From a711f38ebe5fd27033bdad1e49fcd3b929c92ea4 Mon Sep 17 00:00:00 2001 From: SWu Date: Sat, 31 Aug 2019 02:25:16 -0400 Subject: [PATCH] Improve numerical gradient check (#3856) --- python/tvm/relay/testing/__init__.py | 125 +++++++++++++++++------------------ 1 file changed, 62 insertions(+), 63 deletions(-) diff --git a/python/tvm/relay/testing/__init__.py b/python/tvm/relay/testing/__init__.py index 6a75921..481f35e 100644 --- a/python/tvm/relay/testing/__init__.py +++ b/python/tvm/relay/testing/__init__.py @@ -56,72 +56,71 @@ def run_infer_type(expr): return run_opt_pass(expr, transform.InferType()) -def rand_from_type(t): - return relay.Constant(rand(t.dtype, *[int(d) for d in t.shape])) +def _np_randn_from_type(t, scale=1): + return (scale * np.random.randn(*(int(d) for d in t.shape))).astype(t.dtype) -CHECK_GRAD_COUNTER = 0 -def check_grad(func, mod=None): - """ - Test that directional gradient calculated by reverse mode - is close to the one calculated by finite difference. +def check_grad(func, inputs=None, eps=1e-6, atol=1e-5, rtol=1e-3): + """Perform numerical gradient checking given a relay function. + + Compare analytical gradients to numerical gradients derived from two-sided approximation. Note + that this test may fail if your function input types are not of high enough precision. + + Parameters + ---------- + func : tvm.relay.Function + The relay function to test. + + inputs: List[np.array] + Optional user-provided input parameters to use. If not given, will generate random normal + inputs scaled to be close to the chosen epsilon value to avoid numerical precision loss. + + eps: float + The epsilon value to use for computing numerical gradient approximation. + + atol: float + The absolute tolerance on difference between numerical and analytical gradients. Note that + this needs to be scaled appropriately relative to the chosen eps and inputs. + + rtol: float + The relative tolerance on difference between numerical and analytical gradients. Note that + this needs to be scaled appropriately relative to the chosen eps. + """ - global CHECK_GRAD_COUNTER - if mod is None: - mod = relay.Module() - def make(name): - return GlobalVar(name + str(CHECK_GRAD_COUNTER)) - func_name = make("func_") - back_func_name = make("back_func_") - finite_difference_func_name = make("finite_difference_") - reverse_mode_func_name = make("reverse_mode_") - check_func_name = make("check_func_") - CHECK_GRAD_COUNTER = CHECK_GRAD_COUNTER + 1 - epsilon = relay.const(0.01) - mod[func_name] = func - mod[back_func_name] = gradient(mod[func_name], mod=mod) - params = mod[func_name].params - directions = [rand_from_type(x.checked_type) for x in params] - ft = TensorType(()) - sb = ScopeBuilder() - def get_reverse_mode_result(e, d, t): - assert isinstance(t, TensorType) - return op.cast(e * d, 'float32') - bf = sb.let("bf", TupleGetItem(back_func_name(*params), 1)) - reverse_mode_results = [get_reverse_mode_result(TupleGetItem(bf, i), - directions[i], - x.checked_type) - for i, x in enumerate(params)] - reverse_mode_result = relay.const(0.0) - for x in reverse_mode_results: - reverse_mode_result = reverse_mode_result + op.reduce.sum(x) - sb.ret(reverse_mode_result) - reverse_mode_result = sb.get() - mod[reverse_mode_func_name] = Function(params, - reverse_mode_result, - ft, - mod[func_name].type_params, - mod[func_name].attrs) - finite_difference_result = op.reduce.sum((func_name(*[x + epsilon * y for x, y in - zip(params, directions)]) - - func_name(*params)) / - epsilon) - - mod[finite_difference_func_name] = Function(params, - finite_difference_result, - ft, - mod[func_name].type_params, - mod[func_name].attrs) - check_func_result = op.abs(reverse_mode_func_name(*params) - - finite_difference_func_name(*params)) - mod[check_func_name] = Function(params, - check_func_result, - ft, - mod[func_name].type_params, - mod[func_name].attrs) - ex = create_executor(mod=mod) - res = ex.evaluate(check_func_name(*[rand_from_type(x.checked_type) for x in params])) - assert res.data.asnumpy() < 0.001 + + fwd_func = run_infer_type(func) + bwd_func = run_infer_type(gradient(fwd_func)) + + if inputs is None: + params = fwd_func.params + # Generate random inputs on the same scale as epsilon to avoid numerical precision loss. + inputs = [_np_randn_from_type(x.checked_type, scale=(10 * eps)) for x in params] + + for target, ctx in ctx_list(): + intrp = relay.create_executor(ctx=ctx, target=target) + + # Get analytic gradients. + _, grads = intrp.evaluate(bwd_func)(*inputs) + grads = [grad.asnumpy().astype("float64") for grad in grads] + + # Get numeric gradients for each dimension of each param, using two-sided approximation. + approx_grads = [] + for x in inputs: + approx_grad = np.zeros(x.shape) + for i in np.ndindex(*x.shape): + x_i = x[i] + x[i] = x_i + eps + fwd_plus = intrp.evaluate(fwd_func)(*inputs).asnumpy().astype("float64") + x[i] = x_i - eps + fwd_minus = intrp.evaluate(fwd_func)(*inputs).asnumpy().astype("float64") + x[i] = x_i + approx_grad[i] = np.sum((fwd_plus - fwd_minus) / (2 * eps)) + approx_grads.append(approx_grad) + + # Compare gradients by checking that relative difference is below tolerance. + for grad, approx_grad in zip(grads, approx_grads): + np.testing.assert_allclose(grad, approx_grad, atol=atol, rtol=rtol) + def rand(dtype, *shape): return tvm.nd.array(np.random.rand(*shape).astype(dtype)) -- 2.7.4