Revision ac62d292d7de9b49855b7ca53f2645a10c63246a authored by rballester on 16 September 2022, 15:17:15 UTC, committed by rballester on 16 September 2022, 15:17:15 UTC
1 parent 363d461
derivatives.py
import tntorch as tn
import torch
def partialset(t, order=1, mask=None, bounds=None):
"""
Given a tensor, compute another one that contains all partial derivatives of certain order(s) and according to some optional mask.
This function does not use padding.
:Examples:
>>> t = tn.rand([10, 10, 10]) # A 3D tensor
>>> x, y, z = tn.symbols(3)
>>> partialset(t, 1, x) # x
>>> partialset(t, 2, x) # xx, xy, xz
>>> partialset(t, 2, tn.only(y | z)) # yy, yz, zz
:param t: a :class:`Tensor`
:param order: an int or list of ints. Default is 1
:param mask: an optional mask to select only a subset of partials
:param bounds: a list of pairs [lower bound, upper bound] specifying parameter ranges (used to compute derivative steps). If None (default), all steps will be 1
:return: a :class:`Tensor`
"""
if t.batch:
raise ValueError('Batched tensors are not supproted.')
if bounds is None:
bounds = [[0, sh - 1] for sh in t.shape]
if not hasattr(order, '__len__'):
order = [order]
max_order = max(order)
def diff(core, n):
if core.shape[1] == 1:
raise ValueError('Tensor size {} along dimension {} not enough to compute high-order derivative'.format(t.shape[n], n))
step = (bounds[n][1] - bounds[n][0]) / (core.shape[-2] - 1)
return (core[..., 1:, :] - core[..., :-1, :]) / step
cores = []
idxs = []
for n in range(t.dim()):
if t.Us[n] is None:
stack = [t.cores[n]]
else:
stack = [torch.einsum('ijk,aj->iak', (t.cores[n], t.Us[n]))]
idx = torch.zeros([t.shape[n]])
for o in range(1, max_order + 1):
stack.append(diff(stack[-1], n))
idx = torch.cat((idx, torch.ones(stack[-1].shape[-2]) * o))
if o == max_order:
break
cores.append(torch.cat(stack, dim=-2))
idxs.append(idx)
d = tn.Tensor(cores, idxs=idxs)
wm = tn.automata.weight_mask(t.dim(), order, nsymbols=max_order+1)
if mask is not None:
wm = tn.mask(wm, mask)
result = tn.mask(d, wm)
result.idxs = idxs
return result
def partial(t, dim, order=1, bounds=None, periodic=False):
"""
Compute a single partial derivative.
:param t: a :class:`Tensor`
:param dim: int or list of ints
:param order: how many times to derive. Default is 1
:param bounds: variable(s) range bounds (to compute the derivative step). If None (default), step 1 will be assumed
:param periodic: int or list of ints (same as `dim`), mark dimensions with periodicity
:return: a :class:`Tensor`
"""
if not hasattr(dim, '__len__'):
dim = [dim]
if bounds is None:
bounds = [[0, t.shape[n]] for n in range(t.dim())]
if not hasattr(bounds[0], '__len__'):
bounds = [bounds]
if not hasattr(periodic, '__len__'):
periodic = [periodic]*len(dim)
t2 = t.clone()
for i, d in enumerate(dim):
step = (bounds[i][1] - bounds[i][0]) / (t.shape[d]+1) * 2
for o in range(1, order+1):
if periodic[i]:
if t2.Us[d] is None:
t2.cores[d] = (t2.cores[d][:, list(range(1, t2.cores[d].shape[1]))+[0], :] -
t2.cores[d][:, [-1]+list(range(0, t2.cores[d].shape[1]-1)), :]) / step
else:
t2.Us[d] = (t2.Us[d][list(range(1, t2.Us[d].shape[0])) + [0], :] -
t2.Us[d][[-1] + list(range(0, t2.Us[d].shape[0] - 1)), :]) / step
else:
if t2.Us[d] is None:
t2.cores[d] = t2.cores[d][:, [0]+list(range(t2.shape[d]))+[t2.shape[d]-1], :]
t2.cores[d][:, 0, :] -= t2.cores[d][:, 2, :] - t2.cores[d][:, 1, :]
t2.cores[d][:, -1, :] += t2.cores[d][:, -2, :] - t2.cores[d][:, -3, :]
t2.cores[d] = (t2.cores[d][:, 2:, :] - t2.cores[d][:, :-2, :])/step
else:
t2.Us[d] = t2.Us[d][[0] + list(range(t2.shape[d])) + [t2.shape[d] - 1], :]
t2.Us[d][0, :] -= t2.Us[d][2, :] - t2.Us[d][1, :]
t2.Us[d][-1, :] += t2.Us[d][-2, :] - t2.Us[d][-3, :]
t2.Us[d] = (t2.Us[d][2:, :] - t2.Us[d][:-2, :]) / step
return t2
def gradient(t, dim='all', bounds=None):
"""
Compute the gradient of a tensor.
:param t: a :class:`Tensor`
:param dim: an integer (or list of integers). Default is all
:param bounds: a pair (or list of pairs) of reals, or None. The bounds for each variable
:return: a :class:`Tensor` (or a list thereof)
"""
if t.batch:
raise ValueError('Batched tensors are not supproted.')
if dim == 'all':
dim = range(t.dim())
if bounds is None:
bounds = [[0, t.shape[d]] for d in dim]
if not hasattr(bounds, '__len__'):
bounds = [bounds]*len(dim)
if not hasattr(dim, '__len__'):
return tn.partial(t, dim, bounds)
else:
return [tn.partial(t, d, order=1, bounds=b) for d, b in zip(dim, bounds)]
def active_subspace(t, bounds, marginals=None):
"""
Compute the main variational directions of a tensor.
Reference: P. Constantine et al. `"Discovering an Active Subspace in a Single-Diode Solar Cell Model" (2017) <https://arxiv.org/pdf/1406.7607.pdf>`_
See also P. Constantine's `data set repository <https://github.com/paulcon/as-data-sets/blob/master/README.md>`_.
:param t: input tensor
:param bounds: a pair (or list of pairs) of reals, or None. The bounds for each variable
:param marginals: a list of vectors. If None (default), uniform marginals will be used
:return: (eigvals, eigvecs): an array and a matrix, encoding the eigenpairs in descending order
"""
if t.batch:
raise ValueError('Batched tensors are not supproted.')
if marginals is None:
marginals = [torch.ones(sh)/sh for sh in t.shape]
assert all([len(marginals[n]) == t.shape[n] for n in range(t.dim())])
cores = []
for n in range(t.dim()):
marg = (marginals[n][:-1] + marginals[n][1:]) / 2
marg /= marg.sum()
marg = torch.cat([marg, torch.zeros(1)])
cores.append(marg[None, :, None])
pdf = tn.Tensor(cores)
grad = tn.gradient(t, dim='all', bounds=bounds)
M = torch.zeros(t.dim(), t.dim())
for i in range(t.dim()):
first = grad[i]*pdf
for j in range(i, t.dim()):
M[i, j] = tn.dot(first, grad[j])
M[j, i] = M[i, j]
w, v = torch.linalg.eigh(M)
idx = range(t.dim() - 1, -1, -1)
w = w[idx]
v = v[:, idx]
return w, v
def dgsm(t, bounds, marginals):
"""
Compute the derivative-based global sensitivity measure \nu from [1], defined for each i-th variable as:
$\nu_i := \int_{\Omega} \left(\frac{\partial f}{\partial x_i}\right) \, d\pmb{x}$
[1] "Derivative-Based Global Sensitivity Measures", by Kucherenko and Iooss (2016)
:param t: input tensor
:param bounds: a pair (or list of pairs) of reals, or None. The bounds for each variable
:param marginals: a list of vectors. If None (default), uniform marginals will be used
:return: a vector of size N
"""
if marginals is None:
marginals = [torch.ones(sh)/sh for sh in t.shape]
assert all([len(marginals[n]) == t.shape[n] for n in range(t.dim())])
cores = []
for n in range(t.dim()):
# marg = (marginals[n][:-1] + marginals[n][1:]) / 2
marg = marginals[n]
marg /= marg.sum()
# marg = torch.cat([marg, torch.zeros(1)])
cores.append(marg[None, :, None])
pdf = tn.Tensor(cores)
grad = tn.gradient(t, dim='all', bounds=bounds)
result = torch.zeros(t.dim())
for n in range(t.dim()):
result[n] = tn.dot(grad[n]*pdf, grad[n])
return result
def divergence(ts, bounds=None):
"""
Computes the divergence (scalar field) out of a vector field encoded in a tensor.
:param ts: an ND vector field, encoded as a list of N ND tensors
:param bounds:
:return: a scalar field
"""
assert ts[0].dim() == len(ts)
assert all([t.shape == ts[0].shape for t in ts[1:]])
if bounds is None:
bounds = [None]*len(ts)
elif not hasattr(bounds[0], '__len__'):
bounds = [bounds for n in range(len(ts))]
assert len(bounds) == len(ts)
return sum([tn.partial(ts[n], n, order=1, bounds=bounds[n]) for n in range(len(ts))])
def curl(ts, bounds=None):
"""
Compute the curl of a 3D vector field.
:param ts: three 3D tensors encoding the :math:`x, y, z` vector coordinates respectively
:param bounds:
:return: three tensors of the same shape
"""
assert [t.dim() == 3 for t in ts]
assert len(ts) == 3
if bounds is None:
bounds = [None for n in range(3)]
elif not hasattr(bounds[0], '__len__'):
bounds = [bounds for n in range(3)]
assert len(bounds) == 3
return [tn.partial(ts[2], 1, bounds=bounds[1]) - tn.partial(ts[1], 2, bounds=bounds[2]),
tn.partial(ts[0], 2, bounds=bounds[2]) - tn.partial(ts[2], 0, bounds=bounds[0]),
tn.partial(ts[1], 0, bounds=bounds[0]) - tn.partial(ts[0], 1, bounds=bounds[1])]
def laplacian(t, bounds=None):
"""
Computes the Laplacian of a scalar field.
:param t: a :class:`Tensor`
:param bounds:
:return: a :class:`Tensor`
"""
if bounds is None:
bounds = [None]*t.dim()
elif not hasattr(bounds[0], '__len__'):
bounds = [bounds for n in range(t.dim())]
assert len(bounds) == t.dim()
return sum([tn.partial(t, n, order=2, bounds=bounds[n]) for n in range(t.dim())])
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