# Copyright (c) 2019 PaddlePaddle 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. """This is the lib for gradient checker unittest.""" from collections.abc import Sequence from itertools import product import numpy as np import paddle from paddle import base from paddle.autograd.backward_utils import ValueDict from paddle.base import core from paddle.base.backward import _append_grad_suffix_, _as_list from paddle.base.framework import in_pir_mode def _product(t): return int(np.prod(t)) # data type like int32, int64, bool, that do not requires grad DTYPE_REQUIRES_GRAD = [ paddle.float16, paddle.float32, paddle.float64, core.DataType.FLOAT16, core.DataType.FLOAT32, core.DataType.FLOAT64, ] def dtype_to_np_dtype(dtype): if dtype == paddle.float32 or dtype == core.DataType.FLOAT32: return np.float32 elif dtype == paddle.float64 or dtype == core.DataType.FLOAT64: return np.float64 elif dtype == paddle.float16 or dtype == core.DataType.FLOAT16: return np.float16 else: raise ValueError("Not supported data type " + str(dtype)) def _get_item(t, i, np_dtype): if np_dtype == np.float16: np_t = np.array(t).astype(np.float16) np_t = np_t.flatten() return np_t[i] elif np_dtype == np.float32: return t._get_float_element(i) elif np_dtype == np.float64: return t._get_double_element(i) else: raise ValueError("Not supported data type " + str(np_dtype)) def _set_item(t, i, e, np_dtype, place): if np_dtype == np.float16: np_t = np.array(t).astype(np.float16) shape = np_t.shape np_t = np_t.flatten() np_t[i] = e np_t = np_t.reshape(shape) t.set(np_t, place) elif np_dtype == np.float32: t._set_float_element(i, e) elif np_dtype == np.float64: t._set_double_element(i, e) else: raise ValueError("Not supported data type " + str(np_dtype)) def set_var_in_scope(scope, place, name, value, recursive_seq_len=None): t = scope.var(name).get_tensor() t.set(value, place) if recursive_seq_len: t.set_recursive_sequence_lengths(recursive_seq_len) return t def var_to_np_array_in_scope(scope, place, name): return np.array(scope.var(name).get_tensor()) def make_jacobian(x, y_size, np_dtype): if isinstance(x, (base.framework.Variable, paddle.pir.Value)): return np.zeros([_product(x.shape), y_size], dtype=np_dtype) elif isinstance(x, Sequence): jacobians = list( filter( lambda t: t is not None, (make_jacobian(item, y_size, np_dtype) for item in x), ) ) return jacobians else: pass def _compute_numerical_jacobian(program, x, y, place, scope, delta): """Computes the numeric Jacobian for dy/dx. Computes the numeric Jacobian by slightly perturbing the inputs and measuring the differences on the output. Args: program (Program): the network program. x (Variable): the input variables. y (list[Variable]): the output variables. place (base.CPUPlace or base.CUDAPlace): the device. scope (Scope): the scope used to run program. delta: the amount of perturbation we give to the input Returns: A list of 2-D numpy array, the list length is len(y). Each 2-D numpy array represents the Jacobian for dy_i/dx. It has "x_size" rows and "y_size" columns where "x_size" is the number of elements in x and "y_size" is the number of elements in each y_i. """ if not isinstance(x, base.framework.Variable): raise TypeError('x is not Variable') # To compute the jacobian, treat x and y as one-dimensional vectors. y = _as_list(y) exe = base.Executor(place) def run(): y_res = exe.run(program, scope=scope, fetch_list=y) return [yi.flatten() for yi in y_res] x_name = x.name x_shape = x.shape x_size = _product(x_shape) x_t = scope.find_var(x_name).get_tensor() np_type = dtype_to_np_dtype(x.dtype) jacobian = [make_jacobian(x, _product(yi.shape), np_type) for yi in y] for i in range(x_size): orig = _get_item(x_t, i, np_type) x_pos = orig + delta _set_item(x_t, i, x_pos, np_type, place) y_pos = run() x_neg = orig - delta _set_item(x_t, i, x_neg, np_type, place) y_neg = run() _set_item(x_t, i, orig, np_type, place) for j in range(len(y)): jacobian[j][i, :] = (y_pos[j] - y_neg[j]) / delta / 2.0 return jacobian def _compute_analytical_jacobian(program, x, y, place, scope): """Computes the analytical Jacobian for dy/dx. Args: program (Program): a Program with forward pass. x (Variable|list[Variable]): a variable or list of variable y (Variable): the target variable. place (base.CPUPlace or base.CUDAPlace): the device. scope (Scope): the scope used to run program. Returns: A list of 2-D numpy array. The list length is len(x). Each 2-D numpy array represents the Jacobian for dy/dx_i. It has "xi_size" rows and "dy_size" columns where "x_size" is the number of elements in x_i and "dy_size" is the number of elements in y. """ if not isinstance(y, base.framework.Variable): raise TypeError('y is not Variable') dy_name = _append_grad_suffix_(y.name) np_type = dtype_to_np_dtype(y.dtype) # create dy Variable in Program dy = program.global_block().create_var( name=dy_name, shape=y.shape, dtype=np_type, persistable=True ) # append backward dx = base.gradients(y, x, dy) # init dy tensor in scope value = np.zeros(y.shape, dtype=np_type) dy_t = set_var_in_scope(scope, place, dy_name, value) exe = base.Executor(place) y_size = _product(y.shape) x = _as_list(x) jacobian = make_jacobian(x, y_size, np_type) # filter None in dx for DX/DY may be None in kernel # only fetch not None dx in exe.run filtered = [(i, dxi) for i, dxi in enumerate(dx) if dxi is not None] filtered_idx, filtered_dx = zip(*filtered) for i in range(y_size): _set_item(dy_t, i, 1, np_type, place) dx_res = exe.run(program, scope=scope, fetch_list=filtered_dx) for j in range(len(filtered_dx)): dx_idx = filtered_idx[j] if dx_res[j] is not None: jacobian[dx_idx][:, i] = dx_res[j].flatten() else: jacobian[dx_idx][:, i] = np.zeros( dx[dx_idx].shape, dtype=np_type ).flatten() _set_item(dy_t, i, 0, np_type, place) return jacobian def _compute_numerical_jacobian_pir( program, x, y, fetch_list, feeds, place, delta ): """Computes the numeric Jacobian for dy/dx. Computes the numeric Jacobian by slightly perturbing the inputs and measuring the differences on the output. Args: program (Program): the network program. x (Variable): the input variables. y (list[Variable]): the output variables. fetch_list (list[Variable]): the variables to fetch. feeds (dict): the feed dict. place (base.CPUPlace or base.CUDAPlace): the device. delta: the amount of perturbation we give to the input Returns: A list of 2-D numpy array, the list length is len(y). Each 2-D numpy array represents the Jacobian for dy_i/dx. It has "x_size" rows and "y_size" columns where "x_size" is the number of elements in x and "y_size" is the number of elements in each y_i. """ if not isinstance(x, paddle.pir.Value): raise TypeError('x is not Value') # To compute the jacobian, treat x and y as one-dimensional vectors. y = _as_list(y) filtered_ddx = [dxi for dxi in fetch_list if dxi is not None] exe = paddle.static.Executor(place) def run(): res = exe.run(program, feeds, fetch_list=[filtered_ddx, y]) y_res = res[len(filtered_ddx) :] return [yi.flatten() for yi in y_res] x_name = x.get_defining_op().attrs()['name'] x_shape = x.shape x_size = _product(x_shape) if x.dtype in DTYPE_REQUIRES_GRAD: np_type = dtype_to_np_dtype(x.dtype) np_t = np.array(feeds[x_name]).astype(np_type) np_t = np_t.flatten() jacobian = [make_jacobian(x, _product(yi.shape), np_type) for yi in y] else: np_type = np.float32 # temporarily set to float32 jacobian = [make_jacobian(x, _product(yi.shape), np_type) for yi in y] return jacobian for i in range(x_size): orig = np_t[i] x_pos = orig + delta np_t[i] = x_pos np_f = np_t.reshape(x_shape) feeds[x_name] = np_f y_pos = run() x_neg = orig - delta np_t[i] = x_neg np_f = np_t.reshape(x_shape) feeds[x_name] = np_f y_neg = run() np_t[i] = orig for j in range(len(y)): jacobian[j][i, :] = (y_pos[j] - y_neg[j]) / delta / 2.0 return jacobian def _compute_analytical_jacobian_pir( program, x, i, y, fetch_list, feeds, place ): """Computes the analytical Jacobian for dy/dx. Args: program (Program): a Program with forward pass. x (Variable|list[Variable]): a variable or list of variable i (int): the index of y. y (Variable): the target variable. fetch_list (list[Variable]): the variables to fetch. feeds (dict): the feed dict. place (base.CPUPlace or base.CUDAPlace): the device. Returns: A list of 2-D numpy array. The list length is len(x). Each 2-D numpy array represents the Jacobian for dy/dx_i. It has "xi_size" rows and "dy_size" columns where "x_size" is the number of elements in x_i and "dy_size" is the number of elements in y. """ if not isinstance(x, (list, paddle.pir.Value)): raise TypeError('x is not Value or list of Value') np_type = dtype_to_np_dtype(y[i].dtype) exe = paddle.static.Executor(place) y_size = _product(y[i].shape) x = _as_list(x) jacobian = make_jacobian(x, y_size, np_type) # filter None in dx for DX/DY may be None in kernel # only fetch not None dx in exe.run filtered = [(i, dxi) for i, dxi in enumerate(fetch_list) if dxi is not None] filtered_idx, filtered_dx = zip(*filtered) # get the name in feeds of dyi name = f'dys_{i}' np_t = np.array(feeds[name]).astype(np_type) shape = np_t.shape np_t = np_t.flatten() for i in range(y_size): np_t[i] = 1 np_f = np_t.reshape(shape) feeds[name] = np_f res = exe.run(program, feed=feeds, fetch_list=[filtered_dx, y]) dx_res = res[: len(filtered_dx)] for j in range(len(filtered_dx)): dx_idx = filtered_idx[j] if dx_res[j] is not None: jacobian[dx_idx][:, i] = dx_res[j].flatten() else: jacobian[dx_idx][:, i] = np.zeros( fetch_list[dx_idx].shape, dtype=np_type ).flatten() np_t[i] = 0 np_f = np_t.reshape(shape) feeds[name] = np_f return jacobian def grad_check( x, y, fetch_list=None, feeds=None, place=None, program=None, eps=1e-6, atol=1e-5, rtol=1e-3, raise_exception=True, ): """ Check numerical and analytical gradients for dy/dx. Each Jacobian gradients is a 2-D array with shape [xi_size, yi_size]. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). eps (float): perturbation for finite differences. atol (float): absolute tolerance. rtol (float): relative tolerance. raise_exception (bool): whether to raise an exception if the check fails. Default is True. Returns: True if all differences satisfy numpy.allclose condition. """ def fail_test(msg): if raise_exception: raise RuntimeError(msg) return False scope = base.executor.global_scope() if in_pir_mode(): analytical = [] for i in range(len(y)): name = f'dys_{i}' feeds.update( { name: np.zeros( y[i].shape, dtype=dtype_to_np_dtype(y[i].dtype) ) } ) for i in range(len(y)): analytical.append( _compute_analytical_jacobian_pir( program, x, i, y, fetch_list, feeds, place ) ) numerical = [ _compute_numerical_jacobian_pir( program, xi, y, fetch_list, feeds, place, eps ) for xi in x ] else: # [x_idx, y_idx] numerical = [ _compute_numerical_jacobian(program, xi, y, place, scope, eps) for xi in x ] # [y_idx, x_idx] analytical = [] for yi in y: prog = program.clone() clone_x = [] clone_y = None for b in prog.blocks: if b.has_var(yi.name): clone_y = b.var(yi.name) break for xi in x: for b in prog.blocks: if b.has_var(xi.name): clone_x.append(b.var(xi.name)) break analytical.append( _compute_analytical_jacobian( prog, clone_x, clone_y, place, scope ) ) for i, (x_idx, y_idx) in enumerate( product(*[range(len(x)), range(len(y))]) ): a = analytical[y_idx][x_idx] n = numerical[x_idx][y_idx] if not np.allclose(a, n, rtol, atol): msg = ( f'Jacobian mismatch for output {y_idx} in y ' f'with respect to input {x_idx} in x on {place},\n' f'numerical:{n}\nanalytical:{a}\n' ) return fail_test(msg) return True def double_grad_check( x, y, x_init=None, y_grads=None, place=None, program=None, eps=1e-6, atol=1e-5, rtol=1e-3, raise_exception=True, ): """ Check gradients of gradients. This function will append backward to the program before second order gradient check. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. y_grads (numpy.array|list[numpy.array]|None): the gradients with respect to y. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). eps (float): perturbation for finite differences. atol (float): absolute tolerance. rtol (float): relative tolerance. raise_exception (bool): whether to raise an exception if the check fails. Default is True. Returns: True if all differences satisfy numpy.allclose condition. """ # check input arguments x = _as_list(x) for v in x: v.stop_gradient = False v.persistable = True y = _as_list(y) for u in y: u.stop_gradient = False u.persistable = True x_init = _as_list(x_init) if in_pir_mode(): program, (keys, values) = paddle.base.libpaddle.pir.clone_program( paddle.static.default_main_program() ) op_map = ValueDict() for key, value in zip(keys, values): op_map[key] = value clone_x = [] for xi in x: clone_x.append(op_map[xi]) clone_y = [] for yi in y: clone_y.append(op_map[yi]) with paddle.static.program_guard(program): ( grad_res, x, target_grads, fetch_list, feeds, ir_program, ) = get_pir_static_double_grad( clone_x, clone_y, x_init, y_grads, place ) grad_check( x, target_grads, fetch_list, feeds, place, ir_program, eps, atol, rtol, ) else: grad_res, x, target_grads, program = get_static_double_grad( x, y, x_init, y_grads, place ) grad_check(x, target_grads, None, None, place, program, eps, atol, rtol) # TODO(jiabin): We currently support only triple grad check here, extend this to support # higher order differentiation later. # check triple grad and two outputs of the triple Kernel def triple_grad_check( x, y, x_init=None, y_grads=None, x_grads_grads=None, place=None, program=None, eps=1e-6, atol=1e-5, rtol=1e-3, raise_exception=True, ): """ Check triple gradients. This function will append backward to the program before third order gradient check. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. y_grads (numpy.array|list[numpy.array]|None): the gradients with respect to y. x_grads_grads (numpy.array|list[numpy.array]|None): the gradients with respect to your input. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). eps (float): perturbation for finite differences. atol (float): absolute tolerance. rtol (float): relative tolerance. raise_exception (bool): whether to raise an exception if the check fails. Default is True. Returns: True if all differences satisfy numpy.allclose condition. """ # check input arguments x = _as_list(x) for v in x: v.stop_gradient = False v.persistable = True y = _as_list(y) for u in y: u.stop_gradient = False u.persistable = True x_init = _as_list(x_init) # x <=> [x, dout, ddx] if in_pir_mode(): program, (keys, values) = paddle.base.libpaddle.pir.clone_program( paddle.static.default_main_program() ) op_map = ValueDict() for key, value in zip(keys, values): op_map[key] = value clone_x = [] for xi in x: clone_x.append(op_map[xi]) clone_y = [] for yi in y: clone_y.append(op_map[yi]) with paddle.static.program_guard(program): ( grad_res, x, target_grads, fetch_list, feeds, ir_program, ) = get_pir_static_triple_grad( clone_x, clone_y, x_init, y_grads, place, program ) grad_check( x, target_grads, fetch_list, feeds, place, ir_program, eps, atol, rtol, ) else: grad_res, x, target_grads, program = get_static_triple_grad( x, y, x_init, y_grads, place ) grad_check(x, target_grads, None, None, place, program, eps, atol, rtol) def get_static_double_grad( x, y, x_init=None, dy_init=None, place=None, program=None ): """ Get Double Grad result of static graph. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. dy_init (numpy.array|list[numpy.array]|None): the init value for output y. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). Returns: A list of numpy array that stores second derivative result calculated by static graph. """ if program is None: program = paddle.static.default_main_program() scope = base.executor.global_scope() if dy_init is None: y_grads = [] y_grads_init = [] for yi in y: dyi_name = _append_grad_suffix_(yi.name) np_type = dtype_to_np_dtype(yi.dtype) dy = program.global_block().create_var( name=dyi_name, shape=yi.shape, dtype=np_type, persistable=True ) dy.stop_gradient = False v = np.random.random(size=yi.shape).astype(np_type) set_var_in_scope(scope, place, dyi_name, v) y_grads.append(dy) y_grads_init.append(v) else: y_grads = [] y_grads_init = dy_init for i in range(len(y)): yi = y[i] dyi_name = _append_grad_suffix_(yi.name) np_type = dtype_to_np_dtype(yi.dtype) dy = program.global_block().create_var( name=dyi_name, shape=yi.shape, dtype=np_type, persistable=True ) dy.stop_gradient = False set_var_in_scope(scope, place, dyi_name, dy_init[i]) y_grads.append(dy) # append first order grads dx = base.gradients(y, x, y_grads) # y_grads are the input of first-order backward, # so, they are also the input of second-order backward. x += y_grads x_init += y_grads_init # filter None in dx for DX/DY may be None in kernel filtered_dx = [dxi for dxi in dx if dxi is not None] y = filtered_dx # check input arguments x = _as_list(x) y = _as_list(y) for v in x: v.stop_gradient = False v.persistable = True for u in y: u.stop_gradient = False u.persistable = True if place is None: place = base.CPUPlace() # init variable in startup program exe = paddle.static.Executor(place) exe.run(paddle.static.default_startup_program()) x_init = _as_list(x_init) # init inputs if x_init is not None if x_init: if len(x_init) != len(x): raise ValueError( f'len(x_init) (={len(x_init)}) is not the same' f' as len(x) (={len(x)})' ) # init variable in main program for var, arr in zip(x, x_init): assert var.shape == arr.shape feeds = {k.name: v for k, v in zip(x, x_init)} dys = [] for yi in y: np_type = dtype_to_np_dtype(yi.dtype) dy_name = _append_grad_suffix_(yi.name) # create dy Variable in Program dy = program.global_block().create_var( name=dy_name, shape=yi.shape, dtype=np_type, persistable=True ) # init dy tensor in scope value = np.ones(yi.shape, dtype=np_type) dy_t = set_var_in_scope(scope, place, dy_name, value) dys.append(dy) # append second order backward ddx = base.gradients(y, x, dys) exe = paddle.static.Executor(place) # filter None in dx for DX/DY may be None in kernel # only fetch not None dx in exe.run filtered = [(i, dxi) for i, dxi in enumerate(ddx) if dxi is not None] filtered_idx, filtered_ddx = zip(*filtered) ddx_res = exe.run(program, feed=feeds, scope=scope, fetch_list=filtered_ddx) return ddx_res, x, filtered_dx, program def get_pir_static_double_grad( x, y, x_init=None, dy_init=None, place=None, program=None ): """ Get Double Grad result of static graph. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. dy_init (numpy.array|list[numpy.array]|None): the init value for output y. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). Returns: A list of numpy array that stores second derivative result calculated by static graph. """ if program is None: program = paddle.static.default_main_program() exe = paddle.static.Executor(place) exe.run(paddle.static.default_startup_program()) if dy_init is None: y_grads = [] y_grads_init = [] for i in range(len(y)): yi = y[i] yi.persistable = True np_type = dtype_to_np_dtype(yi.dtype) dy = paddle.static.data( name=f'Dgrad_{i}', shape=yi.shape, dtype=np_type, ) dy.stop_gradient = False dy.persistable = True v = np.random.random(size=yi.shape).astype(np_type) y_grads.append(dy) y_grads_init.append(v) else: y_grads = [] y_grads_init = dy_init for i in range(len(y)): yi = y[i] yi.persistable = True np_type = dtype_to_np_dtype(yi.dtype) dy = paddle.static.data( name=f'Dgrad_{i}', shape=yi.shape, dtype=np_type, ) dy.stop_gradient = False dy.persistable = True y_grads.append(dy) # append first order grads dx = base.gradients(y, x, y_grads) # y_grads are the input of first-order backward, # so, they are also the input of second-order backward. x += y_grads x_init += y_grads_init # filter None in dx for DX/DY may be None in kernel filtered_dx = [dxi for dxi in dx if dxi is not None] y = filtered_dx # check input arguments x = _as_list(x) y = _as_list(y) for v in x: v.stop_gradient = False v.persistable = True for u in y: u.stop_gradient = False u.persistable = True if place is None: place = base.CPUPlace() feeds = {} x_init = _as_list(x_init) # init inputs if x_init is not None if x_init: if len(x_init) != len(x): raise ValueError( f'len(x_init) (={len(x_init)}) is not the same' f' as len(x) (={len(x)})' ) # init variable in main program for var, arr in zip(x, x_init): assert tuple(var.shape) == tuple(arr.shape) for i in range(len(x)): feeds.update({x[i].get_defining_op().attrs()['name']: x_init[i]}) dys = [] for i in range(len(y)): yi = y[i] np_type = dtype_to_np_dtype(yi.dtype) dy = paddle.static.data( name=f'dys_{i}', shape=yi.shape, dtype=np_type, ) value = np.ones(yi.shape, dtype=np_type) feeds.update({f'dys_{i}': value}) dys.append(dy) # append second order backward ddx = base.gradients(y, x, dys) # filter None in dx for DX/DY may be None in kernel # only fetch not None dx in exe.run filtered = [(i, dxi) for i, dxi in enumerate(ddx) if dxi is not None] filtered_idx, filtered_ddx = zip(*filtered) ddx_res = exe.run( program=program, feed=feeds, fetch_list=[filtered_ddx, filtered_dx] ) res = ddx_res[: len(filtered_ddx)] return res, x, y, ddx, feeds, program def get_eager_double_grad( func, x_init=None, dy_init=None, place=None, return_mid_result=False ): """ Get Double Grad result of dygraph. Args: func: A wrapped dygraph function that its logic is equal to static program x_init (numpy.array|list[numpy.array]|None): the init value for input x. dy_init (numpy.array|list[numpy.array]|None): the init value for gradient of output. place (base.CPUPlace or base.CUDAPlace): the device. return_mid_result (bool): A flag that controls the return content. Returns: If 'return_mid_result' set True. the second order derivative and the inputs of second order derivative's calculation will be returned for higher order derivative's calculation. If 'return_mid_result' set False. A list of numpy array that stores second derivative result calculated by dygraph. """ if isinstance(place, base.CPUPlace): paddle.set_device("cpu") if isinstance(place, base.CUDAPlace): paddle.set_device("gpu") inputs = [] dys = [] for x in x_init: input_tensor = paddle.to_tensor(x) input_tensor.stop_gradient = False inputs.append(input_tensor) for dy in dy_init: dy_tensor = paddle.to_tensor(dy) dy_tensor.stop_gradient = False dys.append(dy_tensor) # calculate first derivative outputs = func(inputs) d_inputs = paddle.grad( outputs=outputs, inputs=inputs, grad_outputs=dys, create_graph=True, allow_unused=True, ) d_inputs = [d_input for d_input in d_inputs if d_input is not None] # calculate second derivative inputs = inputs + dys ddys = [] if return_mid_result: create_graph = True else: create_graph = False for d_input in d_inputs: d_input.stop_gradient = False ddy = paddle.ones(shape=d_input.shape, dtype=d_input.dtype) ddy.stop_gradient = False ddys.append(ddy) dd_inputs = paddle.grad( outputs=d_inputs, inputs=inputs, grad_outputs=ddys, create_graph=create_graph, allow_unused=True, ) if return_mid_result: return [ dd_input for dd_input in dd_inputs if dd_input is not None ], inputs + ddys else: return [ dd_input.numpy() for dd_input in dd_inputs if dd_input is not None ] def double_grad_check_for_dygraph( func, x, y, x_init=None, place=None, program=None, atol=1e-5, rtol=1e-3, raise_exception=True, ): """ Check second order gradients of dygraph. This function will compare the second order gradients of dygraph and second order gradients of static graph to validate dygraph's correctness Args: func: A wrapped dygraph function that its logic is equal to static program x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. place (base.CPUPlace or base.CUDAPlace): the device. atol (float): absolute tolerance. rtol (float): relative tolerance. raise_exception (bool): whether to raise an exception if the check fails. Default is True. """ def fail_test(msg): if raise_exception: raise RuntimeError(msg) return False # check input arguments for v in x: v.stop_gradient = False v.persistable = True y = _as_list(y) for u in y: u.stop_gradient = False u.persistable = True y_grads_init = [] for yi in y: np_type = dtype_to_np_dtype(yi.dtype) v = np.random.random(size=yi.shape).astype(np_type) y_grads_init.append(v) x_init = _as_list(x_init) paddle.disable_static() eager_double_grad = get_eager_double_grad(func, x_init, y_grads_init, place) paddle.enable_static() if in_pir_mode(): static_double_grad, _, _, _, _, _ = get_pir_static_double_grad( x, y, x_init, y_grads_init, place ) else: ( static_double_grad, _, _, _, ) = get_static_double_grad(x, y, x_init, y_grads_init, place) if len(static_double_grad) != len(eager_double_grad): msg = ( "The output grad tensor's number of static graph is different with dygraph, " "please check the python api unit test used." ) raise RuntimeError(msg) for i in range(len(static_double_grad)): if not np.allclose( static_double_grad[i], eager_double_grad[i], rtol, atol ): msg = ( 'Check eager double result fail. Mismatch between static_graph double grad ' f'and eager double grad on {place!s}, the output double grad tensor\'s index is : {i} \n' f'static:{static_double_grad[i]}\n eager:{eager_double_grad[i]}\n' ) return fail_test(msg) def get_static_triple_grad( x, y, x_init=None, dy_init=None, place=None, program=None ): """ Get Triple Grad result of static graph. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. dy_init (numpy.array|list[numpy.array]|None): the init value for output y. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). Returns: A list of numpy array that stores third derivative result calculated by static graph. """ if program is None: program = paddle.static.default_main_program() scope = base.executor.global_scope() if dy_init is None: y_grads = [] y_grads_init = [] for yi in y: dyi_name = _append_grad_suffix_(yi.name) np_type = dtype_to_np_dtype(yi.dtype) dy = program.global_block().create_var( name=dyi_name, shape=yi.shape, dtype=np_type, persistable=True ) dy.stop_gradient = False v = np.random.random(size=yi.shape).astype(np_type) set_var_in_scope(scope, place, dyi_name, v) y_grads.append(dy) y_grads_init.append(v) else: y_grads = [] y_grads_init = dy_init for i in range(len(y)): yi = y[i] dyi_name = _append_grad_suffix_(yi.name) np_type = dtype_to_np_dtype(yi.dtype) dy = program.global_block().create_var( name=dyi_name, shape=yi.shape, dtype=np_type, persistable=True ) dy.stop_gradient = False set_var_in_scope(scope, place, dyi_name, dy_init[i]) y_grads.append(dy) # append first order grads dx = base.gradients(y, x, y_grads) # y_grads are the input of first-order backward, # so, they are also the input of second-order backward. x += y_grads x_init += y_grads_init y = dx x_grads_grads_init = [] for dxi in dx: np_type = dtype_to_np_dtype(dxi.dtype) value = np.ones(dxi.shape, dtype=np_type) x_grads_grads_init.append(value) return get_static_double_grad( x, y, x_init, dy_init=x_grads_grads_init, place=place, program=program ) def get_pir_static_triple_grad( x, y, x_init=None, dy_init=None, place=None, program=None ): """ Get Triple Grad result of static graph. Args: x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. dy_init (numpy.array|list[numpy.array]|None): the init value for output y. place (base.CPUPlace or base.CUDAPlace): the device. program (Program|None): a Program with forward pass. If None, use base.default_main_program(). Returns: A list of numpy array that stores third derivative result calculated by static graph. """ if program is None: program = paddle.static.default_main_program() if dy_init is None: y_grads = [] y_grads_init = [] for i in range(len(y)): yi = y[i] yi.persistable = True np_type = dtype_to_np_dtype(yi.dtype) dy = paddle.static.data( name=f'Tgrad_{i}', shape=yi.shape, dtype=np_type, ) dy.stop_gradient = False dy.persistable = True v = np.random.random(size=yi.shape).astype(np_type) y_grads.append(dy) y_grads_init.append(v) else: y_grads = [] y_grads_init = dy_init for i in range(len(y)): yi = y[i] yi.persistable = True np_type = dtype_to_np_dtype(yi.dtype) dy = paddle.static.data( name=f'Tgrad_{i}', shape=yi.shape, dtype=np_type, ) dy.stop_gradient = False dy.persistable = True y_grads.append(dy) # append first order grads dx = base.gradients(y, x, y_grads) # y_grads are the input of first-order backward, # so, they are also the input of second-order backward. x += y_grads x_init += y_grads_init y = dx x_grads_grads_init = [] for dxi in dx: np_type = dtype_to_np_dtype(dxi.dtype) value = np.ones(dxi.shape, dtype=np_type) x_grads_grads_init.append(value) return get_pir_static_double_grad( x, y, x_init, dy_init=x_grads_grads_init, place=place, program=program, ) def get_eager_triple_grad( func, x_init=None, dy_init=None, place=None, return_mid_result=False ): """ Get triple Grad result of dygraph. Args: func: A wrapped dygraph function that its logic is equal to static program x_init (numpy.array|list[numpy.array]|None): the init value for input x. dy_init (numpy.array|list[numpy.array]|None): the init value for gradient of output. place (base.CPUPlace or base.CUDAPlace): the device. return_mid_result (list[Tensor], list[Tensor]): If set True, the Returns: A list of numpy array that stores second derivative result calculated by dygraph """ dd_y, dd_x = get_eager_double_grad( func, x_init, dy_init, place, return_mid_result=True ) # calculate third derivative dddys = [] for dd_yi in dd_y: dd_yi.stop_gradient = False dddy = paddle.ones(shape=dd_yi.shape, dtype=dd_yi.dtype) dddy.stop_gradient = False dddys.append(dddy) ddd_inputs = paddle.grad( outputs=dd_y, inputs=dd_x, grad_outputs=dddys, allow_unused=True ) return [ ddd_input.numpy() for ddd_input in ddd_inputs if ddd_input is not None ] def triple_grad_check_for_dygraph( func, x, y, x_init=None, place=None, program=None, atol=1e-5, rtol=1e-3, raise_exception=True, ): """ Check third order gradients of dygraph. This function will compare the third order gradients of dygraph and third order gradients of static graph to validate dygraph's correctness Args: func: A wrapped dygraph function that its logic is equal to static program x (Variable|list[Variable]): input variables to the program. y (Variable|list[Variable]): output variables to the program. x_init (numpy.array|list[numpy.array]|None): the init value for input x. place (base.CPUPlace or base.CUDAPlace): the device. atol (float): absolute tolerance. rtol (float): relative tolerance. raise_exception (bool): whether to raise an exception if the check fails. Default is True. """ def fail_test(msg): if raise_exception: raise RuntimeError(msg) return False # check input arguments x = _as_list(x) for v in x: v.stop_gradient = False v.persistable = True y = _as_list(y) for u in y: u.stop_gradient = False u.persistable = True y_grads_init = [] for yi in y: np_type = dtype_to_np_dtype(yi.dtype) v = np.random.random(size=yi.shape).astype(np_type) y_grads_init.append(v) x_init = _as_list(x_init) paddle.disable_static() eager_triple_grad = get_eager_triple_grad(func, x_init, y_grads_init, place) paddle.enable_static() if in_pir_mode(): static_triple_grad, _, _, _, _, _ = get_pir_static_triple_grad( x, y, x_init, y_grads_init, place ) else: ( static_triple_grad, _, _, _, ) = get_static_triple_grad(x, y, x_init, y_grads_init, place) if len(static_triple_grad) != len(eager_triple_grad): msg = ( "The output grad tensor's number of static graph is different with dygraph, " "please check the python api unit test used." ) raise RuntimeError(msg) for i in range(len(static_triple_grad)): if not np.allclose( static_triple_grad[i], eager_triple_grad[i], rtol, atol ): msg = ( 'Check eager double result fail. Mismatch between static_graph double grad ' f'and eager double grad on {place!s}, the output double grad tensor\'s index is : {i} \n' f'static:{static_triple_grad[i]}\n eager:{eager_triple_grad[i]}\n' ) return fail_test(msg)