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Givens orthogonal layer #57
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I somehow broke @kevinchern's tests, what the hell... |
| def test_store_config(self): | ||
| with self.subTest("Simple case"): | ||
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| class MyModel(torch.nn.Module): |
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Remove formatting changes. Is this "black" formatting?
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Yes. I have it by default on my vscode
@VolodyaCO which tests? I'm seeing |
I forgot to update my tests to float64 precision. Now that I've done it, it's weird that all of the current failing tests are failing on File "/Users/distiller/project/tests/test_nn.py", line 144, in test_LinearBlock
self.assertTrue(model_probably_good(model, (din,), (dout,))) |
Ahhhhhh. OK Theo also flagged this at #50 . It's a poorly-written test.. you can ignore it. |
| Returns: | ||
| list[list[tuple[int, int]]]: Blocks of edges for parallel Givens rotations. | ||
| Note: |
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Better as a note directive: https://www.sphinx-doc.org/en/master/usage/restructuredtext/directives.html#directive-note
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Where should I put this? in the release notes? or in the docstring itself?
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Simply change the Note: to
.. note::
Lorem ipsum...
which would render a note box if we generate docs with Sphinx.
| angles (torch.Tensor): A ((n - 1) * n // 2,) shaped tensor containing all rotations | ||
| between pairs of dimensions. | ||
| blocks (torch.Tensor): A (n-1, n//2, 2) shaped tensor containing the indices that | ||
| specify rotations between pairs of dimensions. Each of the n-1 blocks contains n//2 | ||
| pairs of independent rotations. |
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Code formatting?
| angles (torch.Tensor): A ((n - 1) * n // 2,) shaped tensor containing all rotations | |
| between pairs of dimensions. | |
| blocks (torch.Tensor): A (n-1, n//2, 2) shaped tensor containing the indices that | |
| specify rotations between pairs of dimensions. Each of the n-1 blocks contains n//2 | |
| pairs of independent rotations. | |
| angles (torch.Tensor): A ``((n - 1) * n // 2,)`` shaped tensor containing all rotations | |
| between pairs of dimensions. | |
| blocks (torch.Tensor): A ``(n - 1, n // 2, 2)`` shaped tensor containing the indices that | |
| specify rotations between pairs of dimensions. Each of the n-1 blocks contains n // 2 | |
| pairs of independent rotations. |
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Done, thanks.
| """ | ||
| # Blocks is of shape (n_blocks, n/2, 2) containing indices for angles | ||
| # Within each block, each Givens rotation is commuting, so we can apply them in parallel | ||
| U = torch.eye(n, device=angles.device, dtype=angles.dtype) |
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Slight preference to keep variables lower-case.
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I changed this in the main GivensRotationLayer class. In the other code, I kept the capital letters just so that if someone is reading the algorithm in the paper alongside the code, each part of the algorithm is more easily understood.
| angles, blocks, Ufwd_saved = ctx.saved_tensors | ||
| Ufwd = Ufwd_saved.clone() | ||
| M = grad_output.t() # dL/dU, i.e., grad_output is of shape (n, n) | ||
| n = M.size(1) | ||
| block_size = n // 2 | ||
| A = torch.zeros((block_size, n), device=angles.device, dtype=angles.dtype) |
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Same here re lowercase for Ufwd, M, and A. Avoids incorrect colour highlighting in themes.
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Hmmm, I didn't read this about the incorrect colour highlighting before I made my previous comment. I still think that it is easier to read the algorithm alongside the code if the use of lower/upper case match. For example, lower case m is usually used for an integer variable, not a tensor.
| return U | ||
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| @staticmethod | ||
| def backward(ctx, grad_output: torch.Tensor): |
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Missing return type hint.
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I added the type hint as well as a longer explanation on what this return is.
| U = self._create_rotation_matrix() | ||
| rotated_x = einsum(x, U, "... i, o i -> ... o") | ||
| if self.bias is not None: | ||
| rotated_x = rotated_x + self.bias |
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| rotated_x = rotated_x + self.bias | |
| rotated_x += self.bias |
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Done.
| from einops import einsum | ||
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| class NaiveGivensRotationLayer(nn.Module): |
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I'm not very keen on having a full on separate implementation here just to compare with/test the GivensRotationLayer. If this NaiveGivensRotationLayer is useful, should it be part of the package instead?
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We discussed this in our one on one but, just for the record, there is no difference between the NaiveGivensRotationLayer and the GivensRotationLayer in the forward or backward passes. The naïve implementation is there to make sure that the forward and backward passes indeed match. The GivensRotationLayer should always be used because it has a substantially better runtime complexity. Thus, the naïve implementation is not useful—other than for a sanity check.
tests/test_nn.py
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| @parameterized.expand([(n, bias) for n in [4, 5, 6, 9, 10] for bias in [True, False]]) | ||
| def test_forward_agreement(self, n, bias): |
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These tests do seem a bit too.. complex. Better to try and test more minimal aspects of the class, if possible. I'd much rather have separate integration-like tests that can assert that model behave as expected, while having these be strictly, small scale, isolated unit tests.
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I added some tests to test invalid inputs too. These forward and backward tests are for testing that the correct input/output is given when compared to the naïve implementation. The model_probably_good test is done as unit test.
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After a bit of git wrangling, I was able to clean my whole mess of merge commits 😆. |
This PR adds an orthogonal layer given by Givens rotations, using the parallel algorithm described by Firas in https://arxiv.org/abs/2106.00003, which gives a forward complexity of O(n) and backward complexity of O(n log(n)), even though there are O(n^2) rotations.
This PR still is in draft. I wrote it for even n. Probably some more unit tests are to be done, but I am quite lazy (will do it after all math is checked for odd n).