|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "metadata": { |
| 6 | + "colab_type": "text", |
| 7 | + "id": "t09eeeR5prIJ" |
| 8 | + }, |
| 9 | + "source": [ |
| 10 | + "##### Copyright 2018 The TensorFlow Authors." |
| 11 | + ] |
| 12 | + }, |
| 13 | + { |
| 14 | + "cell_type": "code", |
| 15 | + "execution_count": 0, |
| 16 | + "metadata": { |
| 17 | + "cellView": "form", |
| 18 | + "colab": { |
| 19 | + "autoexec": { |
| 20 | + "startup": false, |
| 21 | + "wait_interval": 0 |
| 22 | + } |
| 23 | + }, |
| 24 | + "colab_type": "code", |
| 25 | + "id": "GCCk8_dHpuNf" |
| 26 | + }, |
| 27 | + "outputs": [], |
| 28 | + "source": [ |
| 29 | + "#@title Licensed under the Apache License, Version 2.0 (the \"License\");\n", |
| 30 | + "# you may not use this file except in compliance with the License.\n", |
| 31 | + "# You may obtain a copy of the License at\n", |
| 32 | + "#\n", |
| 33 | + "# https://www.apache.org/licenses/LICENSE-2.0\n", |
| 34 | + "#\n", |
| 35 | + "# Unless required by applicable law or agreed to in writing, software\n", |
| 36 | + "# distributed under the License is distributed on an \"AS IS\" BASIS,\n", |
| 37 | + "# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n", |
| 38 | + "# See the License for the specific language governing permissions and\n", |
| 39 | + "# limitations under the License." |
| 40 | + ] |
| 41 | + }, |
| 42 | + { |
| 43 | + "cell_type": "markdown", |
| 44 | + "metadata": { |
| 45 | + "colab_type": "text", |
| 46 | + "id": "xh8WkEwWpnm7" |
| 47 | + }, |
| 48 | + "source": [ |
| 49 | + "# Automatic differentiation and gradient tape" |
| 50 | + ] |
| 51 | + }, |
| 52 | + { |
| 53 | + "cell_type": "markdown", |
| 54 | + "metadata": { |
| 55 | + "colab_type": "text", |
| 56 | + "id": "idv0bPeCp325" |
| 57 | + }, |
| 58 | + "source": [ |
| 59 | + "\u003ctable class=\"tfo-notebook-buttons\" align=\"left\"\u003e\u003ctd\u003e\n", |
| 60 | + "\u003ca target=\"_blank\" href=\"https://colab.research.google.com/github/tensorflow/tensorflow/blob/master/tensorflow/contrib/eager/python/examples/notebooks/automatic_differentiation.ipynb\"\u003e\n", |
| 61 | + " \u003cimg src=\"https://www.tensorflow.org/images/colab_logo_32px.png\" /\u003eRun in Google Colab\u003c/a\u003e\n", |
| 62 | + "\u003c/td\u003e\u003ctd\u003e\n", |
| 63 | + "\u003ca target=\"_blank\" href=\"https://github.com/tensorflow/tensorflow/blob/master/tensorflow/contrib/eager/python/examples/notebooks/automatic_differentiation.ipynb\"\u003e\u003cimg width=32px src=\"https://www.tensorflow.org/images/GitHub-Mark-32px.png\" /\u003eView source on GitHub\u003c/a\u003e\u003c/td\u003e\u003c/table\u003e" |
| 64 | + ] |
| 65 | + }, |
| 66 | + { |
| 67 | + "cell_type": "markdown", |
| 68 | + "metadata": { |
| 69 | + "colab_type": "text", |
| 70 | + "id": "vDJ4XzMqodTy" |
| 71 | + }, |
| 72 | + "source": [ |
| 73 | + "In the previous tutorial we introduced `Tensor`s and operations on them. In this tutorial we will cover [automatic differentiation](https://en.wikipedia.org/wiki/Automatic_differentiation), a key technique for optimizing machine learning models." |
| 74 | + ] |
| 75 | + }, |
| 76 | + { |
| 77 | + "cell_type": "markdown", |
| 78 | + "metadata": { |
| 79 | + "colab_type": "text", |
| 80 | + "id": "GQJysDM__Qb0" |
| 81 | + }, |
| 82 | + "source": [ |
| 83 | + "## Setup\n" |
| 84 | + ] |
| 85 | + }, |
| 86 | + { |
| 87 | + "cell_type": "code", |
| 88 | + "execution_count": 0, |
| 89 | + "metadata": { |
| 90 | + "colab": { |
| 91 | + "autoexec": { |
| 92 | + "startup": false, |
| 93 | + "wait_interval": 0 |
| 94 | + } |
| 95 | + }, |
| 96 | + "colab_type": "code", |
| 97 | + "id": "OiMPZStlibBv" |
| 98 | + }, |
| 99 | + "outputs": [], |
| 100 | + "source": [ |
| 101 | + "import tensorflow as tf\n", |
| 102 | + "tf.enable_eager_execution()\n", |
| 103 | + "\n", |
| 104 | + "tfe = tf.contrib.eager # Shorthand for some symbols" |
| 105 | + ] |
| 106 | + }, |
| 107 | + { |
| 108 | + "cell_type": "markdown", |
| 109 | + "metadata": { |
| 110 | + "colab_type": "text", |
| 111 | + "id": "1CLWJl0QliB0" |
| 112 | + }, |
| 113 | + "source": [ |
| 114 | + "## Derivatives of a function\n", |
| 115 | + "\n", |
| 116 | + "TensorFlow provides APIs for automatic differentiation - computing the derivative of a function. The way that more closely mimics the math is to encapsulate the computation in a Python function, say `f`, and use `tfe.gradients_function` to create a function that computes the derivatives of `f` with respect to its arguments. If you're familiar with [autograd](https://github.com/HIPS/autograd) for differentiating numpy functions, this will be familiar. For example: " |
| 117 | + ] |
| 118 | + }, |
| 119 | + { |
| 120 | + "cell_type": "code", |
| 121 | + "execution_count": 0, |
| 122 | + "metadata": { |
| 123 | + "colab": { |
| 124 | + "autoexec": { |
| 125 | + "startup": false, |
| 126 | + "wait_interval": 0 |
| 127 | + } |
| 128 | + }, |
| 129 | + "colab_type": "code", |
| 130 | + "id": "9FViq92UX7P8" |
| 131 | + }, |
| 132 | + "outputs": [], |
| 133 | + "source": [ |
| 134 | + "from math import pi\n", |
| 135 | + "\n", |
| 136 | + "def f(x):\n", |
| 137 | + " return tf.square(tf.sin(x))\n", |
| 138 | + "\n", |
| 139 | + "assert f(pi/2).numpy() == 1.0\n", |
| 140 | + "\n", |
| 141 | + "\n", |
| 142 | + "# grad_f will return a list of derivatives of f\n", |
| 143 | + "# with respect to its arguments. Since f() has a single argument,\n", |
| 144 | + "# grad_f will return a list with a single element.\n", |
| 145 | + "grad_f = tfe.gradients_function(f)\n", |
| 146 | + "assert tf.abs(grad_f(pi/2)[0]).numpy() \u003c 1e-7" |
| 147 | + ] |
| 148 | + }, |
| 149 | + { |
| 150 | + "cell_type": "markdown", |
| 151 | + "metadata": { |
| 152 | + "colab_type": "text", |
| 153 | + "id": "v9fPs8RyopCf" |
| 154 | + }, |
| 155 | + "source": [ |
| 156 | + "### Higher-order gradients\n", |
| 157 | + "\n", |
| 158 | + "The same API can be used to differentiate as many times as you like:\n" |
| 159 | + ] |
| 160 | + }, |
| 161 | + { |
| 162 | + "cell_type": "code", |
| 163 | + "execution_count": 0, |
| 164 | + "metadata": { |
| 165 | + "colab": { |
| 166 | + "autoexec": { |
| 167 | + "startup": false, |
| 168 | + "wait_interval": 0 |
| 169 | + } |
| 170 | + }, |
| 171 | + "colab_type": "code", |
| 172 | + "id": "3D0ZvnGYo0rW" |
| 173 | + }, |
| 174 | + "outputs": [], |
| 175 | + "source": [ |
| 176 | + "def f(x):\n", |
| 177 | + " return tf.square(tf.sin(x))\n", |
| 178 | + "\n", |
| 179 | + "def grad(f):\n", |
| 180 | + " return lambda x: tfe.gradients_function(f)(x)[0]\n", |
| 181 | + "\n", |
| 182 | + "x = tf.lin_space(-2*pi, 2*pi, 100) # 100 points between -2π and +2π\n", |
| 183 | + "\n", |
| 184 | + "import matplotlib.pyplot as plt\n", |
| 185 | + "\n", |
| 186 | + "plt.plot(x, f(x), label=\"f\")\n", |
| 187 | + "plt.plot(x, grad(f)(x), label=\"first derivative\")\n", |
| 188 | + "plt.plot(x, grad(grad(f))(x), label=\"second derivative\")\n", |
| 189 | + "plt.plot(x, grad(grad(grad(f)))(x), label=\"third derivative\")\n", |
| 190 | + "plt.legend()\n", |
| 191 | + "plt.show()" |
| 192 | + ] |
| 193 | + }, |
| 194 | + { |
| 195 | + "cell_type": "markdown", |
| 196 | + "metadata": { |
| 197 | + "colab_type": "text", |
| 198 | + "id": "-39gouo7mtgu" |
| 199 | + }, |
| 200 | + "source": [ |
| 201 | + "## Gradient tapes\n", |
| 202 | + "\n", |
| 203 | + "Every differentiable TensorFlow operation has an associated gradient function. For example, the gradient function of `tf.square(x)` would be a function that returns `2.0 * x`. To compute the gradient of a user-defined function (like `f(x)` in the example above), TensorFlow first \"records\" all the operations applied to compute the output of the function. We call this record a \"tape\". It then uses that tape and the gradients functions associated with each primitive operation to compute the gradients of the user-defined function using [reverse mode differentiation](https://en.wikipedia.org/wiki/Automatic_differentiation).\n", |
| 204 | + "\n", |
| 205 | + "Since operations are recorded as they are executed, Python control flow (using `if`s and `while`s for example) is naturally handled:\n", |
| 206 | + "\n" |
| 207 | + ] |
| 208 | + }, |
| 209 | + { |
| 210 | + "cell_type": "code", |
| 211 | + "execution_count": 0, |
| 212 | + "metadata": { |
| 213 | + "colab": { |
| 214 | + "autoexec": { |
| 215 | + "startup": false, |
| 216 | + "wait_interval": 0 |
| 217 | + } |
| 218 | + }, |
| 219 | + "colab_type": "code", |
| 220 | + "id": "MH0UfjympWf7" |
| 221 | + }, |
| 222 | + "outputs": [], |
| 223 | + "source": [ |
| 224 | + "def f(x, y):\n", |
| 225 | + " output = 1\n", |
| 226 | + " # Must use range(int(y)) instead of range(y) in Python 3 when\n", |
| 227 | + " # using TensorFlow 1.10 and earlier. Can use range(y) in 1.11+\n", |
| 228 | + " for i in range(int(y)):\n", |
| 229 | + " output = tf.multiply(output, x)\n", |
| 230 | + " return output\n", |
| 231 | + "\n", |
| 232 | + "def g(x, y):\n", |
| 233 | + " # Return the gradient of `f` with respect to it's first parameter\n", |
| 234 | + " return tfe.gradients_function(f)(x, y)[0]\n", |
| 235 | + "\n", |
| 236 | + "assert f(3.0, 2).numpy() == 9.0 # f(x, 2) is essentially x * x\n", |
| 237 | + "assert g(3.0, 2).numpy() == 6.0 # And its gradient will be 2 * x\n", |
| 238 | + "assert f(4.0, 3).numpy() == 64.0 # f(x, 3) is essentially x * x * x\n", |
| 239 | + "assert g(4.0, 3).numpy() == 48.0 # And its gradient will be 3 * x * x" |
| 240 | + ] |
| 241 | + }, |
| 242 | + { |
| 243 | + "cell_type": "markdown", |
| 244 | + "metadata": { |
| 245 | + "colab_type": "text", |
| 246 | + "id": "aNmR5-jhpX2t" |
| 247 | + }, |
| 248 | + "source": [ |
| 249 | + "At times it may be inconvenient to encapsulate computation of interest into a function. For example, if you want the gradient of the output with respect to intermediate values computed in the function. In such cases, the slightly more verbose but explicit [tf.GradientTape](https://www.tensorflow.org/api_docs/python/tf/GradientTape) context is useful. All computation inside the context of a `tf.GradientTape` is \"recorded\".\n", |
| 250 | + "\n", |
| 251 | + "For example:" |
| 252 | + ] |
| 253 | + }, |
| 254 | + { |
| 255 | + "cell_type": "code", |
| 256 | + "execution_count": 0, |
| 257 | + "metadata": { |
| 258 | + "colab": { |
| 259 | + "autoexec": { |
| 260 | + "startup": false, |
| 261 | + "wait_interval": 0 |
| 262 | + } |
| 263 | + }, |
| 264 | + "colab_type": "code", |
| 265 | + "id": "bAFeIE8EuVIq" |
| 266 | + }, |
| 267 | + "outputs": [], |
| 268 | + "source": [ |
| 269 | + "x = tf.ones((2, 2))\n", |
| 270 | + " \n", |
| 271 | + "# TODO(b/78880779): Remove the 'persistent=True' argument and use\n", |
| 272 | + "# a single t.gradient() call when the bug is resolved.\n", |
| 273 | + "with tf.GradientTape(persistent=True) as t:\n", |
| 274 | + " # TODO(ashankar): Explain with \"watch\" argument better?\n", |
| 275 | + " t.watch(x)\n", |
| 276 | + " y = tf.reduce_sum(x)\n", |
| 277 | + " z = tf.multiply(y, y)\n", |
| 278 | + "\n", |
| 279 | + "# Use the same tape to compute the derivative of z with respect to the\n", |
| 280 | + "# intermediate value y.\n", |
| 281 | + "dz_dy = t.gradient(z, y)\n", |
| 282 | + "assert dz_dy.numpy() == 8.0\n", |
| 283 | + "\n", |
| 284 | + "# Derivative of z with respect to the original input tensor x\n", |
| 285 | + "dz_dx = t.gradient(z, x)\n", |
| 286 | + "for i in [0, 1]:\n", |
| 287 | + " for j in [0, 1]:\n", |
| 288 | + " assert dz_dx[i][j].numpy() == 8.0" |
| 289 | + ] |
| 290 | + }, |
| 291 | + { |
| 292 | + "cell_type": "markdown", |
| 293 | + "metadata": { |
| 294 | + "colab_type": "text", |
| 295 | + "id": "DK05KXrAAld3" |
| 296 | + }, |
| 297 | + "source": [ |
| 298 | + "### Higher-order gradients\n", |
| 299 | + "\n", |
| 300 | + "Operations inside of the `GradientTape` context manager are recorded for automatic differentiation. If gradients are computed in that context, then the gradient computation is recorded as well. As a result, the exact same API works for higher-order gradients as well. For example:" |
| 301 | + ] |
| 302 | + }, |
| 303 | + { |
| 304 | + "cell_type": "code", |
| 305 | + "execution_count": 0, |
| 306 | + "metadata": { |
| 307 | + "colab": { |
| 308 | + "autoexec": { |
| 309 | + "startup": false, |
| 310 | + "wait_interval": 0 |
| 311 | + } |
| 312 | + }, |
| 313 | + "colab_type": "code", |
| 314 | + "id": "cPQgthZ7ugRJ" |
| 315 | + }, |
| 316 | + "outputs": [], |
| 317 | + "source": [ |
| 318 | + "# TODO(ashankar): Should we use the persistent tape here instead? Follow up on Tom and Alex's discussion\n", |
| 319 | + "\n", |
| 320 | + "x = tf.constant(1.0) # Convert the Python 1.0 to a Tensor object\n", |
| 321 | + "\n", |
| 322 | + "with tf.GradientTape() as t:\n", |
| 323 | + " with tf.GradientTape() as t2:\n", |
| 324 | + " t2.watch(x)\n", |
| 325 | + " y = x * x * x\n", |
| 326 | + " # Compute the gradient inside the 't' context manager\n", |
| 327 | + " # which means the gradient computation is differentiable as well.\n", |
| 328 | + " dy_dx = t2.gradient(y, x)\n", |
| 329 | + "d2y_dx2 = t.gradient(dy_dx, x)\n", |
| 330 | + "\n", |
| 331 | + "assert dy_dx.numpy() == 3.0\n", |
| 332 | + "assert d2y_dx2.numpy() == 6.0" |
| 333 | + ] |
| 334 | + }, |
| 335 | + { |
| 336 | + "cell_type": "markdown", |
| 337 | + "metadata": { |
| 338 | + "colab_type": "text", |
| 339 | + "id": "4U1KKzUpNl58" |
| 340 | + }, |
| 341 | + "source": [ |
| 342 | + "## Next Steps\n", |
| 343 | + "\n", |
| 344 | + "In this tutorial we covered gradient computation in TensorFlow. With that we have enough of the primitives required to build an train neural networks, which we will cover in the [next tutorial](https://github.com/tensorflow/models/tree/master/official/contrib/eager/python/examples/notebooks/3_neural_networks.ipynb)." |
| 345 | + ] |
| 346 | + } |
| 347 | + ], |
| 348 | + "metadata": { |
| 349 | + "colab": { |
| 350 | + "collapsed_sections": [], |
| 351 | + "default_view": {}, |
| 352 | + "name": "automatic_differentiation.ipynb", |
| 353 | + "private_outputs": true, |
| 354 | + "provenance": [], |
| 355 | + "toc_visible": true, |
| 356 | + "version": "0.3.2", |
| 357 | + "views": {} |
| 358 | + }, |
| 359 | + "kernelspec": { |
| 360 | + "display_name": "Python 3", |
| 361 | + "name": "python3" |
| 362 | + } |
| 363 | + }, |
| 364 | + "nbformat": 4, |
| 365 | + "nbformat_minor": 0 |
| 366 | +} |
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