Thanks, is there a way to know what operations are allowed in the context 
of building a loss function? I can see that T.eq would have 0 gradients 
everywhere except the discontinuous point at which the function equals 1, 
but I'm having trouble imagining what the gradient would be for something 
like T.set_subtensor, which also seems to have a 0 gradient.

On Monday, March 6, 2017 at 11:38:59 AM UTC-6, Jesse Livezey wrote:
>
> There is nothing wrong with using T.eq. But, the derivatives with respect 
> to the inputs will be zero, so your cost function is not useful for 
> training.
>
> On Sunday, March 5, 2017 at 8:03:12 PM UTC-8, 
> [email protected] wrote:
>>
>> Thanks Jesse, so are there operations that are "safe" to use and others 
>> that aren't? Where can I find this information? Also, I've used T.eq before 
>> in another custom loss function which works correctly and doesn't return 0 
>> gradients, but my use case there is in computing array indices, such as the 
>> way I'm using it in this line:
>>
>> pred_up = T.flatten(pred_one_hot[T.eq(unchanged_col, 0).nonzero(), 
>> preprocess.up_index])
>>
>> Is T.eq ok to use in some contexts and not others?
>>
>> On Sunday, March 5, 2017 at 9:14:20 PM UTC-6, Jesse Livezey wrote:
>>>
>>> The gradient of T.eq will be zero (almost) everywhere and you're using 
>>> it to compute num_win and num_lose.
>>>
>>> On Sunday, March 5, 2017 at 2:42:14 PM UTC-8, 
>>> [email protected] wrote:
>>>>
>>>> Also, the return values of this loss function are small compared to 
>>>> cross-entropy, some sample values after random initialization were around 
>>>> +/- 0.01. There is a LSTM layer and the input sequences are thousands of 
>>>> elements long, so I suspected vanishing gradients. However, I'm printing 
>>>> out the min, max, and mean of the gradients w.r.t each parameter, and they 
>>>> are all exactly equal to 0, which seems to indicate a different problem.
>>>>
>>>> On Sunday, March 5, 2017 at 3:59:42 PM UTC-6, 
>>>> [email protected] wrote:
>>>>>
>>>>> I have defined a custom loss function, and despite the loss function 
>>>>> returning correct values given the inputs, the gradients are all always 0 
>>>>> w.r.t each of my parameters. I am not suppressing any theano errors 
>>>>> including the disconnected input error, so I can't explain what is 
>>>>> causing 
>>>>> this. I have copied the loss function below; in words, I first convert a 
>>>>> 3 
>>>>> class softmax output into a one hot representation, then I compare a 
>>>>> subset 
>>>>> of it to the response and compute a quantity of interest. More generally, 
>>>>> I 
>>>>> was under the impression that if one could express a function using 
>>>>> theano 
>>>>> ops, it could be used as a loss function. Is this not the case?
>>>>>
>>>>> def calc_one_hot_loss(pred, y, mask):
>>>>>     mask_flat = T.flatten(mask)
>>>>>     length = T.sum(mask_flat, dtype='int32')
>>>>>     pred_unmasked = pred[mask_flat.nonzero()]
>>>>>     max_indices = T.argmax(pred_unmasked, axis=1)
>>>>>     pred_zero = T.set_subtensor(pred_unmasked[:], 0)
>>>>>     pred_one_hot = T.set_subtensor(pred_zero[T.arange(length), 
>>>>> max_indices], 1)
>>>>>     y_unmasked = y[mask_flat.nonzero()]
>>>>>     unchanged_col = pred_one_hot[:, preprocess.unchanged_index]
>>>>>     pred_up = T.flatten(pred_one_hot[T.eq(unchanged_col, 0).nonzero(), 
>>>>> preprocess.up_index])
>>>>>     pred_down = T.flatten(pred_one_hot[T.eq(unchanged_col, 0).nonzero(), 
>>>>> preprocess.down_index])
>>>>>     y_up = T.flatten(y_unmasked[T.eq(unchanged_col, 0).nonzero(), 
>>>>> preprocess.up_index])
>>>>>     y_down = T.flatten(y_unmasked[T.eq(unchanged_col, 0).nonzero(), 
>>>>> preprocess.down_index])
>>>>>     diff_up = T.abs_(pred_up - y_up)
>>>>>     diff_down = T.abs_(pred_down - y_down)
>>>>>     diff_sum = diff_up + diff_down
>>>>>     num_win = T.sum(T.eq(diff_sum, 0))
>>>>>     num_lose = T.sum(T.eq(diff_sum, 2))
>>>>>     loss = -1 * (num_win - num_lose) / length
>>>>>     return loss
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>

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