import sys import numpy as np import numpy.random as nr from math import exp, log def sumprod_brute(elts, size, fixed = -1): if size > len(elts): return 0 if fixed >= 0 and fixed < len(elts): if size == 0: return 0 z = 0 for s in xrange(size): z += sumprod_brute(elts[:fixed], s) * sumprod_brute(elts[fixed+1:], size - 1 - s) return z * exp(elts[fixed]) if size == 0: return 1 return exp(elts[0]) * sumprod_brute(elts[1:], size - 1) + sumprod_brute(elts[1:], size) # Returns sum over all subsets of given size of product # of exp of elements. # Also returns, for each index, the said sum given that the element # at that index is in the subset. def sumprod(elts, size, fixed = -1): N = len(elts) B = np.zeros((size + 1, N + 1)) # Backward lattice B[0, :] = 1 if fixed >= 0: B[0, :fixed+1] = 0 logBNorms = np.zeros(N+2) # Backward pass for i in xrange(N - 1, -1, -1): B[0,i] = B[0,i+1] #B[1, i] = exp(LogBNorms[i+2] + elts[i]) + B[1, i + 1] * (fixed != i) for s in xrange(1, size + 1): B[s, i] = B[s - 1, i + 1] * exp(elts[i]) + B[s, i + 1] * (fixed != i) norm = B[:,i].sum() B[:,i] /= norm logBNorms[i] = log(norm) + logBNorms[i+1] #print LogBNorms # Log partition function #print B #print B * np.exp(LogBNorms) logZ = log(B[size, 0]) + logBNorms[0] #print logZ; sys.exit() F = np.zeros((size + 1,)) # Forward column F[0] = 1 # Forward pass # Compute z_j for each j (unnormalized prob) z = np.zeros(N) logFNorm = 0 for i in xrange(1, N + 1): for s in xrange(size, -1, -1): if s < size: z[i - 1] += F[s] * B[size - 1 - s, i] if s > 0: F[s] = F[s - 1] * exp(elts[i - 1]) + F[s] * (fixed != i - 1) elif fixed == i - 1: F[0] = 0 norm = F.sum() F /= norm z[i - 1] *= exp(elts[i - 1] + logBNorms[i] + logFNorm - logZ) logFNorm += log(norm) return z, 1 # Checks the gradient with respect to the objective # E = log(y_i) # where y_i = z_i/Z and i = the index of the correct label def check_grad(elts, size, correct=0): eps = 0.01 N = len(elts) z, Z = sumprod(elts, size) cz, CZ = sumprod(elts, size, fixed=correct) y = z / Z Cy = cz / CZ grad = Cy - y print "Analytic gradient: " print grad grad_num = np.zeros_like(grad) for i in xrange(N): tmp = elts[i] elts[i] += eps z, Z = sumprod(elts, size) y_n = z / Z grad_num[i] = (log(y_n[correct]) - log(y[correct])) / eps elts[i] = tmp print "Numeric gradient: " print grad_num if __name__ == "__main__": nr.seed(2) N = 5 # The number of outputs in the softmax size = 2 # The size of the multisoft set fixed = 2 # Force this index to be on (negative = don't) elts = nr.randn(N) elts -= elts.max() print elts dp_z, dp_Z = sumprod(elts, size, fixed=fixed) bf_Z = sumprod_brute(elts, size, fixed=fixed) print "Brute force Z: %f" % bf_Z print "DP Z: %f" % dp_Z print "Brute force z/Z:" bf_z = np.zeros(N) for i in xrange(N): for s in xrange(size): bf_z[i] += sumprod_brute(elts[:i], s, fixed=fixed) * sumprod_brute(elts[i+1:], size - 1 - s, fixed=fixed-i-1) bf_z[i] *= exp(elts[i]) print bf_z / bf_Z print "DP z/Z:" print dp_z / dp_Z check_grad(elts, size, correct=1)