Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Fixed issue #542. #596

Merged
merged 4 commits into from
Feb 8, 2019
Merged

Fixed issue #542. #596

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
aa64d21
Fixed issue #542.
IvanYashchuk Feb 5, 2019
f790fff
Use other definition for grad(det(A)).
IvanYashchuk Feb 5, 2019
e00ac88
Added tracking of `logdet` and `logabsdet`. Added gradtests.
IvanYashchuk Feb 8, 2019
6471790
Pass symmetric matrix to `logdet` gradtest
IvanYashchuk Feb 8, 2019
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
11 changes: 10 additions & 1 deletion src/tracker/lib/array.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
import Base: *

import LinearAlgebra
import LinearAlgebra: inv, \, /
import LinearAlgebra: inv, det, logdet, logabsdet, \, /

using Statistics
using LinearAlgebra: Transpose, Adjoint, diagm, diag
Expand Down Expand Up @@ -124,6 +124,15 @@ Base.adjoint(xs::TrackedArray) = track(adjoint, xs)
@grad transpose(xs) = transpose(data(xs)), Δ -> (trim(xs, transpose(Δ)),)
@grad adjoint(xs) = data(xs)', Δ -> (trim(xs, Δ'),)

det(xs::TrackedArray) = track(det, xs)
@grad det(xs) = det(data(xs)), Δ -> (Δ * det(xs) * transpose(inv(xs)),)

logdet(xs::TrackedArray) = track(logdet, xs)
@grad logdet(xs) = logdet(data(xs)), Δ -> (Δ * transpose(inv(xs)),)

logabsdet(xs::TrackedArray) = track(logabsdet, xs)
@grad logabsdet(xs) = logabsdet(data(xs)), Δ -> (Δ[1] * transpose(inv(xs)),)

Base.repeat(xs::TrackedArray; kw...) = track(repeat, xs; kw...)

@grad function repeat(xs; inner=ntuple(x->1, ndims(xs)), outer=ntuple(x->1, ndims(xs)))
Expand Down
6 changes: 5 additions & 1 deletion test/tracker.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@ using Flux.Tracker, Test, NNlib
using Flux.Tracker: TrackedReal, gradient, gradcheck, grad, checkpoint, forwarddiff
using NNlib: conv, depthwiseconv
using Printf: @sprintf
using LinearAlgebra: diagm, dot, LowerTriangular, norm
using LinearAlgebra: diagm, dot, LowerTriangular, norm, det, logdet, logabsdet
using Statistics: mean, std
using Random
# using StatsBase
Expand Down Expand Up @@ -34,6 +34,10 @@ gradtest(f, dims...) = gradtest(f, rand.(Float64, dims)...)

@test gradtest(x -> x', rand(5))

@test gradtest(det, (4, 4))
@test gradtest(logdet, map((x) -> x*x', (rand(4, 4),))[1])
@test gradtest((x) -> logabsdet(x)[1], (4, 4))

@testset "indexing & slicing" begin
gradtest(x->view(x, 1:2, 1:2), rand(4, 4))
end
Expand Down