51 lines
1.5 KiB
Python
51 lines
1.5 KiB
Python
import numpy as np
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from tinygrad.tensor import Tensor
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def mask_like(like, mask_inx, mask_value = 1.0):
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mask = np.zeros_like(like).reshape(-1)
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mask[mask_inx] = mask_value
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return mask.reshape(like.shape)
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def jacobian(func, input):
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output = func(input)
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ji = input.numpy().reshape(-1).shape[-1]
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jo = output.numpy().reshape(-1).shape[-1]
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J = np.zeros((jo,ji), dtype=np.float32)
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for o in range(jo):
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input.grad = None
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output = func(input)
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# tinygrad doesn't support slicing, tiny-hack to select
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# the needed scalar an backpropagate only through it
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o_scalar = Tensor(mask_like(output.numpy(), o, 1.)).mul(output).sum()
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o_scalar.backward()
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for i, grad in enumerate(input.grad.numpy().reshape(-1)):
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J[o,i] = grad
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return J
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def numerical_jacobian(func, input, eps = 1e-3):
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output = func(input)
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ji = input.numpy().reshape(-1).shape[-1]
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jo = output.numpy().reshape(-1).shape[-1]
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NJ = np.zeros((jo, ji), dtype=np.float32)
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for i in range(ji):
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eps_perturb = mask_like(input.numpy(), i, mask_value = eps)
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output_perturb_add = func(Tensor(input.numpy() + eps_perturb)).numpy().reshape(-1)
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output_perturb_sub = func(Tensor(input.numpy() - eps_perturb)).numpy().reshape(-1)
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grad_approx = ((output_perturb_add) - (output_perturb_sub)) / (2*eps)
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NJ[:,i] = grad_approx
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return NJ
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def gradcheck(func, input, eps = 1e-3, atol = 1e-3, rtol = 1e-3):
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NJ = numerical_jacobian(func, input, eps)
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J = jacobian(func, input)
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return np.allclose(J, NJ, atol = atol, rtol = rtol)
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