[MXNET-978] Higher Order Gradient Support arctan, arctanh, radians.

src/nnvm/node_op_util.h

@@ -0,0 +1,76 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements.  See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership.  The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License.  You may obtain a copy of the License at
+ *
+ *   http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing,
+ * software distributed under the License is distributed on an
+ * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+ * KIND, either express or implied.  See the License for the
+ * specific language governing permissions and limitations
+ * under the License.
+ */
+
+/*!
+ *  Copyright (c) 2019 by Contributors
+ * \file node_op_util.h
+ * \brief abstraction for commonly used nnvm::Node operations.
+ */
+#ifndef MXNET_NNVM_NODE_OP_UTIL_H_
+#define MXNET_NNVM_NODE_OP_UTIL_H_
+#include <mxnet/base.h>
+#include <string>
+#include <unordered_map>
+#include "../operator/elemwise_op_common.h"
+
+namespace mxnet {
+namespace util {
+
+class NodeOpGen {
+ private:
+    const nnvm::NodePtr &dependent_node;
+
+ public:
+    explicit NodeOpGen(const nnvm::NodePtr &dependent_node) : dependent_node{dependent_node} {}
+
+    nnvm::NodeEntry mul(const nnvm::NodeEntry &lhs, const nnvm::NodeEntry &rhs) {
+        return nnvm::NodeEntry{mxnet::op::MakeNode("elemwise_mul",
+                                                   dependent_node->attrs.name + "_mul",
+                                                   {lhs, rhs}, nullptr, &dependent_node)};
+    }
+
+    nnvm::NodeEntry mul(const nnvm::NodeEntry &x, double scalar) {
+        const std::unordered_map<std::string, std::string> scalar_dict =
+            {{"scalar", std::to_string(scalar)}};
+        return nnvm::NodeEntry{mxnet::op::MakeNode("_mul_scalar",
+                                                   dependent_node->attrs.name + "_mul_scalar",
+                                                   {x}, &scalar_dict, &dependent_node)};
+    }
+
+    nnvm::NodeEntry mul(double scalar, const nnvm::NodeEntry &x) {
+        return NodeOpGen::mul(x, scalar);
+    }
+
+    nnvm::NodeEntry div(const nnvm::NodeEntry &lhs, const nnvm::NodeEntry &rhs) {
+        return nnvm::NodeEntry{mxnet::op::MakeNode("elemwise_div",
+                                                   dependent_node->attrs.name + "_div",
+                                                   {lhs, rhs}, nullptr, &dependent_node)};
+    }
+
+    nnvm::NodeEntry square(const nnvm::NodeEntry &x) {
+        return nnvm::NodeEntry{mxnet::op::MakeNode("square",
+                                                   dependent_node->attrs.name + "_square",
+                                                   {x}, nullptr, &dependent_node)};
+    }
+};
+
+}  // namespace util
+}  // namespace mxnet
+
+#endif  // MXNET_NNVM_NODE_OP_UTIL_H_

src/operator/tensor/elemwise_unary_op_trig.cc

@@ -24,6 +24,7 @@
 #include <mxnet/base.h>
 #include "elemwise_unary_op.h"
 #include "./elemwise_binary_op-inl.h"
+#include "../../nnvm/node_op_util.h"
 
 namespace mxnet {
 namespace op {
@@ -227,7 +228,35 @@ The storage type of ``arctan`` output depends upon the input storage type:
 .set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseIn{ "_backward_arctan" });
 
 MXNET_OPERATOR_REGISTER_BINARY_WITH_SPARSE_CPU_DR(_backward_arctan,
-                                                  unary_bwd<mshadow_op::arctan_grad>);
+                                                  unary_bwd<mshadow_op::arctan_grad>)
+.set_attr<nnvm::FGradient>("FGradient",
+    [](const nnvm::NodePtr& n, const std::vector<nnvm::NodeEntry>& ograds) {
+      // ograds[0]: head_grad_grads (dL/dxgrad)
+      // inputs[0]: dL/dy
+      // inputs[1]: x (ElemwiseGradUseIn)
+      // n: dL/dy * f'(x)
+      // f(x) = arctanh(x)
+      // dydx = f'(x) = 1/(1+x^2)
+      // f''(x) = f'(x) * f'(x) * -2 * x = (-2 * x) / (1 + x^2)^2
+      // return:
+      //     0: dL/dy_grad * dy/dx
+      //     1: dL/dy_grad * dL/dy * f''(x)
+      auto dldy = n->inputs[0];
+      auto x = n->inputs[1];
+      auto dldy_mul_dydx = nnvm::NodeEntry{n};
+      auto op = mxnet::util::NodeOpGen{n};
+
+      auto x_grad = op.div(dldy_mul_dydx, dldy);
+      auto x_grad_square = op.square(x_grad);
+      auto x_grad_square_mul_x = op.mul(x_grad_square, x);
+      auto x_grad_square_mul_2_x = op.mul(-2.0, x_grad_square_mul_x);
+      auto grad_grad_x = op.mul(dldy, x_grad_square_mul_2_x);
+
+      std::vector<nnvm::NodeEntry> ret;
+      ret.emplace_back(op.mul(ograds[0], x_grad));
+      ret.emplace_back(op.mul(ograds[0], grad_grad_x));
+      return ret;
+    });
 
 // degrees
 MXNET_OPERATOR_REGISTER_UNARY_WITH_RSP_CSR(degrees, cpu, mshadow_op::degrees)
@@ -265,7 +294,8 @@ The storage type of ``radians`` output depends upon the input storage type:
 .set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseIn{ "_backward_radians" });
 
 MXNET_OPERATOR_REGISTER_BINARY_WITH_SPARSE_CPU_DR(_backward_radians,
-                                                  unary_bwd<mshadow_op::radians_grad>);
+                                                  unary_bwd<mshadow_op::radians_grad>)
+.set_attr<nnvm::FGradient>("FGradient", MakeZeroGradNodes);
 
 // sinh
 MXNET_OPERATOR_REGISTER_UNARY_WITH_RSP_CSR(sinh, cpu, mshadow_op::sinh)
@@ -391,8 +421,35 @@ The storage type of ``arctanh`` output depends upon the input storage type:
 .set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseIn{ "_backward_arctanh" });
 
 MXNET_OPERATOR_REGISTER_BINARY_WITH_SPARSE_CPU_DR(_backward_arctanh,
-                                                  unary_bwd<mshadow_op::arctanh_grad>);
+                                                  unary_bwd<mshadow_op::arctanh_grad>)
+.set_attr<nnvm::FGradient>("FGradient",
+    [](const nnvm::NodePtr& n, const std::vector<nnvm::NodeEntry>& ograds) {
+      // ograds[0]: head_grad_grads (dL/dxgrad)
+      // inputs[0]: dL/dy
+      // inputs[1]: x (ElemwiseGradUseIn)
+      // n: dL/dy * dy/dx
+      // f(x) = arctanh(x)
+      // dy/dx = f'(x) = 1/(1-x^2)
+      // f''(x) = f'(x) * f'(x) * 2 * x = (2 * x) / (1 - x^2)^2
+      // return:
+      //     0: dL/dy_grad * dy/dx
+      //     1: dL/dy_grad * dL/dy * f''(x)
+      auto dldy = n->inputs[0];
+      auto x = n->inputs[1];
+      auto dldy_mul_dydx = nnvm::NodeEntry{n};
+      auto op = mxnet::util::NodeOpGen{n};
+
+      auto x_grad = op.div(dldy_mul_dydx, dldy);
+      auto x_grad_square = op.square(x_grad);
+      auto x_grad_square_mul_x = op.mul(x_grad_square, x);
+      auto x_grad_square_mul_2_x = op.mul(2.0, x_grad_square_mul_x);
+      auto grad_grad_x = op.mul(dldy, x_grad_square_mul_2_x);
 
+      std::vector<nnvm::NodeEntry> ret;
+      ret.emplace_back(op.mul(ograds[0], x_grad));
+      ret.emplace_back(op.mul(ograds[0], grad_grad_x));
+      return ret;
+    });
 
 }  // namespace op
 }  // namespace mxnet

tests/python/unittest/test_higher_order_grad.py

@@ -17,6 +17,7 @@
 
 
 import math
+import random
 from mxnet import nd, autograd
 from mxnet.test_utils import assert_almost_equal, random_arrays, rand_shape_nd
 from common import with_seed
@@ -85,6 +86,51 @@ def grad_grad_op(x):
             array, tanh, grad_grad_op, rtol=1e-6, atol=1e-6)
 
 
+@with_seed()
+def test_arctan():
+    def arctan(x):
+        return nd.arctan(x)
+
+    def grad_grad_op(x):
+        return (-2 * x)/((1 + x**2)**2)
+
+    for dim in range(1, 5):
+        shape = rand_shape_nd(dim)
+        array = random_arrays(shape)
+        # Domain of arctan is all real numbers.
+        # Scale std_dev
+        array *= random.randint(500, 10000)
+        check_second_order_unary(array, arctan, grad_grad_op)
+
+
+@with_seed()
+def test_arctanh():
+    def arctanh(x):
+        return nd.arctanh(x)
+
+    def grad_grad_op(x):
+        return (2 * x)/((1 - x**2)**2)
+
+    for dim in range(1, 5):
+        shape = rand_shape_nd(dim)
+        array = random_arrays(shape)
+        check_second_order_unary(array, arctanh, grad_grad_op)
+
+
+@with_seed()
+def test_radians():
+    def radians(x):
+        return nd.radians(x)
+
+    def grad_grad_op(x):
+        return nd.zeros_like(x)
+
+    for dim in range(1, 5):
+        shape = rand_shape_nd(dim)
+        array = random_arrays(shape)
+        check_second_order_unary(array, radians, grad_grad_op)
+
+
 @with_seed()
 def test_relu():
     def relu(x):