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norm.jl
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#####
##### `norm`
#####
function frule((_, Δx), ::typeof(norm), x)
y = norm(x)
return y, _norm2_forward(x, Δx, y)
end
function frule((_, ẋ), ::typeof(norm), x::Number, p::Real)
Δx = unthunk(ẋ)
y = norm(x, p)
∂y = if iszero(Δx) || iszero(p)
zero(real(x)) * zero(real(Δx))
else
signx = x isa Real ? sign(x) : x * pinv(y)
realdot(signx, Δx)
end
return y, ∂y
end
function rrule(::typeof(norm), x::AbstractArray{<:Number}, p::Real)
y = LinearAlgebra.norm(x, p)
function norm_pullback_p(ȳ)
Δy = unthunk(ȳ)
∂x = InplaceableThunk(
# in-place versions -- can be fixed when actually useful?
dx -> if isempty(x) || p == 0
dx
elseif p == 2
_norm2_back!(dx, x, y, Δy)
elseif p == 1
_norm1_back!(dx, x, y, Δy)
elseif p == Inf
dx .+= _normInf_back(x, y, Δy) # not really in-place! could perhaps be improved
elseif p == -Inf
dx .+= _normInf_back(x, y, Δy)
else
dx .+= _normp_back_x(x, p, y, Δy)
end,
# out-of-place versions
@thunk(if isempty(x) || p == 0
zero.(x) .* (zero(y) * zero(real(Δy)))
elseif p == 2
_norm2_back(x, y, Δy)
elseif p == 1
_norm1_back(x, y, Δy)
elseif p == Inf
_normInf_back(x, y, Δy)
elseif p == -Inf
_normInf_back(x, y, Δy)
else
_normp_back_x(x, p, y, Δy)
end)
)
∂p = @thunk _normp_back_p(x, p, y, Δy)
return (NoTangent(), ∂x, ∂p)
end
norm_pullback_p(::ZeroTangent) = (NoTangent(), ZeroTangent(), ZeroTangent())
return y, norm_pullback_p
end
function rrule(::typeof(norm), x::AbstractArray{<:Number})
y = LinearAlgebra.norm(x)
function norm_pullback_2(ȳ)
Δy = unthunk(ȳ)
∂x = InplaceableThunk(
dx -> if isempty(x)
dx
else
_norm2_back!(dx, x, y, Δy)
end
,
@thunk(if isempty(x)
zero.(x) .* (zero(y) * zero(real(Δy)))
else
_norm2_back(x, y, Δy)
end)
)
return (NoTangent(), ∂x)
end
norm_pullback_2(::ZeroTangent) = (NoTangent(), ZeroTangent())
return y, norm_pullback_2
end
function rrule(::typeof(norm), x::LinearAlgebra.AdjOrTransAbsVec{<:Number}, p::Real)
y, inner_pullback = rrule(norm, parent(x), p)
function norm_pullback(Δy)
(∂self, ∂x′, ∂p) = inner_pullback(Δy)
fdual = x isa Transpose ? transpose : adjoint
∂x = @thunk fdual(unthunk(∂x′))
return (∂self, ∂x, ∂p)
end
return y, norm_pullback
end
function rrule(::typeof(norm), x::Number, p::Real)
y = norm(x, p)
function norm_pullback(ȳ)
Δy = unthunk(ȳ)
∂x = if iszero(Δy) || iszero(p)
zero(x) * zero(real(Δy))
else
signx = x isa Real ? sign(x) : x * pinv(y)
signx * real(Δy)
end
return (NoTangent(), ∂x, ZeroTangent())
end
norm_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent(), ZeroTangent())
return y, norm_pullback
end
#####
##### `normp`
#####
function rrule(::typeof(LinearAlgebra.normp), x::AbstractArray{<:Number}, p)
y = LinearAlgebra.normp(x, p)
function normp_pullback(ȳ)
Δy = unthunk(ȳ)
∂x = @thunk _normp_back_x(x, p, y, Δy)
∂p = @thunk _normp_back_p(x, p, y, Δy)
return (NoTangent(), ∂x, ∂p)
end
normp_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent(), ZeroTangent())
return y, normp_pullback
end
function _normp_back_x(x, p, y, Δy)
c = real(Δy) / y
∂x = map(x) do xi
a = norm(xi)
∂xi = xi * ((a / y)^(p - 2) * c)
return ifelse(isfinite(∂xi), ∂xi, zero(∂xi))
end
return ∂x
end
function _normp_back_x(x::WithSomeZeros, p, y, Δy) # Diagonal, UpperTriangular, etc.
c = real(Δy) / y
∂x_data = map(parent(x)) do xi
a = norm(xi)
∂xi = xi * ((a / y)^(p - 2) * c)
return ifelse(isfinite(∂xi), ∂xi, zero(∂xi))
end
return withsomezeros_rewrap(x, ∂x_data)
end
function _normp_back_p(x, p, y, Δy)
y > 0 && isfinite(y) && !iszero(p) || return zero(real(Δy)) * zero(y) / one(p)
s = sum(x) do xi
a = norm(xi)
c = (a / y)^(p - 1) * a * log(a)
return ifelse(isfinite(c), c, zero(c))
end
∂p = real(Δy) * (s - y * log(y)) / p
return ∂p
end
#####
##### `normMinusInf`/`normInf`
#####
function rrule(::typeof(LinearAlgebra.normMinusInf), x::AbstractArray{<:Number})
y = LinearAlgebra.normMinusInf(x)
normMinusInf_pullback(Δy) = (NoTangent(), _normInf_back(x, y, Δy))
normMinusInf_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent())
return y, normMinusInf_pullback
end
function rrule(::typeof(LinearAlgebra.normInf), x::AbstractArray{<:Number})
y = LinearAlgebra.normInf(x)
normInf_pullback(Δy) = (NoTangent(), _normInf_back(x, y, Δy))
normInf_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent())
return y, normInf_pullback
end
function _normInf_back(x, y, Δy)
Δu = real(Δy)
T = typeof(zero(float(eltype(x))) * zero(Δu))
∂x = fill!(similar(x, T), 0)
# if multiple `xi`s have the exact same norm, then they must have been identically
# produced, e.g. with `fill`. So we set only one to be non-zero.
# we choose last index to match the `frule`.
yind = findlast(xi -> norm(xi) == y, x)
yind === nothing && throw(ArgumentError("y is not the correct norm of x"))
@inbounds ∂x[yind] = sign(x[yind]) * Δu
return ∂x
end
#####
##### `norm1`
#####
function rrule(::typeof(LinearAlgebra.norm1), x::AbstractArray{<:Number})
y = LinearAlgebra.norm1(x)
norm1_pullback(Δy) = (NoTangent(), InplaceableThunk(
dx -> _norm1_back!(dx, x, y, Δy),
@thunk(_norm1_back(x, y, Δy)),
))
norm1_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent())
return y, norm1_pullback
end
function _norm1_back(x, y, Δy)
∂x = sign.(x) .* real(Δy)
return ∂x
end
function _norm1_back(x::WithSomeZeros, y, Δy)
∂x_data = sign.(parent(x)) .* real(Δy)
return withsomezeros_rewrap(x, ∂x_data)
end
function _norm1_back!(∂x, x, y, Δy)
∂x .+= sign.(x) .* real(Δy)
return ∂x
end
#####
##### `norm2`
#####
function frule((_, Δx), ::typeof(LinearAlgebra.norm2), x)
y = LinearAlgebra.norm2(x)
return y, _norm2_forward(x, Δx, y)
end
function rrule(::typeof(LinearAlgebra.norm2), x::AbstractArray{<:Number})
y = LinearAlgebra.norm2(x)
norm2_pullback(Δy) = (NoTangent(), InplaceableThunk(
dx -> _norm2_back!(dx, x, y, Δy),
@thunk(_norm2_back(x, y, Δy)),
))
norm2_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent())
return y, norm2_pullback
end
function _norm2_forward(x, Δx, y)
∂y = realdot(x, Δx) * pinv(y)
return ∂y
end
function _norm2_back(x, y, Δy)
∂x = x .* (real(Δy) * pinv(y))
return ∂x
end
function _norm2_back(x::WithSomeZeros, y, ȳ)
Δy = unthunk(ȳ)
T = typeof(one(eltype(x)) / one(real(eltype(Δy))))
∂x_data = parent(x) .* (real(Δy) * pinv(y))
return withsomezeros_rewrap(x, ∂x_data)
end
function _norm2_back!(∂x, x, y, Δy)
∂x .+= x .* (real(Δy) * pinv(y))
return ∂x # must return after mutating
end
#####
##### `normalize`
#####
function rrule(::typeof(normalize), x::AbstractArray{<:Number}, p::Real)
nrm, inner_pullback = rrule(norm, x, p)
Ty = typeof(first(x) / nrm)
y = copyto!(similar(x, Ty), x)
LinearAlgebra.__normalize!(y, nrm)
function normalize_pullback(Δy)
invnrm = pinv(nrm)
∂nrm = -dot(y, Δy) * invnrm
(_, ∂xnorm, ∂p) = inner_pullback(∂nrm)
∂x = @thunk unthunk(∂xnorm) .+ Δy .* invnrm
return (NoTangent(), ∂x, ∂p)
end
normalize_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent(), ZeroTangent())
return y, normalize_pullback
end
function rrule(::typeof(normalize), x::AbstractArray{<:Number})
nrm = LinearAlgebra.norm2(x)
Ty = typeof(first(x) / nrm)
y = copyto!(similar(x, Ty), x)
LinearAlgebra.__normalize!(y, nrm)
function normalize_pullback(ȳ)
Δy = unthunk(ȳ)
∂x = (Δy .- realdot(y, Δy) .* y) .* pinv(nrm)
return (NoTangent(), ∂x)
end
normalize_pullback(::ZeroTangent) = (NoTangent(), ZeroTangent())
return y, normalize_pullback
end