torch_openreml.covariance.HadamardProduct

class torch_openreml.covariance.HadamardProduct(*args, **kwargs)[source]

Bases: Operator

Hadamard (element-wise) product of two covariance matrices.

\[\symbf{V} = \symbf{A} \odot \symbf{B}\]

Both operands must have the same shape. Either or both may be trainable Matrix instances or fixed torch.Tensor values.

Initialize a Hadamard product operator from exactly two operands.

Parameters:
  • *args – Exactly two operands as positional arguments or a single dict. The first is \(\symbf{A}\), the second \(\symbf{B}\).

  • **kwargs – Exactly two operands as keyword arguments.

Raises:

ValueError – If the number of operands is not exactly two.

Example:

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)
tensor([[5.0000, 3.2071, 3.2071, 3.2071],
        [3.2071, 5.0000, 3.2071, 3.2071],
        [3.2071, 3.2071, 5.0000, 3.2071],
        [3.2071, 3.2071, 3.2071, 5.0000]])

Methods

__call__([free_params])

Construct the matrix from a flat parameter tensor.

auto_grad([free_params])

Compute the Jacobian of build() with respect to free parameters using automatic differentiation.

build_operands([free_params])

Evaluate each operand at the current free parameters.

build_params([free_params, include_fixed, ...])

Construct the full parameter tensor by delegating to each operand.

get_intermediates(params)

Retrieve cached intermediate computation results if still valid.

grad([free_params])

Compute the Jacobian of __call__() with respect to trainable parameters.

manual_grad([free_params])

Compute the Jacobian of __call__() with respect to trainable parameters using a closed-form analytic expression.

map_theta_to_dv(theta)

An interface compatible with torch_openreml.REML that maps parameters to the matrix Jacobian.

map_theta_to_v(theta)

An interface compatible with torch_openreml.REML that maps parameters to a matrix.

operands_grad([free_params])

Compute the Jacobian of each operand with respect to its parameters.

reset_intermediates()

Clear the intermediate computation cache.

set_intermediates(params, intermediates)

Cache intermediate computation results keyed by parameter hash.

trans_grad([free_params])

Compute the element-wise derivative of the free parameter transforms.

Attributes

fixed_param_defaults

Fixed parameter defaults.

fixed_param_index

Index of fixed parameters.

fixed_param_names

Fixed parameter names.

fixed_param_trans

Transforms for fixed parameters.

free_param_defaults

Free parameter defaults.

free_param_index

Index of free parameters.

free_param_names

Free parameter names.

free_param_trans

Transforms for free parameters.

num_fixed_params

Total number of fixed parameters.

num_free_params

Total number of free parameters.

num_params

Total number of parameters.

operands

Mapping from operand names to operand matrices or tensors.

param_defaults

Parameter defaults.

param_names

Parameter names.

param_specs

Parameter specifications.

param_trans

Parameter transforms.

repr_dict

Key-value pairs used to build the string representation.

shape

Output matrix shape.

__call__(free_params=None)[source]

Construct the matrix from a flat parameter tensor.

Must be implemented by subclasses. Implementations should convert free_params via build_params() to validate, include fixed parameters, and apply transforms before any computation.

Parameters:

free_params (torch.Tensor or dict) – Flat 1D parameter tensor or parameter dictionary. If omitted, default values are used. Default: None.

Returns:

Constructed matrix of shape shape.

Return type:

torch.Tensor

manual_grad(free_params=None)[source]

Compute the Jacobian of __call__() with respect to trainable parameters using a closed-form analytic expression.

Applies the product rule: if \(\symbf{V} = \symbf{A} \odot \symbf{B}\) then the gradient with respect to \(\theta_{\symbf{A}}\) is \(\frac{\partial \symbf{A}}{\partial \theta_{\symbf{A}}} \odot \symbf{B}\), and similarly for \(\theta_{\symbf{B}}\). Per-operand Jacobians from operands_grad() are multiplied element-wise by the other operand’s value.

Parameters:

free_params (torch.Tensor or dict) – Flat 1D parameter tensor or parameter dictionary. If omitted, default values are used. Default: None.

Returns:

(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.

Return type:

tuple

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:

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
tensor([[[0.0000, 1.3107, 1.3107, 1.3107],
         [1.3107, 0.0000, 1.3107, 1.3107],
         [1.3107, 1.3107, 0.0000, 1.3107],
         [1.3107, 1.3107, 1.3107, 0.0000]]])
grad_names
['a/rho']