refactor
This commit is contained in:
parent
fe81dea243
commit
bfba653904
@ -21,7 +21,7 @@ fun main() {
|
|||||||
// work in context with linear operations
|
// work in context with linear operations
|
||||||
DoubleLinearOpsTensorAlgebra.invoke {
|
DoubleLinearOpsTensorAlgebra.invoke {
|
||||||
// take coefficient vector from normal distribution
|
// take coefficient vector from normal distribution
|
||||||
val alpha = randNormal(
|
val alpha = randomNormal(
|
||||||
intArrayOf(5),
|
intArrayOf(5),
|
||||||
randSeed
|
randSeed
|
||||||
) + fromArray(
|
) + fromArray(
|
||||||
@ -32,14 +32,14 @@ fun main() {
|
|||||||
println("Real alpha:\n$alpha")
|
println("Real alpha:\n$alpha")
|
||||||
|
|
||||||
// also take sample of size 20 from normal distribution for x
|
// also take sample of size 20 from normal distribution for x
|
||||||
val x = randNormal(
|
val x = randomNormal(
|
||||||
intArrayOf(20, 5),
|
intArrayOf(20, 5),
|
||||||
randSeed
|
randSeed
|
||||||
)
|
)
|
||||||
|
|
||||||
// calculate y and add gaussian noise (N(0, 0.05))
|
// calculate y and add gaussian noise (N(0, 0.05))
|
||||||
val y = x dot alpha
|
val y = x dot alpha
|
||||||
y += y.randNormalLike(randSeed) * 0.05
|
y += y.randomNormalLike(randSeed) * 0.05
|
||||||
|
|
||||||
// now restore the coefficient vector with OSL estimator with SVD
|
// now restore the coefficient vector with OSL estimator with SVD
|
||||||
val (u, singValues, v) = x.svd()
|
val (u, singValues, v) = x.svd()
|
||||||
|
@ -31,7 +31,7 @@ public object DoubleLinearOpsTensorAlgebra :
|
|||||||
|
|
||||||
public fun TensorStructure<Double>.luFactor(epsilon: Double): Pair<DoubleTensor, IntTensor> =
|
public fun TensorStructure<Double>.luFactor(epsilon: Double): Pair<DoubleTensor, IntTensor> =
|
||||||
computeLU(tensor, epsilon)
|
computeLU(tensor, epsilon)
|
||||||
?: throw RuntimeException("Tensor contains matrices which are singular at precision $epsilon")
|
?: throw IllegalArgumentException("Tensor contains matrices which are singular at precision $epsilon")
|
||||||
|
|
||||||
public fun TensorStructure<Double>.luFactor(): Pair<DoubleTensor, IntTensor> = luFactor(1e-9)
|
public fun TensorStructure<Double>.luFactor(): Pair<DoubleTensor, IntTensor> = luFactor(1e-9)
|
||||||
|
|
||||||
@ -47,8 +47,10 @@ public object DoubleLinearOpsTensorAlgebra :
|
|||||||
|
|
||||||
val n = luTensor.shape.last()
|
val n = luTensor.shape.last()
|
||||||
val pTensor = luTensor.zeroesLike()
|
val pTensor = luTensor.zeroesLike()
|
||||||
for ((p, pivot) in pTensor.matrixSequence().zip(pivotsTensor.tensor.vectorSequence()))
|
pTensor
|
||||||
pivInit(p.as2D(), pivot.as1D(), n)
|
.matrixSequence()
|
||||||
|
.zip(pivotsTensor.tensor.vectorSequence())
|
||||||
|
.forEach { (p, pivot) -> pivInit(p.as2D(), pivot.as1D(), n) }
|
||||||
|
|
||||||
val lTensor = luTensor.zeroesLike()
|
val lTensor = luTensor.zeroesLike()
|
||||||
val uTensor = luTensor.zeroesLike()
|
val uTensor = luTensor.zeroesLike()
|
||||||
|
@ -284,7 +284,7 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double> {
|
|||||||
val m1 = newThis.shape[newThis.shape.size - 1]
|
val m1 = newThis.shape[newThis.shape.size - 1]
|
||||||
val m2 = newOther.shape[newOther.shape.size - 2]
|
val m2 = newOther.shape[newOther.shape.size - 2]
|
||||||
val n = newOther.shape[newOther.shape.size - 1]
|
val n = newOther.shape[newOther.shape.size - 1]
|
||||||
if (m1 != m2) {
|
check (m1 == m2) {
|
||||||
throw RuntimeException("Tensors dot operation dimension mismatch: ($l, $m1) x ($m2, $n)")
|
throw RuntimeException("Tensors dot operation dimension mismatch: ($l, $m1) x ($m2, $n)")
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -315,11 +315,11 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double> {
|
|||||||
val d1 = minusIndexFrom(n + 1, dim1)
|
val d1 = minusIndexFrom(n + 1, dim1)
|
||||||
val d2 = minusIndexFrom(n + 1, dim2)
|
val d2 = minusIndexFrom(n + 1, dim2)
|
||||||
|
|
||||||
if (d1 == d2) {
|
check(d1 != d2) {
|
||||||
throw RuntimeException("Diagonal dimensions cannot be identical $d1, $d2")
|
"Diagonal dimensions cannot be identical $d1, $d2"
|
||||||
}
|
}
|
||||||
if (d1 > n || d2 > n) {
|
check(d1 <= n && d2 <= n) {
|
||||||
throw RuntimeException("Dimension out of range")
|
"Dimension out of range"
|
||||||
}
|
}
|
||||||
|
|
||||||
var lessDim = d1
|
var lessDim = d1
|
||||||
@ -366,8 +366,8 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double> {
|
|||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
public fun TensorStructure<Double>.eq(other: TensorStructure<Double>, delta: Double): Boolean {
|
public fun TensorStructure<Double>.eq(other: TensorStructure<Double>, epsilon: Double): Boolean {
|
||||||
return tensor.eq(other) { x, y -> abs(x - y) < delta }
|
return tensor.eq(other) { x, y -> abs(x - y) < epsilon }
|
||||||
}
|
}
|
||||||
|
|
||||||
public infix fun TensorStructure<Double>.eq(other: TensorStructure<Double>): Boolean = tensor.eq(other, 1e-5)
|
public infix fun TensorStructure<Double>.eq(other: TensorStructure<Double>): Boolean = tensor.eq(other, 1e-5)
|
||||||
@ -393,10 +393,10 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double> {
|
|||||||
return true
|
return true
|
||||||
}
|
}
|
||||||
|
|
||||||
public fun randNormal(shape: IntArray, seed: Long = 0): DoubleTensor =
|
public fun randomNormal(shape: IntArray, seed: Long = 0): DoubleTensor =
|
||||||
DoubleTensor(shape, getRandomNormals(shape.reduce(Int::times), seed))
|
DoubleTensor(shape, getRandomNormals(shape.reduce(Int::times), seed))
|
||||||
|
|
||||||
public fun TensorStructure<Double>.randNormalLike(seed: Long = 0): DoubleTensor =
|
public fun TensorStructure<Double>.randomNormalLike(seed: Long = 0): DoubleTensor =
|
||||||
DoubleTensor(tensor.shape, getRandomNormals(tensor.shape.reduce(Int::times), seed))
|
DoubleTensor(tensor.shape, getRandomNormals(tensor.shape.reduce(Int::times), seed))
|
||||||
|
|
||||||
// stack tensors by axis 0
|
// stack tensors by axis 0
|
||||||
|
@ -42,8 +42,8 @@ internal fun broadcastShapes(vararg shapes: IntArray): IntArray {
|
|||||||
for (i in shape.indices) {
|
for (i in shape.indices) {
|
||||||
val curDim = shape[i]
|
val curDim = shape[i]
|
||||||
val offset = totalDim - shape.size
|
val offset = totalDim - shape.size
|
||||||
if (curDim != 1 && totalShape[i + offset] != curDim) {
|
check(curDim == 1 || totalShape[i + offset] == curDim) {
|
||||||
throw RuntimeException("Shapes are not compatible and cannot be broadcast")
|
"Shapes are not compatible and cannot be broadcast"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@ -52,8 +52,8 @@ internal fun broadcastShapes(vararg shapes: IntArray): IntArray {
|
|||||||
}
|
}
|
||||||
|
|
||||||
internal fun broadcastTo(tensor: DoubleTensor, newShape: IntArray): DoubleTensor {
|
internal fun broadcastTo(tensor: DoubleTensor, newShape: IntArray): DoubleTensor {
|
||||||
if (tensor.shape.size > newShape.size) {
|
require(tensor.shape.size <= newShape.size) {
|
||||||
throw RuntimeException("Tensor is not compatible with the new shape")
|
"Tensor is not compatible with the new shape"
|
||||||
}
|
}
|
||||||
|
|
||||||
val n = newShape.reduce { acc, i -> acc * i }
|
val n = newShape.reduce { acc, i -> acc * i }
|
||||||
@ -62,8 +62,8 @@ internal fun broadcastTo(tensor: DoubleTensor, newShape: IntArray): DoubleTensor
|
|||||||
for (i in tensor.shape.indices) {
|
for (i in tensor.shape.indices) {
|
||||||
val curDim = tensor.shape[i]
|
val curDim = tensor.shape[i]
|
||||||
val offset = newShape.size - tensor.shape.size
|
val offset = newShape.size - tensor.shape.size
|
||||||
if (curDim != 1 && newShape[i + offset] != curDim) {
|
check(curDim == 1 || newShape[i + offset] == curDim) {
|
||||||
throw RuntimeException("Tensor is not compatible with the new shape and cannot be broadcast")
|
"Tensor is not compatible with the new shape and cannot be broadcast"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -75,19 +75,17 @@ internal fun broadcastTensors(vararg tensors: DoubleTensor): List<DoubleTensor>
|
|||||||
val totalShape = broadcastShapes(*(tensors.map { it.shape }).toTypedArray())
|
val totalShape = broadcastShapes(*(tensors.map { it.shape }).toTypedArray())
|
||||||
val n = totalShape.reduce { acc, i -> acc * i }
|
val n = totalShape.reduce { acc, i -> acc * i }
|
||||||
|
|
||||||
return buildList {
|
return tensors.map { tensor ->
|
||||||
for (tensor in tensors) {
|
|
||||||
val resTensor = DoubleTensor(totalShape, DoubleArray(n))
|
val resTensor = DoubleTensor(totalShape, DoubleArray(n))
|
||||||
multiIndexBroadCasting(tensor, resTensor, n)
|
multiIndexBroadCasting(tensor, resTensor, n)
|
||||||
add(resTensor)
|
resTensor
|
||||||
}
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
internal fun broadcastOuterTensors(vararg tensors: DoubleTensor): List<DoubleTensor> {
|
internal fun broadcastOuterTensors(vararg tensors: DoubleTensor): List<DoubleTensor> {
|
||||||
val onlyTwoDims = tensors.asSequence().onEach {
|
val onlyTwoDims = tensors.asSequence().onEach {
|
||||||
require(it.shape.size >= 2) {
|
require(it.shape.size >= 2) {
|
||||||
throw RuntimeException("Tensors must have at least 2 dimensions")
|
"Tensors must have at least 2 dimensions"
|
||||||
}
|
}
|
||||||
}.any { it.shape.size != 2 }
|
}.any { it.shape.size != 2 }
|
||||||
|
|
||||||
|
@ -69,8 +69,7 @@ internal fun DoubleTensor.toPrettyString(): String = buildString {
|
|||||||
val shape = this@toPrettyString.shape
|
val shape = this@toPrettyString.shape
|
||||||
val linearStructure = this@toPrettyString.linearStructure
|
val linearStructure = this@toPrettyString.linearStructure
|
||||||
val vectorSize = shape.last()
|
val vectorSize = shape.last()
|
||||||
val initString = "DoubleTensor(\n"
|
append("DoubleTensor(\n")
|
||||||
append(initString)
|
|
||||||
var charOffset = 3
|
var charOffset = 3
|
||||||
for (vector in vectorSequence()) {
|
for (vector in vectorSequence()) {
|
||||||
repeat(charOffset) { append(' ') }
|
repeat(charOffset) { append(' ') }
|
||||||
|
@ -135,7 +135,7 @@ internal class TestDoubleLinearOpsTensorAlgebra {
|
|||||||
|
|
||||||
@Test
|
@Test
|
||||||
fun testCholesky() = DoubleLinearOpsTensorAlgebra.invoke {
|
fun testCholesky() = DoubleLinearOpsTensorAlgebra.invoke {
|
||||||
val tensor = randNormal(intArrayOf(2, 5, 5), 0)
|
val tensor = randomNormal(intArrayOf(2, 5, 5), 0)
|
||||||
val sigma = (tensor dot tensor.transpose()) + diagonalEmbedding(
|
val sigma = (tensor dot tensor.transpose()) + diagonalEmbedding(
|
||||||
fromArray(intArrayOf(2, 5), DoubleArray(10) { 0.1 })
|
fromArray(intArrayOf(2, 5), DoubleArray(10) { 0.1 })
|
||||||
)
|
)
|
||||||
@ -163,7 +163,7 @@ internal class TestDoubleLinearOpsTensorAlgebra {
|
|||||||
|
|
||||||
@Test
|
@Test
|
||||||
fun testBatchedSVD() = DoubleLinearOpsTensorAlgebra.invoke {
|
fun testBatchedSVD() = DoubleLinearOpsTensorAlgebra.invoke {
|
||||||
val tensor = randNormal(intArrayOf(2, 5, 3), 0)
|
val tensor = randomNormal(intArrayOf(2, 5, 3), 0)
|
||||||
val (tensorU, tensorS, tensorV) = tensor.svd()
|
val (tensorU, tensorS, tensorV) = tensor.svd()
|
||||||
val tensorSVD = tensorU dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
|
val tensorSVD = tensorU dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
|
||||||
assertTrue(tensor.eq(tensorSVD))
|
assertTrue(tensor.eq(tensorSVD))
|
||||||
@ -171,7 +171,7 @@ internal class TestDoubleLinearOpsTensorAlgebra {
|
|||||||
|
|
||||||
@Test
|
@Test
|
||||||
fun testBatchedSymEig() = DoubleLinearOpsTensorAlgebra.invoke {
|
fun testBatchedSymEig() = DoubleLinearOpsTensorAlgebra.invoke {
|
||||||
val tensor = randNormal(shape = intArrayOf(2, 3, 3), 0)
|
val tensor = randomNormal(shape = intArrayOf(2, 3, 3), 0)
|
||||||
val tensorSigma = tensor + tensor.transpose()
|
val tensorSigma = tensor + tensor.transpose()
|
||||||
val (tensorS, tensorV) = tensorSigma.symEig()
|
val (tensorS, tensorV) = tensorSigma.symEig()
|
||||||
val tensorSigmaCalc = tensorV dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
|
val tensorSigmaCalc = tensorV dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
|
||||||
|
Loading…
Reference in New Issue
Block a user