Source code for torch_openreml.covariance.operator_transpose

"""
Transpose covariance operator.

This module provides a transpose operator for transposing a covariance
matrix, for use in linear mixed-effects models.

Classes:
    Transpose:
        A transpose covariance operator :math:`V = A^\\top`.
"""

from torch_openreml.covariance.operator import Operator
import torch


[docs] class Transpose(Operator): r""" Transpose of a covariance matrix. .. math:: \symbf{V} = \symbf{A}^\top If :math:`\symbf{A}` is :math:`m \times n`, the result is an :math:`n \times m` matrix. The operand may be a trainable :class:`~torch_openreml.covariance.matrix.Matrix` instance or a fixed :class:`torch.Tensor` value. """ def __init__(self, *args, **kwargs): """ Initialize a transpose operator from exactly one operand. Args: *args: Exactly one operand as a positional argument or a single dict. The operand is :math:`\\symbf{A}`. **kwargs: Exactly one operand as a keyword argument. Raises: ValueError: If the number of operands is not exactly one. Example: .. jupyter-execute:: import torch from torch_openreml.covariance import DummyMatrix, Transpose op = Transpose(a=DummyMatrix(["a", "b", "c", "a"])) op(torch.tensor([])) """ super().__init__(*args, **kwargs) if len(self.operands) != 1: raise ValueError("One operand is 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] v = a.T cache = {"a": a, "v": v} self.set_intermediates(built_params, cache) return cache
[docs] def __call__(self, free_params=None): cache = self._get_or_build_intermediates(free_params) v = cache["v"] self._shape = tuple(v.shape) return v
[docs] def inverse(self, free_params=None): """ Return the inverse of the composite matrix from its closed form. The composite is :math:`\\symbf{V} = \\symbf{A}^\\top`, so its inverse is :math:`\\symbf{V}^{-1} = (\\symbf{A}^{-1})^\\top`: the operand is inverted through its own :meth:`~torch_openreml.covariance.matrix.Matrix.inverse` and the result is transposed, so the composite is never inverted densely. .. warning:: The operand must be square, otherwise the composite has no inverse and raises. Args: free_params (torch.Tensor or dict): Flat 1D parameter tensor or parameter dictionary. If omitted, default values are used. Default: ``None``. Returns: torch.Tensor: The ``n x n`` inverse of the composite matrix. Example: .. jupyter-execute:: import torch from torch_openreml.covariance import AR1Matrix, Transpose op = Transpose(a=AR1Matrix(3)) free_params = torch.tensor([0.0, 0.5]) op.inverse(free_params) """ inverses = self.operands_inverse(free_params) return inverses[0].T
[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. If :math:`\\symbf{V} = \\symbf{A}^\\top`, the gradient with respect to :math:`\\theta_{\\symbf{A}}` is the transpose of the operand's own Jacobian: .. math:: \\frac{\\partial \\symbf{V}}{\\partial \\theta_{\\symbf{A}}} = \\left(\\frac{\\partial \\symbf{A}}{\\partial \\theta_{\\symbf{A}}}\\right)^\\top The per-operand Jacobian from :meth:`~torch_openreml.covariance.operator.Operator.operands_grad` is transposed over its last two dimensions. 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 the operand has no free parameters. 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 LowerTriangularMatrix, Transpose op = Transpose(a=LowerTriangularMatrix(3, 2)) free_params = torch.tensor([0.0, 0.5, 1.0, 0.2, -0.3]) grad, grad_names = op.manual_grad(free_params) grad .. jupyter-execute:: grad_names """ grad_groups, grad_name_groups = self.operands_grad(free_params) grad = grad_groups[0] if grad is not None: return grad.mT, grad_name_groups[0] else: return None, []