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new b86ccf1 Add erfinv operator for calculating inverse error function
(#13811)
b86ccf1 is described below
commit b86ccf1be704f5f97e085f3fb21e781bceac884d
Author: Ziyi Mu <dd...@sina.com>
AuthorDate: Tue Jan 22 11:36:31 2019 -0500
Add erfinv operator for calculating inverse error function (#13811)
* add default behaviour for argmax
* prototype of erfvin
* add test
* gpu support
* Revert "add default behaviour for argmax"
This reverts commit 64e9f1a9e3c9cabf312b8d80b3520b22da31c0b6.
* move erfinv to contrib
* edit copyright
* remove atof
* use std and update license
* add license exclude file
* fix per eric's comments
* change license header
---
docs/api/python/ndarray/ndarray.md | 1 +
docs/api/python/symbol/symbol.md | 1 +
src/operator/contrib/erfinv-inl.h | 105 +++++++++++++++++++++
src/operator/mshadow_op.h | 3 +
src/operator/operator_tune.cc | 4 +-
src/operator/tensor/elemwise_unary_op_basic.cc | 16 ++++
src/operator/tensor/elemwise_unary_op_basic.cu | 8 ++
.../nightly/apache_rat_license_check/rat-excludes | 3 +-
tests/python/unittest/test_operator.py | 6 +-
tools/license_header.py | 1 +
10 files changed, 145 insertions(+), 3 deletions(-)
diff --git a/docs/api/python/ndarray/ndarray.md
b/docs/api/python/ndarray/ndarray.md
index 6419c4e..2df18c2 100644
--- a/docs/api/python/ndarray/ndarray.md
+++ b/docs/api/python/ndarray/ndarray.md
@@ -659,6 +659,7 @@ The `ndarray` package provides several classes:
relu
sigmoid
erf
+ erfinv
```
### More
diff --git a/docs/api/python/symbol/symbol.md b/docs/api/python/symbol/symbol.md
index 9eba261..0fc2aa7 100644
--- a/docs/api/python/symbol/symbol.md
+++ b/docs/api/python/symbol/symbol.md
@@ -659,6 +659,7 @@ Composite multiple symbols into a new one by an operator.
relu
sigmoid
erf
+ erfinv
```
### More
diff --git a/src/operator/contrib/erfinv-inl.h
b/src/operator/contrib/erfinv-inl.h
new file mode 100644
index 0000000..8d718ad
--- /dev/null
+++ b/src/operator/contrib/erfinv-inl.h
@@ -0,0 +1,105 @@
+/*
+ * Copyright (c) 2014 Indiana University
+ * All rights reserved.
+ * Written by Prof. Gary L. Pavlis, Dept. of Geol. Sci.,
+ * Indiana University, Bloomington, IN
+ * This software is licensed under the New BSD license:
+ * Redistribution and use in source and binary forms,
+ * with or without modification, are permitted provided
+ * that the following conditions are met:
+ * Redistributions of source code must retain the above
+ * copyright notice, this list of conditions and the
+ * following disclaimer.
+ * Redistributions in binary form must reproduce the
+ * above copyright notice, this list of conditions and
+ * the following disclaimer in the documentation and/or
+ * other materials provided with the distribution.
+ * Neither the name of Indiana University nor
+ * the names of its contributors may be used to endorse
+ * or promote products derived from this software without
+ * specific prior written permission.
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
+ * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED
+ * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
+ * PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL
+ * THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY
+ * DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
+ * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
+ * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER
+ * IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ * NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE
+ * USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ */
+/*
+ * The next function is taken from
+ *
https://github.com/antelopeusersgroup/antelope_contrib/blob/master/lib/location/libgenloc/erfinv.c.
+ * Output was modified to be inf or -inf when input is 1 or -1.
+ */
+#ifndef MXNET_OPERATOR_CONTRIB_ERFINV_INL_H_
+#define MXNET_OPERATOR_CONTRIB_ERFINV_INL_H_
+
+#define _USE_MATH_DEFINES
+
+#include <mxnet/base.h>
+#include <limits>
+#include "math.h"
+
+namespace mxnet {
+namespace op {
+namespace mshadow_op {
+
+/*! \brief inverse gauss error function */
+struct erfinv : public mxnet_op::tunable {
+ template<typename DType>
+ MSHADOW_XINLINE static DType Map(DType v) {
+ /* Function to calculate inverse error function. Rational approximation
+ is used to generate an initial approximation, which is then improved to
+ full accuracy by two steps of Newton's method. Code is a direct
+ translation of the erfinv m file in matlab version 2.0.
+ Author: Gary L. Pavlis, Indiana University
+ Date: February 1996
+ */
+ const double central_range = 0.7;
+ double y = static_cast<double>(v);
+ double y_fab = std::fabs(y);
+ /*working variables */
+ double x = 0.0;
+ double z, num, dem;
+ /* coefficients in rational expansion */
+ double a[4]={ 0.886226899, -1.645349621, 0.914624893, -0.140543331};
+ double b[4]={-2.118377725, 1.442710462, -0.329097515, 0.012229801};
+ double c[4]={-1.970840454, -1.624906493, 3.429567803, 1.641345311};
+ double d[2]={ 3.543889200, 1.637067800};
+ if (y_fab > 1.0) {
+ /* This needs IEEE constant*/
+ return DType(std::numeric_limits<double>::quiet_NaN());
+ } else if (y_fab == 1.0) {
+ return DType((std::copysign(1.0,
y))*std::numeric_limits<double>::infinity());
+ } else if (y_fab <= central_range) {
+ z = y*y;
+ num = (((a[3]*z + a[2])*z + a[1])*z + a[0]);
+ dem = ((((b[3]*z + b[2])*z + b[1])*z +b[0])*z + 1.0);
+ x = y*num/dem;
+ } else {
+ z = std::sqrt(-std::log((1.0-y_fab)/2.0));
+ num = ((c[3]*z + c[2])*z + c[1])*z + c[0];
+ dem = (d[1]*z + d[0])*z + 1.0;
+ x = (std::copysign(1.0, y))*num/dem;
+ }
+ /* Two steps of Newton-Raphson correction */
+ x = x - (std::erf(x) - y)/((2.0/std::sqrt(M_PI))*std::exp(-x*x));
+ x = x - (std::erf(x) - y)/((2.0/std::sqrt(M_PI))*std::exp(-x*x));
+
+ return DType(x);
+ }
+};
+
+} // namespace mshadow_op
+} // namespace op
+} // namespace mxnet
+
+#endif // MXNET_OPERATOR_CONTRIB_ERFINV_INL_H_
diff --git a/src/operator/mshadow_op.h b/src/operator/mshadow_op.h
index 0b20a02..f56436b 100644
--- a/src/operator/mshadow_op.h
+++ b/src/operator/mshadow_op.h
@@ -31,6 +31,7 @@
#include "math_functions-inl.h"
#include "special_functions-inl.h"
#include "./operator_tune.h"
+#include "./contrib/erfinv-inl.h"
#ifdef __CUDACC__
#include <cuda_fp16.h>
@@ -169,6 +170,8 @@ struct softrelu : public mxnet_op::tunable {
MXNET_UNARY_MATH_OP(softrelu_grad, -math::expm1(-a));
+MXNET_UNARY_MATH_OP(erfinv_grad, 0.5 * math::sqrt(PI) *
math::exp(math::sqr(erfinv::Map(a))));
+
MXNET_UNARY_MATH_OP(erf_grad, 2.0 / math::sqrt(PI) * math::exp(-(a * a)));
MXNET_SIMPLE_UNARY_MATH_OP(erf);
diff --git a/src/operator/operator_tune.cc b/src/operator/operator_tune.cc
index 2018e80..56d35b2 100644
--- a/src/operator/operator_tune.cc
+++ b/src/operator/operator_tune.cc
@@ -234,9 +234,11 @@ IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::log2);
// NOLINT()
IMPLEMENT_UNARY_WORKLOAD_BWD(mxnet::op::mshadow_op::log2_grad); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::log10); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_BWD(mxnet::op::mshadow_op::log10_grad); // NOLINT()
-IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::sin); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::erf); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_BWD(mxnet::op::mshadow_op::erf_grad); // NOLINT()
+IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::erfinv); // NOLINT()
+IMPLEMENT_UNARY_WORKLOAD_BWD(mxnet::op::mshadow_op::erfinv_grad); // NOLINT()
+IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::sin); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_BWD(mxnet::op::mshadow_op::sin_grad); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_FWD(mxnet::op::mshadow_op::sinh); // NOLINT()
IMPLEMENT_UNARY_WORKLOAD_BWD(mxnet::op::mshadow_op::sinh_grad); // NOLINT()
diff --git a/src/operator/tensor/elemwise_unary_op_basic.cc
b/src/operator/tensor/elemwise_unary_op_basic.cc
index c0d420f..d0079b5 100644
--- a/src/operator/tensor/elemwise_unary_op_basic.cc
+++ b/src/operator/tensor/elemwise_unary_op_basic.cc
@@ -916,6 +916,22 @@ MXNET_OPERATOR_REGISTER_BINARY(_backward_erf)
.set_attr<FCompute>("FCompute<cpu>",
ElemwiseBinaryOp::Compute<cpu,
unary_bwd<mshadow_op::erf_grad>>);
+// erfinv
+MXNET_OPERATOR_REGISTER_UNARY(erfinv)
+.describe(R"code(Returns element-wise inverse gauss error function of the
input.
+
+Example::
+
+ erfinv([0, 0.5., -1.]) = [0., 0.4769, -inf]
+
+)code" ADD_FILELINE)
+.set_attr<FCompute>("FCompute<cpu>", UnaryOp::Compute<cpu, mshadow_op::erfinv>)
+.set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseIn{"_backward_erfinv"});
+
+MXNET_OPERATOR_REGISTER_BINARY(_backward_erfinv)
+.set_attr<FCompute>("FCompute<cpu>",
+ ElemwiseBinaryOp::Compute<cpu,
unary_bwd<mshadow_op::erfinv_grad>>);
+
// rcbrt
MXNET_OPERATOR_REGISTER_UNARY(rcbrt)
.describe(R"code(Returns element-wise inverse cube-root value of the input.
diff --git a/src/operator/tensor/elemwise_unary_op_basic.cu
b/src/operator/tensor/elemwise_unary_op_basic.cu
index 14f2be0..642cb0e 100644
--- a/src/operator/tensor/elemwise_unary_op_basic.cu
+++ b/src/operator/tensor/elemwise_unary_op_basic.cu
@@ -62,6 +62,14 @@ NNVM_REGISTER_OP(_backward_erf)
.set_attr<FCompute>("FCompute<gpu>",
ElemwiseBinaryOp::Compute<gpu,
unary_bwd<mshadow_op::erf_grad>>);
+// erfinv
+NNVM_REGISTER_OP(erfinv)
+.set_attr<FCompute>("FCompute<gpu>", UnaryOp::Compute<gpu,
mshadow_op::erfinv>);
+
+NNVM_REGISTER_OP(_backward_erfinv)
+.set_attr<FCompute>("FCompute<gpu>",
+ ElemwiseBinaryOp::Compute<gpu,
unary_bwd<mshadow_op::erfinv_grad>>);
+
// copy
NNVM_REGISTER_OP(_copy)
.set_attr<FCompute>("FCompute<gpu>", UnaryOp::IdentityCompute<gpu>)
diff --git a/tests/nightly/apache_rat_license_check/rat-excludes
b/tests/nightly/apache_rat_license_check/rat-excludes
index 5969f01..782ef40 100755
--- a/tests/nightly/apache_rat_license_check/rat-excludes
+++ b/tests/nightly/apache_rat_license_check/rat-excludes
@@ -35,6 +35,7 @@ _mask.pyx
coco.py
base.pyi
special_functions-inl.h
+erfinv-inl.h
im2col.cuh
im2col.h
pool.h
@@ -49,4 +50,4 @@ deformable_im2col.h
REQUIRE
include/*
.*.iml
-.*.json.ref
\ No newline at end of file
+.*.json.ref
diff --git a/tests/python/unittest/test_operator.py
b/tests/python/unittest/test_operator.py
index cb19fd8..cda801c 100644
--- a/tests/python/unittest/test_operator.py
+++ b/tests/python/unittest/test_operator.py
@@ -3500,7 +3500,11 @@ def test_special_functions_using_scipy():
# erf
mathematical_core("erf", lambda x: mx.sym.erf(x), lambda x:
scipy_special.erf(x),
- lambda x: 2.0 / math.sqrt(math.pi) * math.exp(-(x ** 2)),
0.5, 0.5)
+ lambda x: 2.0 / math.sqrt(math.pi) * np.exp(-(x ** 2)),
0.5, 0.5)
+
+ # erfinv
+ mathematical_core("erfinv", lambda x: mx.sym.erfinv(x), lambda x:
scipy_special.erfinv(x),
+ lambda x: 0.5 * math.sqrt(math.pi) *
np.exp(scipy_special.erfinv(x) ** 2), 0.5, 0.5)
def rounding(name, forward_mxnet_call, forward_numpy_call, data_init=5.,
grad_init=2.):
diff --git a/tools/license_header.py b/tools/license_header.py
index 199d56c..11cc928 100755
--- a/tools/license_header.py
+++ b/tools/license_header.py
@@ -84,6 +84,7 @@ _WHITE_LIST = [
'src/operator/nn/im2col.cuh',
# Licenses in headers
+ 'src/operator/contrib/erfinv-inl.h',
'docs/_static/searchtools_custom.js',
'docs/_static/js/clipboard.js',
'docs/_static/js/clipboard.min.js',
