File: basic_scipy.py

package info (click to toggle)
theano 1.0.3%2Bdfsg-1
  • links: PTS, VCS
  • area: main
  • in suites: buster
  • size: 30,752 kB
  • sloc: python: 141,182; ansic: 9,505; makefile: 259; sh: 214; pascal: 81
file content (664 lines) | stat: -rw-r--r-- 18,752 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
from __future__ import absolute_import, print_function, division
# Definitions of theano.scalar ops that have their python implementation taken
# from SciPy. As SciPy is not always available, we treat them separately.

import numpy as np

import theano
from theano.gradient import grad_not_implemented
from theano.scalar.basic import (UnaryScalarOp, BinaryScalarOp,
                                 exp, upgrade_to_float,
                                 upgrade_to_float64,
                                 float_types)
from theano.scalar.basic import (upgrade_to_float_no_complex,
                                 complex_types, discrete_types,
                                 upcast)

imported_scipy_special = False
try:
    import scipy.special
    import scipy.stats
    imported_scipy_special = True
# Importing scipy.special may raise ValueError.
# See http://projects.scipy.org/scipy/ticket/1739
except (ImportError, ValueError):
    pass


class Erf(UnaryScalarOp):
    nfunc_spec = ('scipy.special.erf', 1, 1)

    def impl(self, x):
        if imported_scipy_special:
            return scipy.special.erf(x)
        else:
            super(Erf, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        cst = np.asarray(2. / np.sqrt(np.pi),
                         dtype=upcast(x.type.dtype, gz.type.dtype))
        return gz * cst * exp(-x * x),

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        if node.inputs[0].type in complex_types:
            raise NotImplementedError('type not supported', type)
        cast = node.outputs[0].type.dtype_specs()[1]
        return "%(z)s = erf((%(cast)s)%(x)s);" % locals()
erf = Erf(upgrade_to_float, name='erf')


class Erfc(UnaryScalarOp):
    nfunc_spec = ('scipy.special.erfc', 1, 1)

    def impl(self, x):
        if imported_scipy_special:
            return scipy.special.erfc(x)
        else:
            super(Erfc, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        cst = np.asarray(2. / np.sqrt(np.pi),
                         dtype=upcast(x.type.dtype, gz.type.dtype))
        return - gz * cst * exp(-x * x),

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        if node.inputs[0].type in complex_types:
            raise NotImplementedError('type not supported', type)
        cast = node.outputs[0].type.dtype_specs()[1]
        return "%(z)s = erfc((%(cast)s)%(x)s);" % locals()

# scipy.special.erfc don't support complex. Why?
erfc = Erfc(upgrade_to_float_no_complex, name='erfc')


class Erfcx(UnaryScalarOp):
    """
    Implements the scaled complementary error function exp(x**2)*erfc(x) in a
    numerically stable way for large x. This is useful for calculating things
    like log(erfc(x)) = log(erfcx(x)) - x ** 2 without causing underflow.
    Should only be used if x is known to be large and positive, as using
    erfcx(x) for large negative x may instead introduce overflow problems.

    Notes
    -----
    This op can still be executed on GPU, despite not having c_code. When
    running on GPU an optimization will replace it with a gpu version.

    """
    nfunc_spec = ('scipy.special.erfcx', 1, 1)

    def impl(self, x):
        if imported_scipy_special:
            return scipy.special.erfcx(x)
        else:
            super(Erfcx, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        cst = np.asarray(2. / np.sqrt(np.pi),
                         dtype=upcast(x.type.dtype, gz.type.dtype))
        return gz * (-cst + (2. * x) * erfcx(x)),

erfcx = Erfcx(upgrade_to_float_no_complex, name='erfcx')


class Erfinv(UnaryScalarOp):
    """
    Implements the inverse error function.

    Notes
    -----
    This op can still be executed on GPU, despite not having c_code. When
    running on GPU, an optimization will replace it with a GPU version.

    (TODO) Find a C implementation of erfinv for CPU.
    """
    nfunc_spec = ('scipy.special.erfinv', 1, 1)

    def impl(self, x):
        if imported_scipy_special:
            return scipy.special.erfinv(x)
        else:
            super(Erfinv, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        cst = np.asarray(np.sqrt(np.pi) / 2.,
                         dtype=upcast(x.type.dtype, gz.type.dtype))
        return gz * cst * exp(erfinv(x) ** 2),

    # TODO: erfinv() is not provided by the C standard library
    # def c_code(self, node, name, inp, out, sub):
    #    x, = inp
    #    z, = out
    #    if node.inputs[0].type in complex_types:
    #        raise NotImplementedError('type not supported', type)
    #    return "%(z)s = erfinv(%(x)s);" % locals()

erfinv = Erfinv(upgrade_to_float_no_complex, name='erfinv')


class Erfcinv(UnaryScalarOp):
    nfunc_spec = ('scipy.special.erfcinv', 1, 1)

    def impl(self, x):
        if imported_scipy_special:
            return scipy.special.erfcinv(x)
        else:
            super(Erfcinv, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        cst = np.asarray(np.sqrt(np.pi) / 2.,
                         dtype=upcast(x.type.dtype, gz.type.dtype))
        return - gz * cst * exp(erfcinv(x) ** 2),

    # TODO: erfcinv() is not provided by the C standard library
    # def c_code(self, node, name, inp, out, sub):
    #    x, = inp
    #    z, = out
    #    if node.inputs[0].type in complex_types:
    #        raise NotImplementedError('type not supported', type)
    #    return "%(z)s = erfcinv(%(x)s);" % locals()

erfcinv = Erfcinv(upgrade_to_float_no_complex, name='erfcinv')


class Gamma(UnaryScalarOp):
    nfunc_spec = ('scipy.special.gamma', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.gamma(x)

    def impl(self, x):
        if imported_scipy_special:
            return Gamma.st_impl(x)
        else:
            super(Gamma, self).impl(x)

    def L_op(self, inputs, outputs, gout):
        (x,) = inputs
        (gz,) = gout
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        return gz * gamma(x) * psi(x),

    def c_code(self, node, name, inputs, outputs, sub):
        (x,) = inputs
        (z,) = outputs
        if node.inputs[0].type in float_types:
            return """%(z)s = tgamma(%(x)s);""" % locals()
        raise NotImplementedError('only floating point is implemented')
gamma = Gamma(upgrade_to_float, name='gamma')


class GammaLn(UnaryScalarOp):
    """
    Log gamma function.

    """
    nfunc_spec = ('scipy.special.gammaln', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.gammaln(x)

    def impl(self, x):
        if imported_scipy_special:
            return GammaLn.st_impl(x)
        else:
            super(GammaLn, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        return [gz * psi(x)]

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        # no c code for complex
        # [u]int* will be casted to float64 before computation
        if node.inputs[0].type in complex_types:
            raise NotImplementedError(
                'gammaln complex c code is not implemented')
        # For some reason, on the GPU, uint64 inputs don't get casted
        # automatically to float64. This make the compilation crash
        dtype = ""
        cast = node.outputs[0].type.dtype_specs()[1]
        return """%(z)s = lgamma((%(cast)s)%(x)s);""" % locals()
gammaln = GammaLn(upgrade_to_float, name='gammaln')


class Psi(UnaryScalarOp):
    """
    Derivative of log gamma function.

    """
    nfunc_spec = ('scipy.special.psi', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.psi(x)

    def impl(self, x):
        if imported_scipy_special:
            return Psi.st_impl(x)
        else:
            super(Psi, self).impl(x)

    def L_op(self, inputs, outputs, grads):
        x, = inputs
        gz, = grads
        if x.type in complex_types:
            raise NotImplementedError()
        if outputs[0].type in discrete_types:
            if x.type in discrete_types:
                return [x.zeros_like(dtype=theano.config.floatX)]
            else:
                return [x.zeros_like()]

        return [gz * tri_gamma(x)]

    def c_support_code(self):
        return (
            """
            // For GPU support
            #ifdef WITHIN_KERNEL
            #define DEVICE WITHIN_KERNEL
            #else
            #define DEVICE
            #endif

            #ifndef ga_double
            #define ga_double double
            #endif

            #ifndef _PSIFUNCDEFINED
            #define _PSIFUNCDEFINED
            DEVICE double _psi(ga_double x) {

            /*taken from
            Bernardo, J. M. (1976). Algorithm AS 103:
            Psi (Digamma) Function. Applied Statistics. 25 (3), 315-317.
            http://www.uv.es/~bernardo/1976AppStatist.pdf */

            ga_double y, R, psi_ = 0;
            ga_double S  = 1.0e-5;
            ga_double C = 8.5;
            ga_double S3 = 8.333333333e-2;
            ga_double S4 = 8.333333333e-3;
            ga_double S5 = 3.968253968e-3;
            ga_double D1 = -0.5772156649;

            y = x;

            if (y <= 0.0)
               return psi_;

            if (y <= S)
                return D1 - 1.0/y;

            while (y < C) {
                psi_ = psi_ - 1.0 / y;
                y = y + 1;
            }

            R = 1.0 / y;
            psi_ = psi_ + log(y) - .5 * R ;
            R= R*R;
            psi_ = psi_ - R * (S3 - R * (S4 - R * S5));

            return psi_;
            }
            #endif
            """)

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        if node.inputs[0].type in float_types:
            return """%(z)s =
                _psi(%(x)s);""" % locals()
        raise NotImplementedError('only floating point is implemented')
psi = Psi(upgrade_to_float, name='psi')


class TriGamma(UnaryScalarOp):
    """
    Second derivative of log gamma function.

    """

    @staticmethod
    def st_impl(x):
        return scipy.special.polygamma(1, x)

    def impl(self, x):
        if imported_scipy_special:
            return TriGamma.st_impl(x)
        else:
            super(TriGamma, self).impl(x)

    def grad(self, inputs, outputs_gradients):
        raise NotImplementedError()

    def c_support_code(self):
        # The implementation has been copied from
        # http://people.sc.fsu.edu/~jburkardt/cpp_src/asa121/asa121.html
        return (
            """
            // For GPU support
            #ifdef WITHIN_KERNEL
            #define DEVICE WITHIN_KERNEL
            #else
            #define DEVICE
            #endif

            #ifndef ga_double
            #define ga_double double
            #endif

            #ifndef _TRIGAMMAFUNCDEFINED
            #define _TRIGAMMAFUNCDEFINED

            DEVICE double _tri_gamma(ga_double x) {

                double a = 0.0001;
                double b = 5.0;
                double b2 =  0.1666666667;
                double b4 = -0.03333333333;
                double b6 =  0.02380952381;
                double b8 = -0.03333333333;
                double value;
                double y;
                double z;

                if (x <= 0) {
                    return 0.0;
                }

                if ( x <= a ) {
                    value = 1.0 / x / x;
                    return value;
                }

                value = 0.0;
                z = x;

                while ( z < b ) {
                    value += 1.0 / z / z;
                    z += 1.0;
                }

                y = 1.0 / z / z;

                value +=  0.5 * y + (1.0 + y * (b2 + y * (b4 + y * (b6 + y * b8 )))) / z;

                return value;
            }
            #endif
            """)

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        if node.inputs[0].type in float_types:
            return """%(z)s =
                _tri_gamma(%(x)s);""" % locals()
        raise NotImplementedError('only floating point is implemented')


tri_gamma = TriGamma(upgrade_to_float, name='tri_gamma')


class Chi2SF(BinaryScalarOp):
    """
    Compute (1 - chi2_cdf(x)) ie. chi2 pvalue (chi2 'survival function').

    C code is provided in the Theano_lgpl repository.
    This make it faster.

    https://github.com/Theano/Theano_lgpl.git

    """
    nfunc_spec = ('scipy.stats.chi2.sf', 2, 1)

    @staticmethod
    def st_impl(x, k):
        return scipy.stats.chi2.sf(x, k)

    def impl(self, x, k):
        if imported_scipy_special:
            return Chi2SF.st_impl(x, k)
        else:
            super(Chi2SF, self).impl(x, k)
chi2sf = Chi2SF(upgrade_to_float64, name='chi2sf')


class Jv(BinaryScalarOp):
    """
    Bessel function of the first kind of order v (real).
    """
    nfunc_spec = ('scipy.special.jv', 2, 1)

    @staticmethod
    def st_impl(v, x):
        return scipy.special.jv(v, x)

    def impl(self, v, x):
        if imported_scipy_special:
            return self.st_impl(v, x)
        else:
            super(Jv, self).impl(v, x)

    def grad(self, inputs, grads):
        v, x = inputs
        gz, = grads
        return [grad_not_implemented(self, 0, v),
                gz * (jv(v - 1, x) - jv(v + 1, x)) / 2.]

jv = Jv(upgrade_to_float, name='jv')


class J1(UnaryScalarOp):
    """
    Bessel function of the first kind of order 1.
    """
    nfunc_spec = ('scipy.special.j1', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.j1(x)

    def impl(self, x):
        if imported_scipy_special:
            return self.st_impl(x)
        else:
            super(J1, self).impl(x)

    def grad(self, inputs, grads):
        x, = inputs
        gz, = grads
        return [gz * (j0(x) - jv(2, x)) / 2.]

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        if node.inputs[0].type in float_types:
            return """%(z)s =
                j1(%(x)s);""" % locals()
        raise NotImplementedError('only floating point is implemented')

j1 = J1(upgrade_to_float, name='j1')


class J0(UnaryScalarOp):
    """
    Bessel function of the first kind of order 0.
    """
    nfunc_spec = ('scipy.special.j0', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.j0(x)

    def impl(self, x):
        if imported_scipy_special:
            return self.st_impl(x)
        else:
            super(J0, self).impl(x)

    def grad(self, inp, grads):
        x, = inp
        gz, = grads
        return [gz * -1 * j1(x)]

    def c_code(self, node, name, inp, out, sub):
        x, = inp
        z, = out
        if node.inputs[0].type in float_types:
            return """%(z)s =
                j0(%(x)s);""" % locals()
        raise NotImplementedError('only floating point is implemented')

j0 = J0(upgrade_to_float, name='j0')


class Iv(BinaryScalarOp):
    """
    Modified Bessel function of the first kind of order v (real).
    """
    nfunc_spec = ('scipy.special.iv', 2, 1)

    @staticmethod
    def st_impl(v, x):
        return scipy.special.iv(v, x)

    def impl(self, v, x):
        if imported_scipy_special:
            return self.st_impl(v, x)
        else:
            super(Iv, self).impl(v, x)

    def grad(self, inputs, grads):
        v, x = inputs
        gz, = grads
        return [grad_not_implemented(self, 0, v),
                gz * (iv(v - 1, x) + iv(v + 1, x)) / 2.]

iv = Iv(upgrade_to_float, name='iv')


class I1(UnaryScalarOp):
    """
    Modified Bessel function of the first kind of order 1.
    """
    nfunc_spec = ('scipy.special.i1', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.i1(x)

    def impl(self, x):
        if imported_scipy_special:
            return self.st_impl(x)
        else:
            super(I1, self).impl(x)

    def grad(self, inputs, grads):
        x, = inputs
        gz, = grads
        return [gz * (i0(x) + iv(2, x)) / 2.]

i1 = I1(upgrade_to_float, name='i1')


class I0(UnaryScalarOp):
    """
    Modified Bessel function of the first kind of order 0.
    """
    nfunc_spec = ('scipy.special.i0', 1, 1)

    @staticmethod
    def st_impl(x):
        return scipy.special.i0(x)

    def impl(self, x):
        if imported_scipy_special:
            return self.st_impl(x)
        else:
            super(I0, self).impl(x)

    def grad(self, inp, grads):
        x, = inp
        gz, = grads
        return [gz * i1(x)]

i0 = I0(upgrade_to_float, name='i0')