Wednesday, March 1, 2017

Auto differentiation: Implementing the book version using Dynamic Programming

In the last two posts I talked about my interpretation of Auto Differentiation and how to implement it. This time, I will show the implementation as given by this Deep Learning book and show that the algorithm does the same as my version. The algorithm from the book saves the computation graph explicitly and independent from the computations while my implementation constructed the graph implicitly. Every node had it's children as a field and calling forward on a child would recursively calculate all values. The parents were saved in the node explicitly, too. Furthermore, the computation for the forward pass and backward pass were implemented here. Also, I saved all result computations in the node. The algorithm given in the book separates all of this. The results so far are saved in a table (as in classic dynamic programming). The computation node is a separate entity holding the forward and backward computation and the graph is coded as children and parent relationships The code to implement this behaviour is given below:
 
import NeuralNetork._

import breeze.linalg._

trait Computation {

  def fwd(requestID: Int, parents: Array[Int], results: ComputationTable): DenseMatrix[Double]

  def bwd(requestID: Int, parents: Array[Int], gradient: DenseMatrix[Double], inputs: ComputationTable): DenseMatrix[Double]

}

class NeuralNetork(val children: Graph, val parents: Graph, cmp: Computations) {

  def fwd(requestID: Int, results: ComputationTable): Unit = {
    if(results(requestID) == None) {
      for(p <- parents(requestID)) {
        fwd(p, results)
      }
      results(requestID) = Some(cmp(requestID).fwd(requestID, parents(requestID), results))
    }
  }

  def bwd(requestID: Int, gradients: ComputationTable, inputs: ComputationTable): DenseMatrix[Double] = {
    if (gradients(requestID) != None) gradients(requestID).get
    else {
      val g = for (c <- children(requestID)) yield {
        val gradient = bwd(c, gradients, inputs)
        cmp(c).bwd(requestID, parents(c), gradient, inputs)
      }
      gradients(requestID) = Some(g.reduce(_ + _))
      gradients(requestID).get
    }
  }

}

object NeuralNetork {

  type ComputationTable = Array[Option[DenseMatrix[Double]]]
  type Graph            = Array[Array[Int]]
  type Computations     = Map[Int, Computation]

}
In the end this computation does the same thing as the previous code, it is just another way of writing things down. The Computations can then be implemented in the same way as earlier. For more details check out Chapter 6 of the book. Now we can actually implement our nodes. In this example I am only using Add and Mul
  class Add extends Computation {
  
    def fwd(requestID: Int, parents: Array[Int], results: ComputationTable): DenseMatrix[Double] = {
      results(parents(0)).get + results(parents(1)).get
    }

    def bwd(requestID: Int, parents: Array[Int], gradient: DenseMatrix[Double], inputs: ComputationTable): DenseMatrix[Double] = gradient   

  }

  class Mul extends Computation {

     def fwd(requestID: Int, parents: Array[Int], results: ComputationTable): DenseMatrix[Double] = {
      results(parents(0)).get :* results(parents(1)).get
    }

    def bwd(requestID: Int, parents: Array[Int], gradient: DenseMatrix[Double], inputs: ComputationTable): DenseMatrix[Double] = {
      if(parents(0) == requestID) inputs(parents(1)).get :* gradient
      else inputs(parents(0)).get :* gradient
    }

  }
And then we can set up a simple computation:
  • a := -2
  • b := 5
  • c := -4
  • d := 2
  • (a + b) * c
  • (a + b) * d
Which can be specified as:
    val in = Array.fill[Option[DenseMatrix[Double]]](7)(None)
    in(0)  = Some(DenseMatrix.ones[Double](1, 2) * -2.0)
    in(1)  = Some(DenseMatrix.ones[Double](1, 2) *  5.0)
    in(2)  = Some(DenseMatrix.ones[Double](1, 2) * -4.0)
    in(3)  = Some(DenseMatrix.ones[Double](1, 2) *  2.0)

    val cmp = Map(
      4 -> new Add,
      5 -> new Mul,
      6 -> new Mul
    )    

    val children = Array(
      Array(4),
      Array(4),
      Array(5),
      Array(6),
      Array(5, 6),
      Array.empty[Int],
      Array.empty[Int]
    )

    val parents = Array(
      Array.empty[Int],
      Array.empty[Int],
      Array.empty[Int],
      Array.empty[Int],
      Array(0, 1),
      Array(2, 4),
      Array(3, 4)
    )

    val nn = new NeuralNetork(children, parents, cmp)

    val gradients = Array.fill[Option[DenseMatrix[Double]]](7)(None)
    gradients(5)  =  Some(DenseMatrix.ones[Double](1, 2) * 1.0)
    gradients(6)  =  Some(DenseMatrix.ones[Double](1, 2) * 1.0)

    nn.fwd(5, in)
    nn.fwd(6, in)
    println(in(5))
    println(in(6))
    println("---")
    nn.bwd(0, gradients, in)
    nn.bwd(1, gradients, in)
    nn.bwd(2, gradients, in)
    nn.bwd(3, gradients, in)
    gradients.zipWithIndex.foreach(println)
The computation for the forward pass results in:
  • Some(-12.0 -12.0 )
  • Some(6.0 6.0 )
and the gradients for each variable
  • a = (Some(-2.0 -2.0 ),a)
  • b = (Some(-2.0 -2.0 ),b)
  • c = (Some(3.0 3.0 ),c)
  • d = (Some(3.0 3.0 ),d)
I also implemented a feed forward neural network with two layers:
   class Add extends Computation {

     def fwd(
       requestID: Int, parents: Array[Int], results: ComputationTable
     ): DenseMatrix[Double] = {
       results(parents(0)).get + results(parents(1)).get
     }

     def bwd(
       requestID: Int,
       parents: Array[Int],
       gradient: DenseMatrix[Double],
       inputs: ComputationTable
     ): DenseMatrix[Double] = gradient

   }

   class Mul extends Computation {

      def fwd(
        requestID: Int, parents: Array[Int], results: ComputationTable
      ): DenseMatrix[Double] = {
       results(parents(0)).get * results(parents(1)).get
     }

     def bwd(
       requestID: Int,
       parents: Array[Int],
       gradient: DenseMatrix[Double],
       inputs: ComputationTable
     ): DenseMatrix[Double] =
       if(parents(0) == requestID) gradient * inputs(parents(1)).get.t
       else inputs(parents(0)).get.t * gradient

   }

   class Sigmoid extends Computation {

     def fwd(
       requestID: Int, parents: Array[Int], results: ComputationTable
     ): DenseMatrix[Double] = sigmoid(results(parents(0)).get)

     def bwd(
       requestID: Int,
       parents: Array[Int],
       gradient: DenseMatrix[Double],
       inputs: ComputationTable
     ): DenseMatrix[Double] =
       (1.0 - fwd(requestID, parents, inputs)) :* fwd(requestID, parents, inputs) :* gradient
   }

   def twoLayerNet = {
     val update = Array(1, 2, 3, 4)
     val output = 10
     val cmp = Map(
       5 ->  new Mul,
       6 ->  new Add,
       7 ->  new Sigmoid,
       8 ->  new Mul,
       9 ->  new Add,
       10 -> new Sigmoid
     )

     val children = Array(
       Array(5),
       Array(5),
       Array(6),
       Array(8),
       Array(9),
       Array(6),
       Array(7),
       Array(8),
       Array(9),
       Array(10),
       Array.empty[Int]
     )
     val parents = Array(
       Array.empty[Int],
       Array.empty[Int],
       Array.empty[Int],
       Array.empty[Int],
       Array.empty[Int],
       Array(0, 1),
       Array(5, 2),
       Array(6),
       Array(7, 3),
       Array(8, 4),
       Array(9)
     )
     val nn = new NeuralNetork(children, parents, cmp)
     (nn, output, update)
   }

On the spiral dataset and on the MNIST dataset I got around 98% accuracy.