experiments/STT-tensorflow
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Format according to code styles and test for complex SVD backprop

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refraction-ray 2019-09-05 17:01:21 +08:00
parent c9b193d1a9
commit 83a540a73a
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2 changed files with 15 additions and 13 deletions
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2
tensorflow/python/kernel_tests/svd_op_test.py
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@ -406,7 +406,7 @@ if __name__ == "__main__":
_AddTest(SvdGradOpTest, "SvdGrad", name,
_GetSvdGradOpTest(dtype, shape, compute_uv, full_matrices))
# The results are too inacurate for float32.
if dtype == np.float64:
if dtype in (np.float64, np.complex128):
_AddTest(
SvdGradGradOpTest, "SvdGradGrad", name,
_GetSvdGradGradOpTest(dtype, shape, compute_uv,

26
tensorflow/python/ops/linalg_grad.py
View File

@ -352,7 +352,7 @@ def _SvdGrad(op, grad_s, grad_u, grad_v):
# Giles' paper (see reference at top of file). A derivation for
# the full_matrices=False case is available at
# https://j-towns.github.io/papers/svd-derivative.pdf
# The derivation for complex valued SVD can be found in
# The derivation for complex valued SVD can be found in
# https://re-ra.xyz/misc/complexsvd.pdf or
# https://giggleliu.github.io/2019/04/02/einsumbp.html
a = op.inputs[0]
@ -413,18 +413,18 @@ def _SvdGrad(op, grad_s, grad_u, grad_v):
# only defined up a (k-dimensional) subspace. In practice, this can
# lead to numerical instability when singular values are close but not
# exactly equal.
# To avoid nan in cases with degenrate sigular values or zero sigular values
# To avoid nan in cases with degenrate sigular values or zero sigular values
# in calculating f and s_inv_mat, we introduce a Lorentz brodening.
def safe_reciprocal(x, epsilon=1E-20):
return x * math_ops.reciprocal(x * x + epsilon)
def _SafeReciprocal(x, epsilon=1E-20):
return x * math_ops.reciprocal(x * x + epsilon)
s_shape = array_ops.shape(s)
f = array_ops.matrix_set_diag(
safe_reciprocal(
_SafeReciprocal(
array_ops.expand_dims(s2, -2) - array_ops.expand_dims(s2, -1)
), array_ops.zeros_like(s))
s_inv_mat = array_ops.matrix_diag(safe_reciprocal(s))
s_inv_mat = array_ops.matrix_diag(_SafeReciprocal(s))
v1 = v[..., :, :m]
grad_v1 = grad_v[..., :, :m]
@ -459,17 +459,19 @@ def _SvdGrad(op, grad_s, grad_u, grad_v):
term2 = math_ops.matmul(u_s_inv, term2_nous)
grad_a_before_transpose = term1 + term2
if a.dtype.is_complex:
eye = _linalg.eye(s_shape[-1], batch_shape=s_shape[:-1], dtype=a.dtype)
l = eye * v_gv
term3_nouv = math_ops.matmul(s_inv_mat, _linalg.adjoint(l)-l)
term3 = 1/2. * math_ops.matmul(u, math_ops.matmul(term3_nouv, v1, adjoint_b=True))
term3 = 1/2. * math_ops.matmul(
u, math_ops.matmul(term3_nouv, v1, adjoint_b=True))
grad_a_before_transpose += term3
if use_adjoint:
grad_a = array_ops.matrix_transpose(grad_a_before_transpose, conjugate=True)
grad_a = array_ops.matrix_transpose(
grad_a_before_transpose, conjugate=True)
else:
grad_a = grad_a_before_transpose