadratic; NDArray* E = (*scaledQuadratic) + (*linearTerm); delete scaledQuadratic; delete linearTerm; NDArray lteMask(diff->shapeInfo(), BOOL, true, block.launchContext()); absDiff.applyScalar(scalar::LessThanOrEqual, delta, <eMask); NDArray gtMask(diff->shapeInfo(), BOOL, true, block.launchContext()); absDiff.applyScalar(scalar::GreaterThan, delta, >Mask); NDArray signDiff(*diff); diff->applyTransform(transform::Sign, &signDiff); auto gtMaskFloat = gtMask.cast(diff->dataType()); auto lteMaskFloat = lteMask.cast(diff->dataType()); // For dLdp NDArray* lteDiff = (*lteMaskFloat) * (*diff); NDArray* gtSignScaled = (*gtMaskFloat) * delta; NDArray* gtTerm = (*gtSignScaled) * signDiff; delete gtSignScaled; NDArray* dLdpTemp = (*lteDiff) + (*gtTerm); delete lteDiff; delete gtTerm; dLdp->assign(dLdpTemp); delete dLdpTemp; // For dLdl NDArray negLteMaskFloat = -(*lteMaskFloat); NDArray* negLteDiff = negLteMaskFloat * (*diff); NDArray* negGtSignScaled = (*gtMaskFloat) * delta; NDArray* negGtTerm = (*negGtSignScaled) * signDiff; delete negGtSignScaled; NDArray negGtTermNeg = -(*negGtTerm); delete negGtTerm; NDArray* dLdlTemp = (*negLteDiff) + negGtTermNeg; delete negLteDiff; dLdl->assign(dLdlTemp); delete dLdlTemp; switch (reductionMode) { case 1: { // 1 - "none" and "weighted_sum", output is scalar and equal to sum of all elements of E array NDArray* dLdpWeighted = (*dLdp) * (*weightsBroad); dLdp->assign(dLdpWeighted); delete dLdpWeighted; NDArray* dLdlWeighted = (*dLdl) * (*weightsBroad); dLdl->assign(dLdlWeighted); delete dLdlWeighted; if (weights->isScalar()) { auto* sumE = E->reduceNumber(reduce::Sum); dLdw->assign(sumE); delete sumE; } else if (weights != weightsBroad) { std::vector axesToReduceAlong = ShapeUtils::evalBroadcastBackwardAxis(weights->shapeInfo(), weightsBroad->shapeInfo()); E->reduceAlongDimension(reduce::Sum, dLdw, &axesToReduceAlong, true); } else dLdw->assign(E); break; } case 2: { // 2 - "weighted_mean", output is scalar and equal to sum of all elements of E array divided by sum of // all elements of weightsBroad array NDArray* sum; if (weights->isScalar()) { sum = (*weights) * E->lengthOf(); } else { sum = weightsBroad->reduceNumber(reduce::Sum); } if (sum->e(0) == 0.) { *dLdp = 0.; *dLdl = 0.; *dLdw = 0.; } else { NDArray* weightsDivSum = (*weightsBroad) / (*sum); NDArray* dLdpResult = (*dLdp) * (*weightsDivSum); dLdp->assign(dLdpResult); delete dLdpResult; NDArray* dLdlResult = (*dLdl) * (*weightsDivSum); dLdl->assign(dLdlResult); delete dLdlResult; delete weightsDivSum; if (weights->isScalar()) { *dLdw = 0.; } else if (weights != weightsBroad) { std::vector axesToReduceAlong = ShapeUtils::evalBroadcastBackwardAxis(weights->shapeInfo(), weightsBroad->shapeInfo()); NDArray* EWeighted = (*E) * (*weightsBroad); NDArray* EWeightedSum = EWeighted->reduceNumber(reduce::Sum); delete EWeighted; NDArray* ESum = (*E) * (*sum); NDArray* numerator = (*ESum) - (*EWeightedSum); delete ESum; delete EWeightedSum; NDArray* sumSquared = (*sum) * (*sum); NDArray* gradTemp = (*numerator) / (*sumSquared); delete numerator; delete sumSquared; gradTemp->reduceAlongDimension(reduce::Sum, dLdw, &axesToReduceAlong, true); delete gradTemp; } else { NDArray* EWeighted = (*E) * (*weightsBroad); NDArray* EWeightedSum = EWeighted->reduceNumber(reduce::Sum); delete EWeighted; NDArray* ESum = (*E) * (*sum); NDArray* numerator = (*ESum) - (*EWeightedSum); delete ESum; delete EWeightedSum; NDArray* sumSquared = (*sum) * (*sum); NDArray* gradTemp = (*numerator) / (*sumSquared); delete numerator; delete sumSquared; dLdw->assign(gradTemp); delete gradTemp; } } delete sum; break; } case 3: { // 3 - "weighted_sum_by_nonzero_weights", output is scalar and equal to scalar sum of all elements of E // array divided by number of non-zero weights LongType numOfNonZeroWeights = 0; if (weights->isScalar()) { if (weights->e(0) != 0.) numOfNonZeroWeights = E->lengthOf(); } else { auto* countResult = weightsBroad->reduceNumber(reduce::CountNonZero); numOfNonZeroWeights = countResult->e(0); delete countResult; } if (numOfNonZeroWeights == 0) { *dLdp = 0.; *dLdl = 0.; *dLdw = 0.; } else { auto numOfNonZeroWeightsScalar = NDArrayFactory::create(dLdw->dataType(), numOfNonZeroWeights, block.launchContext()); if (weights->isScalar()) { auto* sumE = E->reduceNumber(reduce::Sum); auto* result = (*sumE) / double(numOfNonZeroWeights); dLdw->assign(result); delete result; delete sumE; } else if (weights != weightsBroad) { std::vector axesToReduceAlong = ShapeUtils::evalBroadcastBackwardAxis(weights->shapeInfo(), weightsBroad->shapeInfo()); E->reduceAlongDimension(reduce::Sum, dLdw, &axesToReduceAlong, true); NDArray* dLdwResult = (*dLdw) / (*numOfNonZeroWeightsScalar); dLdw->assign(dLdwResult); delete dLdwResult; } else { auto* result = (*E) / (*numOfNonZeroWeightsScalar); dLdw->assign(result); delete result; } NDArray* temp = (*weightsBroad) / (*numOfNonZeroWeightsScalar); NDArray* dLdpResult = (*dLdp) * (*temp); dLdp->assign(dLdpResult); delete dLdpResult; NDArray* dLdlResult = (*dLdl) * (*temp); dLdl->assign(dLdlResult); delete dLdlResult; delete temp; delete numOfNonZeroWeightsScalar; } break; } } delete E; delete diff; if (weightsBroad != weights) delete weightsBroad; return Status::OK; } DECLARE_TYPES(huber_loss_grad) { getOpDescriptor()->setAllowedInputTypes(ANY)->setAllowedOutputTypes({ALL_FLOATS}); } DECLARE_SHAPE_FN(huber_loss_grad) { auto predictionsShapeInfo = inputShape->at(0); auto weightsShapeInfo = inputShape->at(1); auto labelsShapeInfo = inputShape->at(2); // labels and predictions must have the same shapes REQUIRE_TRUE(shape::shapeEquals(labelsShapeInfo, predictionsShapeInfo), 0, "HUBER_LOSS_GRAD OP: labels and predictions arrays must have the same shapes, but got %s and %s " "correspondingly !", ShapeUtils::shapeAsString(labelsShapeInfo).c_str(), ShapeUtils::shapeAsString(predictionsShapeInfo).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(shape::isScalar(weightsShapeInfo) || shape::rank(weightsShapeInfo) == shape::rank(labelsShapeInfo), 0, "HUBER_LOSS_GRAD OP: weights array should be scalar or have the same rank as labels array, but got %i " "and %i correspondingly!", shape::rank(weightsShapeInfo), shape::rank(labelsShapeInfo)); // check whether broadcast operation is possible for weights array REQUIRE_TRUE( shape::isScalar(weightsShapeInfo) || ShapeUtils::areShapesBroadcastable(weightsShapeInfo, labelsShapeInfo), 0, "HUBER_LOSS_GRAD OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and " "labels = %s instead!", ShapeUtils::shapeAsString(weightsShapeInfo).c_str(), ShapeUtils::shapeAsString(labelsShapeInfo).c_str()); DataType outType = DataTypeUtils::pickFloatingType(ArrayOptions::dataType(predictionsShapeInfo)); auto dLdpShapeInfo = ShapeBuilders::copyShapeInfoAndType(predictionsShapeInfo, outType, false, block.getWorkspace()); auto dLdwShapeInfo = ShapeBuilders::copyShapeInfoAndType(weightsShapeInfo, outType, false, block.getWorkspace()); auto dLdlShapeInfo = ShapeBuilders::copyShapeInfoAndType(labelsShapeInfo, outType, false, block.getWorkspace()); return SHAPELIST(dLdpShapeInfo, dLdwShapeInfo, dLdlShapeInfo); } } // namespace ops } // namespace sd #endif