Source code for torch_openreml.covariance.operator_hadamard_product

"""
Hadamard product covariance operator.

This module provides a Hadamard (element-wise) product operator for
combining two covariance matrices, for use in linear mixed-effects models.

Classes:
    HadamardProduct:
        A Hadamard product covariance operator :math:`V = A \\odot B`.
"""

from torch_openreml.covariance.operator import Operator
import torch


[docs] class HadamardProduct(Operator): r""" Hadamard (element-wise) product of two covariance matrices. .. math:: \symbf{V} = \symbf{A} \odot \symbf{B} Both operands must have the same shape. Either or both may be trainable :class:`~torch_openreml.covariance.matrix.Matrix` instances or fixed :class:`torch.Tensor` values. """ def __init__(self, *args, **kwargs): """ Initialize a Hadamard product operator from exactly two operands. Args: *args: Exactly two operands as positional arguments or a single dict. The first is :math:`\\symbf{A}`, the second :math:`\\symbf{B}`. **kwargs: Exactly two operands as keyword arguments. Raises: ValueError: If the number of operands is not exactly two. Example: .. jupyter-execute:: import torch from torch_openreml.covariance import EquicorrelationMatrix, HadamardProduct n = 4 op = HadamardProduct(a=EquicorrelationMatrix(n), b=torch.tensor([5.0])) free_params = torch.tensor([1.0]) op(free_params) """ super().__init__(*args, **kwargs) if len(self.operands) != 2: raise ValueError("Two operands are required") def _get_or_build_intermediates(self, free_params): built_params = self.build_params(free_params) cache = self.get_intermediates(built_params) if cache is None: v_groups = self.build_operands(free_params) a = v_groups[0] b = v_groups[1] v = a * b cache = {"a": a, "b": b, "v": v} self.set_intermediates(built_params, cache) return cache
[docs] def __call__(self, free_params=None): if free_params is None: free_params = self.free_param_defaults cache = self._get_or_build_intermediates(free_params) v = cache["v"] self._shape = tuple(v.shape) return v
[docs] def manual_grad(self, free_params=None): """ Compute the Jacobian of :meth:`__call__` with respect to trainable parameters using a closed-form analytic expression. Applies the product rule: if :math:`\\symbf{V} = \\symbf{A} \\odot \\symbf{B}` then the gradient with respect to :math:`\\theta_{\\symbf{A}}` is :math:`\\frac{\\partial \\symbf{A}}{\\partial \\theta_{\\symbf{A}}} \\odot \\symbf{B}`, and similarly for :math:`\\theta_{\\symbf{B}}`. Per-operand Jacobians from :meth:`~torch_openreml.covariance.operator.Operator.operands_grad` are multiplied element-wise by the other operand's value. Args: free_params (torch.Tensor or dict): Flat 1D parameter tensor or parameter dictionary. If omitted, default values are used. Default: ``None``. Returns: tuple: ``(grad, grad_names)``, where ``grad`` is a 3D tensor of shape ``(num_free_params, *shape)`` and ``grad_names`` is a list of the corresponding parameter names. Returns ``(None, [])`` if all parameters are fixed. Raises: TypeError: If ``free_params`` is not a Torch tensor. ValueError: If ``free_params`` is not a 1D tensor or has the wrong length, or if ``free_params`` is a dict with missing or unexpected keys. Example: .. jupyter-execute:: import torch from torch_openreml.covariance import EquicorrelationMatrix, HadamardProduct op = HadamardProduct( a=EquicorrelationMatrix(4), b=torch.tensor([5.0]) ) free_params = torch.tensor([1.0]) grad, grad_names = op.manual_grad(free_params) grad .. jupyter-execute:: grad_names """ if free_params is None: free_params = self.free_param_defaults grad_groups, grad_name_groups = self.operands_grad(free_params) cache = self._get_or_build_intermediates(free_params) a = cache["a"] b = cache["b"] grad = [] grad_names = [] da = grad_groups[0] if da is not None: grad.append(da * b) grad_names.extend(grad_name_groups[0]) db = grad_groups[1] if db is not None: grad.append(a * db) grad_names.extend(grad_name_groups[1]) if len(grad) > 0: grad = torch.cat(grad) return grad, grad_names else: return None, []