I'm not sure that such a list exists.

One heuristic is that if your function returns an int or boolean (binary) 
value, then the derivatives are probably going to be zero.

set_subtensor returns a modified tensor (potentially a float) and so the 
derivative with respect to the original tensor and new subtensor will 
generally be non-zero.

On Monday, March 6, 2017 at 3:20:45 PM UTC-8, 
[email protected] wrote:
>
> 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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