# Copyright 2020 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. # ============================================================================== """Tests for special math operations.""" import os from absl import flags from absl.testing import parameterized import numpy as np import scipy.special as sps from tensorflow.compiler.tests import xla_test from tensorflow.python.eager import def_function from tensorflow.python.framework import constant_op from tensorflow.python.ops import gen_math_ops from tensorflow.python.ops import gen_random_ops from tensorflow.python.ops import gradient_checker_v2 from tensorflow.python.ops import math_ops from tensorflow.python.platform import test flags.DEFINE_bool('vary_seed', False, ('Whether to vary the PRNG seed unpredictably. ' 'With --runs_per_test=N, produces N iid runs.')) NUM_SAMPLES = int(1e3) @def_function.function(jit_compile=True) def _igamma(a, x): return math_ops.igamma(a, x) @def_function.function(jit_compile=True) def _igammac(a, x): return math_ops.igammac(a, x) @def_function.function(jit_compile=True) def _polygamma(n, x): return math_ops.polygamma(n, x) @def_function.function(jit_compile=True) def _zeta(a, q): return math_ops.zeta(a, q) # This is df/da / df/dx, where f = igamma. def implicit_reparameterization_grad(a, x): log_prob = math_ops.xlogy(a - 1., x) - math_ops.lgamma(a) - x prob = math_ops.exp(log_prob) return -gen_math_ops.igamma_grad_a(a, x) / prob @def_function.function(jit_compile=True) def _log1p(x): return math_ops.log1p(x) class Log1pTest(xla_test.XLATestCase, parameterized.TestCase): def setUp(self): if flags.FLAGS.vary_seed: entropy = os.urandom(64) answer = int.from_bytes(entropy, 'big') np.random.seed(answer % (2**32 - 1)) super(Log1pTest, self).setUp() def adjust_tolerance(self, dtype, rtol, atol): if self.device in ['TPU']: if dtype == np.float32: return 4e-4, 0.0 return 1e-10, 0.0 if self.device in ['XLA_GPU', 'GPU']: if dtype == np.float32: return max(rtol, 2.5e-07), atol return rtol, atol def _test_range(self, low, high, dtype, rtol, atol, is_negative=False): # Test values near zero. rtol, atol = self.adjust_tolerance(dtype, rtol, atol) x = np.exp(np.random.uniform( low=low, high=high, size=[NUM_SAMPLES])).astype(dtype) if is_negative: x = -x expected_values = np.log1p(x) with self.session() as sess: with self.test_scope(): actual = _log1p(x) actual = sess.run(actual) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-7, 0.), (np.float64, 1e-15, 0.)) def testSmallX(self, dtype, rtol, atol): self._test_range(-40., -20., dtype, rtol, atol, is_negative=False) self._test_range(-40., -20., dtype, rtol, atol, is_negative=True) @parameterized.parameters((np.float32, 2e-7, 0.), (np.float64, 1e-15, 0.)) def testGreaterThanNegativeTwentyExponent(self, dtype, rtol, atol): self._test_range(-20., -10., dtype, rtol, atol, is_negative=False) self._test_range(-20., -10., dtype, rtol, atol, is_negative=True) @parameterized.parameters((np.float32, 2e-7, 0.), (np.float64, 1e-15, 0.)) def testGreaterThanNegativeTenExponent(self, dtype, rtol, atol): self._test_range(-10., -5., dtype, rtol, atol, is_negative=False) self._test_range(-10., -5., dtype, rtol, atol, is_negative=True) @parameterized.parameters((np.float32, 2e-7, 0.), (np.float64, 1e-15, 0.)) def testGreaterThanNegativeFiveExponent(self, dtype, rtol, atol): self._test_range(-5., -1., dtype, rtol, atol, is_negative=False) self._test_range(-5., -1., dtype, rtol, atol, is_negative=True) @parameterized.parameters((np.float32, 4e-7, 0.), (np.float64, 3e-14, 0.)) def testXGreaterThanOneTenth(self, dtype, rtol, atol): self._test_range(-1., 0., dtype, rtol, atol, is_negative=False) self._test_range(-1., 0., dtype, rtol, atol, is_negative=True) @parameterized.parameters((np.float32, 2e-7, 0.), (np.float64, 2e-15, 0.)) def testXGreaterThanOne(self, dtype, rtol, atol): self._test_range(0., 3., dtype, rtol, atol, is_negative=False) class ZetaTest(xla_test.XLATestCase, parameterized.TestCase): def setUp(self): if flags.FLAGS.vary_seed: entropy = os.urandom(64) answer = int.from_bytes(entropy, 'big') np.random.seed(answer % (2**32 - 1)) super(ZetaTest, self).setUp() def adjust_tolerance_for_tpu(self, dtype, rtol, atol): if self.device not in ['TPU']: return rtol, atol if dtype == np.float32: return 2e-2, 1e-7 return 2e-4, 1e-20 def testBadValues(self): q = np.random.uniform(low=0.3, high=20., size=[10]) with self.session() as sess: with self.test_scope(): y = _zeta(np.float64(1.), q) actual = sess.run(y) # When x == 1, this is the Harmonic series. self.assertTrue(np.all(np.isinf(actual))) with self.session() as sess: with self.test_scope(): y = _zeta(np.float64(0.1), q) actual = sess.run(y) # When x < 1, this is undefined. self.assertTrue(np.all(np.isnan(actual))) with self.session() as sess: with self.test_scope(): y = _zeta([1.1, 1.2, 2.1, 2.2, 3.1], [-2.0, -1.1, -1.0, -0.5, -0.1]) actual = sess.run(y) # For q <= 0, x must be an integer. self.assertTrue(np.all(np.isnan(actual))) with self.session() as sess: with self.test_scope(): y = _zeta([2.0, 4.0, 6.0], [0.0, -1.0, -2.0]) actual = sess.run(y) # For integer q <= 0, zeta has poles with a defined limit of +inf where x is # an even integer. self.assertTrue(np.all(np.isinf(actual))) with self.session() as sess: with self.test_scope(): y = _zeta([3.0, 5.0, 7.0], [0.0, -1.0, -2.0]) actual = sess.run(y) # For non-positive integer q, zeta has poles with an undefined limit where x # is an odd integer. self.assertTrue(np.all(np.isnan(actual))) with self.session() as sess: with self.test_scope(): y = _zeta([1.1, 2.2, 3.3], [-1.1, -1.0, 0.0]) actual = sess.run(y) # For non-positive q, zeta is not defined if x is not an integer. self.assertTrue(np.all(np.isnan(actual))) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testLargeXSmallQ(self, dtype, rtol, atol): rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) if self.device not in ['XLA_GPU', 'XLA_CPU'] and dtype == np.float64: # TODO(b/165739664): Figure out why on TPU F64 Zeta sometimes returns # infs. self.skipTest( 'Skipping test because some F64 operations are numerically ' 'unstable on TPU.') x = np.random.uniform(low=100., high=200., size=[NUM_SAMPLES]).astype(dtype) q = np.random.uniform(low=0.3, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.zeta(x, q) with self.session() as sess: with self.test_scope(): y = _zeta(x, q) actual = sess.run(y) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testSmallValues(self, dtype, rtol, atol): rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform(low=1.1, high=10., size=[NUM_SAMPLES]).astype(dtype) q = np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.zeta(x, q) with self.session() as sess: with self.test_scope(): actual = sess.run(_zeta(x, q)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testMediumValues(self, dtype, rtol, atol): rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) x = np.random.uniform(low=1.1, high=100., size=[NUM_SAMPLES]).astype(dtype) q = np.random.uniform(low=1., high=1e1, size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.zeta(x, q) with self.session() as sess: with self.test_scope(): actual = sess.run(_zeta(x, q)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 2e-2, 1e-5), (np.float64, 1e-4, 1e-30)) def testLargeValues(self, dtype, rtol, atol): x = np.random.uniform( low=100., high=int(1e3), size=[NUM_SAMPLES]).astype(dtype) q = np.random.uniform( low=1., high=int(1e1), size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.zeta(x, q) with self.session() as sess: with self.test_scope(): actual = sess.run(_zeta(x, q)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) class PolygammaTest(xla_test.XLATestCase, parameterized.TestCase): def setUp(self): if flags.FLAGS.vary_seed: entropy = os.urandom(64) answer = int.from_bytes(entropy, 'big') np.random.seed(answer % (2**32 - 1)) super(PolygammaTest, self).setUp() def adjust_tolerance_for_tpu(self, dtype, rtol, atol): if self.device not in ['TPU']: return rtol, atol if dtype == np.float32: return 2e-2, 1e-7 return 2e-4, 1e-20 def testBadValues(self): x = np.random.uniform(low=0.3, high=20., size=[10]) with self.session() as sess: with self.test_scope(): y = _polygamma(np.float64(-1.), x) actual = sess.run(y) # Not defined for negative numbers. self.assertTrue(np.all(np.isnan(actual))) with self.session() as sess: with self.test_scope(): y = _polygamma(np.float64(0.1), x) actual = sess.run(y) # Not defined for non-integers. self.assertTrue(np.all(np.isnan(actual))) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testRecoverDigamma(self, dtype, rtol, atol): rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) if self.device not in ['XLA_GPU', 'XLA_CPU'] and dtype == np.float64: self.skipTest( 'Skipping test because some F64 operations are ' 'numerically unstable on TPU.' ) x = np.random.uniform(low=0.1, high=50., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.digamma(x) with self.session() as sess: with self.test_scope(): y = _polygamma(dtype(0.), x) actual = sess.run(y) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testSmallN(self, dtype, rtol, atol): rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. n = np.random.randint(low=1, high=5, size=[NUM_SAMPLES]).astype(dtype) x = np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.polygamma(n, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_polygamma(n, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testMediumLargeN(self, dtype, rtol, atol): rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) n = np.random.randint(low=5, high=10, size=[NUM_SAMPLES]).astype(dtype) x = np.random.uniform(low=1., high=1e1, size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.polygamma(n, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_polygamma(n, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) class IgammaTest(xla_test.XLATestCase, parameterized.TestCase): def setUp(self): if flags.FLAGS.vary_seed: entropy = os.urandom(64) answer = int.from_bytes(entropy, 'big') np.random.seed(answer % (2**32 - 1)) super(IgammaTest, self).setUp() # Skip Float64 test on TPU due to missing ops. def maybe_skip_test(self, dtype): if self.device not in ['XLA_GPU', 'XLA_CPU'] and dtype == np.float64: self.skipTest( 'Skipping test because some F64 operations not supported on TPU.') def adjust_tolerance_for_tpu(self, dtype, rtol, atol): if self.device not in ['TPU']: return rtol, atol if dtype == np.float32: return 2e-2, 1e-7 return 2e-4, 1e-20 @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testLargeXSmallA(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform(low=100., high=200., size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform(low=0.3, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammainc(a, x) with self.session() as sess: with self.test_scope(): y = _igamma(a, x) actual = sess.run(y) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testSmallValues(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammainc(a, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_igamma(a, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testMediumValues(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform(low=1., high=100., size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform(low=1., high=100., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammainc(a, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_igamma(a, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 2e-2, 1e-5), (np.float64, 1e-4, 1e-30)) def testLargeValues(self, dtype, rtol, atol): if self.device == 'TPU': # TODO(b/154908275): Remove this once fixed for large a, x. self.skipTest('Skipping test since numerically unstable on TPU.') # Test values near zero. x = np.random.uniform( low=100., high=int(1e4), size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform( low=100., high=int(1e4), size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammainc(a, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_igamma(a, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) # We don't check small values because the numerical gradients become quite # large. @parameterized.parameters((np.float32, 0.09), (np.float64, 1e-7)) def testGradMediumValues(self, dtype, tolerance): self.maybe_skip_test(dtype) with self.session(): with self.test_scope(): x = constant_op.constant( np.random.uniform(low=1., high=100., size=[NUM_SAMPLES]).astype(dtype)) a = constant_op.constant( np.random.uniform(low=1., high=100., size=[NUM_SAMPLES]).astype(dtype)) f = lambda b: _igamma(b, x) max_error = gradient_checker_v2.max_error( *gradient_checker_v2.compute_gradient(f, x=[a], delta=1e-3)) self.assertLessEqual(max_error, tolerance) @parameterized.parameters((np.float32, 0.5), (np.float64, 1e-7)) def testGradLargeValues(self, dtype, tolerance): self.maybe_skip_test(dtype) with self.session(): with self.test_scope(): x = constant_op.constant( np.random.uniform(low=100., high=int(1e4), size=[NUM_SAMPLES]).astype(dtype)) a = constant_op.constant( np.random.uniform(low=100., high=int(1e4), size=[NUM_SAMPLES]).astype(dtype)) f = lambda b: _igamma(b, x) max_error = gradient_checker_v2.max_error( *gradient_checker_v2.compute_gradient(f, x=[a], delta=1e-2)) self.assertLessEqual(max_error, tolerance) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testRandomGammaGradSmallValues(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. with self.session() as sess: with self.test_scope(): x = constant_op.constant( np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype)) a = constant_op.constant( np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype)) gamma_sample_grad = gen_random_ops.random_gamma_grad(a, x) actual_grad = implicit_reparameterization_grad(a, x) gamma_sample_grad, actual_grad = sess.run( [gamma_sample_grad, actual_grad]) # We do this because the ratio computed in # implicit_reparameterization_grad can very easily result in a NaN due # to the computed numerator and denominator zeroing out. gamma_sample_grad = gamma_sample_grad[ ~np.logical_or(np.isnan(actual_grad), np.isinf(actual_grad))] actual_grad = actual_grad[ ~np.logical_or(np.isnan(actual_grad), np.isinf(actual_grad))] self.assertAllClose(actual_grad, gamma_sample_grad, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testRandomGammaGradMediumValues(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) with self.session() as sess: with self.test_scope(): x = constant_op.constant( np.random.uniform(low=1., high=10., size=[NUM_SAMPLES]).astype(dtype)) a = constant_op.constant( np.random.uniform(low=1., high=10., size=[NUM_SAMPLES]).astype(dtype)) gamma_sample_grad = gen_random_ops.random_gamma_grad(a, x) actual_grad = implicit_reparameterization_grad(a, x) gamma_sample_grad, actual_grad = sess.run( [gamma_sample_grad, actual_grad]) # We do this because the ratio computed in # implicit_reparameterization_grad can very easily result in a NaN due # to the computed numerator and denominator zeroing out. gamma_sample_grad = gamma_sample_grad[ ~np.logical_or(np.isnan(actual_grad), np.isinf(actual_grad))] actual_grad = actual_grad[ ~np.logical_or(np.isnan(actual_grad), np.isinf(actual_grad))] self.assertAllClose(actual_grad, gamma_sample_grad, atol=atol, rtol=rtol) class IgammacTest(xla_test.XLATestCase, parameterized.TestCase): def setUp(self): if flags.FLAGS.vary_seed: entropy = os.urandom(64) answer = int.from_bytes(entropy, 'big') np.random.seed(answer % (2**32 - 1)) super(IgammacTest, self).setUp() # Skip Float64 test on TPU due to missing ops. def maybe_skip_test(self, dtype): if self.device not in ['XLA_GPU', 'XLA_CPU'] and dtype == np.float64: # TODO(b/154908275): Remove this once fixed for large a, x. self.skipTest( 'Skipping test because some F64 operations not supported on TPU.') def adjust_tolerance_for_tpu(self, dtype, rtol, atol): if self.device not in ['TPU']: return rtol, atol if dtype == np.float32: return 2e-2, 1e-7 return 2e-4, 1e-20 @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testLargeXSmallA(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform(low=100., high=200., size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform(low=0.3, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammaincc(a, x) with self.session() as sess: with self.test_scope(): y = _igammac(a, x) actual = sess.run(y) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testSmallValues(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform( low=np.finfo(dtype).tiny, high=1., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammaincc(a, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_igammac(a, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 1e-2, 1e-11), (np.float64, 1e-4, 1e-30)) def testMediumValues(self, dtype, rtol, atol): self.maybe_skip_test(dtype) rtol, atol = self.adjust_tolerance_for_tpu(dtype, rtol, atol) # Test values near zero. x = np.random.uniform(low=1., high=100., size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform(low=1., high=100., size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammaincc(a, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_igammac(a, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) @parameterized.parameters((np.float32, 2e-2, 1e-5), (np.float64, 1e-4, 1e-30)) def testLargeValues(self, dtype, rtol, atol): if self.device == 'TPU': self.skipTest('Skipping test since numerically unstable on TPU.') # Test values near zero. x = np.random.uniform( low=100., high=int(1e4), size=[NUM_SAMPLES]).astype(dtype) a = np.random.uniform( low=100., high=int(1e4), size=[NUM_SAMPLES]).astype(dtype) expected_values = sps.gammaincc(a, x) with self.session() as sess: with self.test_scope(): actual = sess.run(_igammac(a, x)) self.assertAllClose(expected_values, actual, atol=atol, rtol=rtol) if __name__ == '__main__': os.environ['XLA_FLAGS'] = '--xla_cpu_enable_fast_math=false' test.main()