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Update autograd notes (pytorch#2295)
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apaszke authored and soumith committed Aug 5, 2017
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82 changes: 47 additions & 35 deletions docs/source/notes/extending.rst
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Expand Up @@ -13,54 +13,54 @@ Extending :mod:`torch.autograd`
Adding operations to :mod:`~torch.autograd` requires implementing a new
:class:`Function` subclass for each operation. Recall that :class:`Function` s
are what :mod:`~torch.autograd` uses to compute the results and gradients, and
encode the operation history. Every new function requires you to implement 3
encode the operation history. Every new function requires you to implement 2
methods:

- ``__init__`` (*optional*) - if your operation is parametrized by/uses
objects different than :class:`Variable` s, you should pass them as arguments
to ``__init__``. For example, ``AddConstant`` function takes a scalar to add,
while ``Transpose`` requires specifying which two dimensions to swap. If your
function doesn't require any additional parameters, you can skip it.
- :meth:`~Function.forward` - the code that performs the operation. It can take
as many arguments as you want, with some of them being
optional, if you specify the default values. Keep in mind that only
:class:`Variable` s will be passed in here. You can return either a single
:class:`Variable` output, or a :class:`tuple` of :class:`Variable` s if there
are multiple. Also, please refer to the docs of :class:`Function` to find
descriptions of useful methods that can be called only from
:meth:`~Function.forward`.
as many arguments as you want, with some of them being optional, if you
specify the default values. All kinds of Python objects are accepted here.
:class:`Variable` arguments will be converted to :class:`Tensor` s before the
call, and their use will be registered in the graph. Note that this logic won't
traverse lists/dicts/any other data structures and will only consider Variables
that are direct arguments to the call. You can return either a single
:class:`Tensor` output, or a :class:`tuple` of :class:`Tensor` s if there are
multiple outputs. Also, please refer to the docs of :class:`Function` to find
descriptions of useful methods that can be called only from :meth:`~Function.forward`.
- :meth:`~Function.backward` - gradient formula. It will be given
as many arguments as there were outputs, with each of them representing
gradient w.r.t. that output. It should return as many :class:`Tensor` s as
there were inputs, with each of them containing the gradient w.r.t.
corresponding input. If your inputs didn't require gradient (see
:attr:`~Variable.needs_input_grad`), or it was non-differentiable, you
can return :class:`None`. Also, if you have optional arguments to
:meth:`~Variable.forward` you can return more gradients than there were
inputs, as long as they're all :any:`python:None`.
as many :class:`Variable` arguments as there were outputs, with each of them
representing gradient w.r.t. that output. It should return as many
:class:`Variable` s as there were inputs, with each of them containing the
gradient w.r.t. its corresponding input. If your inputs didn't require
gradient (see :attr:`~Variable.needs_input_grad`), or were non-:class:`Variable`
objects, you can return :class:`python:None`. Also, if you have optional
arguments to :meth:`~Variable.forward` you can return more gradients than there
were inputs, as long as they're all :any:`python:None`.

Below you can find code for a ``Linear`` function from :mod:`torch.nn`, with
additional comments::

# Inherit from Function
class Linear(Function):

# Note that both forward and backward are @staticmethods
@staticmethod
# bias is an optional argument
def forward(self, input, weight, bias=None):
self.save_for_backward(input, weight, bias)
def forward(ctx, input, weight, bias=None):
ctx.save_for_backward(input, weight, bias)
output = input.mm(weight.t())
if bias is not None:
output += bias.unsqueeze(0).expand_as(output)
return output

# This function has only a single output, so it gets only one gradient
def backward(self, grad_output):
@staticmethod
def backward(ctx, grad_output):
# This is a pattern that is very convenient - at the top of backward
# unpack saved_tensors and initialize all gradients w.r.t. inputs to
# None. Thanks to the fact that additional trailing Nones are
# ignored, the return statement is simple even when the function has
# optional inputs.
input, weight, bias = self.saved_tensors
input, weight, bias = ctx.saved_variables
grad_input = grad_weight = grad_bias = None

# These needs_input_grad checks are optional and there only to
Expand All @@ -76,27 +76,39 @@ additional comments::

return grad_input, grad_weight, grad_bias

Now, to make it easier to use these custom ops, we recommend wrapping them in
small helper functions::
Now, to make it easier to use these custom ops, we recommend aliasing their
``apply`` method::

def linear(input, weight, bias=None):
# First braces create a Function object. Any arguments given here
# will be passed to __init__. Second braces will invoke the __call__
# operator, that will then use forward() to compute the result and
# return it.
return Linear()(input, weight, bias)
linear = Linear.aply

Here, we give an additional example of a function that is parametrized by
non-Variable arguments::

class MulConstant(Function):
@staticmethod
def forward(ctx, tensor, constant):
# ctx is a context object that can be used to stash information
for backward computation
ctx.constant = constant
return tensor * constant

@staticmethod
def backward(ctx, grad_output):
# We return as many input gradients as there were arguments.
# Gradients of non-Tensor arguments to forward must be None.
return grad_output * ctx.constant, None

You probably want to check if the backward method you implemented actually
computes the derivatives of your function. It is possible by comparing with
numerical approximations using small finite differences::

from torch.autograd import gradcheck

# gradchek takes a tuple of tensor as input, check if your gradient
# evaluated with these tensors are close enough to numerical
# approximations and returns True if they all verify this condition.
input = (Variable(torch.randn(20,20).double(), requires_grad=True), Variable(torch.randn(30,20).double(), requires_grad=True),)
test = gradcheck(Linear(), input, eps=1e-6, atol=1e-4)
test = gradcheck(Linear.apply, input, eps=1e-6, atol=1e-4)
print(test)

Extending :mod:`torch.nn`
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