Python tensorflow.svd函数代码示例

  def Test(self):
    np.random.seed(1)
    x_np = np.random.uniform(
        low=-1.0, high=1.0, size=np.prod(shape_)).reshape(shape_).astype(dtype_)
    if is_complex:
      x_np += 1j * np.random.uniform(
          low=-1.0, high=1.0,
          size=np.prod(shape_)).reshape(shape_).astype(dtype_)

    for compute_uv in False, True:
      for full_matrices in False, True:
        with self.test_session() as sess:
          if use_static_shape_:
            x_tf = tf.constant(x_np)
          else:
            x_tf = tf.placeholder(dtype_)

          if compute_uv:
            s_tf, u_tf, v_tf = tf.svd(x_tf,
                                      compute_uv=compute_uv,
                                      full_matrices=full_matrices)
            if use_static_shape_:
              s_tf_val, u_tf_val, v_tf_val = sess.run([s_tf, u_tf, v_tf])
            else:
              s_tf_val, u_tf_val, v_tf_val = sess.run([s_tf, u_tf, v_tf],
                                                      feed_dict={x_tf: x_np})
          else:
            s_tf = tf.svd(x_tf,
                          compute_uv=compute_uv,
                          full_matrices=full_matrices)
            if use_static_shape_:
              s_tf_val = sess.run(s_tf)
            else:
              s_tf_val = sess.run(s_tf, feed_dict={x_tf: x_np})

          if compute_uv:
            u_np, s_np, v_np = np.linalg.svd(x_np,
                                             compute_uv=compute_uv,
                                             full_matrices=full_matrices)
          else:
            s_np = np.linalg.svd(x_np,
                                 compute_uv=compute_uv,
                                 full_matrices=full_matrices)
          # We explicitly avoid the situation where numpy eliminates a first
          # dimension that is equal to one
          s_np = np.reshape(s_np, s_tf_val.shape)

          CompareSingularValues(self, s_np, s_tf_val)
          if compute_uv:
            CompareSingularVectors(self, u_np, u_tf_val, min(shape_[-2:]))
            CompareSingularVectors(self,
                                   np.conj(np.swapaxes(v_np, -2, -1)), v_tf_val,
                                   min(shape_[-2:]))
            CheckApproximation(self, x_np, u_tf_val, s_tf_val, v_tf_val,
                               full_matrices)
            CheckUnitary(self, u_tf_val)
            CheckUnitary(self, v_tf_val)

  def Test(self):
    np.random.seed(1)

    if dtype_ in (np.float32, np.float64):
      x = np.random.uniform(low=-1.0, high=1.0,
                            size=np.prod(shape_)).reshape(shape_).astype(dtype_)
    elif dtype == np.complex64:
      x = np.random.uniform(low=-1.0, high=1.0,
                        size=np.prod(shape_)).reshape(shape_).astype(np.float32)
      + 1j * np.random.uniform(low=-1.0, high=1.0,
                        size=np.prod(shape_)).reshape(shape_).astype(np.float32)
    else:
      x = np.random.uniform(low=-1.0, high=1.0,
                        size=np.prod(shape_)).reshape(shape_).astype(np.float64)
      + 1j * np.random.uniform(low=-1.0, high=1.0,
                        size=np.prod(shape_)).reshape(shape_).astype(np.float64)

    for compute_uv in False, True:
      for full_matrices in False, True:
        with self.test_session():
          if x.ndim == 2:
            if compute_uv:
              tf_s, tf_u, tf_v = tf.svd(tf.constant(x),
                                        compute_uv=compute_uv,
                                        full_matrices=full_matrices)
            else:
              tf_s = tf.svd(tf.constant(x),
                            compute_uv=compute_uv,
                            full_matrices=full_matrices)
          else:
            if compute_uv:
              tf_s, tf_u, tf_v = tf.batch_svd(
                  tf.constant(x),
                  compute_uv=compute_uv,
                  full_matrices=full_matrices)
            else:
              tf_s = tf.batch_svd(
                  tf.constant(x),
                  compute_uv=compute_uv,
                  full_matrices=full_matrices)
          if compute_uv:
            np_u, np_s, np_v = np.linalg.svd(x,
                                             compute_uv=compute_uv,
                                             full_matrices=full_matrices)
          else:
            np_s = np.linalg.svd(x,
                                 compute_uv=compute_uv,
                                 full_matrices=full_matrices)
          CompareSingularValues(self, np_s, tf_s.eval())
          if compute_uv:
            CompareSingularVectors(self, np_u, tf_u.eval(), min(shape_[-2:]))
            CompareSingularVectors(self, np.conj(np.swapaxes(np_v, -2, -1)),
                                   tf_v.eval(), min(shape_[-2:]))
            CheckApproximation(self, x, tf_u, tf_s, tf_v, full_matrices)
            CheckUnitary(self, tf_u)
            CheckUnitary(self, tf_v)

 def testBatchAndSvd(self):
   with self.cached_session():
     mat = [[1., 2.], [2., 3.]]
     batched_mat = tf.expand_dims(mat, [0])
     result = tf.matmul(mat, mat).eval()
     result_batched = tf.batch_matmul(batched_mat, batched_mat).eval()
     self.assertAllEqual(result_batched, np.expand_dims(result, 0))
     self.assertAllEqual(
         tf.svd(mat, False, True).eval(),
         tf.svd(mat, compute_uv=False, full_matrices=True).eval())

 def testWrongDimensions(self):
   # The input to batch_svd should be a tensor of at least rank 2.
   scalar = tf.constant(1.)
   with self.assertRaisesRegexp(ValueError,
                                "Shape must be at least rank 2 but is rank 0"):
     tf.svd(scalar)
   vector = tf.constant([1., 2.])
   with self.assertRaisesRegexp(ValueError,
                                "Shape must be at least rank 2 but is rank 1"):
     tf.svd(vector)

 def __tensor_norm__(self,tensor,order):
     if order in ['Si']:           # Schatten inf norm
         s,U,V=tf.svd(tensor,full_matrices=False)
         return tf.norm(s,ord=np.inf)
     elif order[0]=='S':           # Schatten norm
         s,U,V=tf.svd(tensor,full_matrices=False)
         sub_order=int(order[1:])
         return tf.norm(s,ord=sub_order)
     else:
         sub_order=int(order)
         return tf.norm(tensor,ord=sub_order)

 def Test(self):
   np.random.seed(1)
   x = np.random.uniform(
       low=-1.0, high=1.0, size=np.prod(shape_)).reshape(shape_).astype(dtype_)
   if dtype_ == np.float32:
     atol = 1e-4
   else:
     atol = 1e-14
   for compute_uv in False, True:
     for full_matrices in False, True:
       with self.test_session():
         if x.ndim == 2:
           if compute_uv:
             tf_s, tf_u, tf_v = tf.svd(tf.constant(x),
                                       compute_uv=compute_uv,
                                       full_matrices=full_matrices)
           else:
             tf_s = tf.svd(tf.constant(x),
                           compute_uv=compute_uv,
                           full_matrices=full_matrices)
         else:
           if compute_uv:
             tf_s, tf_u, tf_v = tf.batch_svd(
                 tf.constant(x),
                 compute_uv=compute_uv,
                 full_matrices=full_matrices)
           else:
             tf_s = tf.batch_svd(
                 tf.constant(x),
                 compute_uv=compute_uv,
                 full_matrices=full_matrices)
         if compute_uv:
           np_u, np_s, np_v = np.linalg.svd(x,
                                            compute_uv=compute_uv,
                                            full_matrices=full_matrices)
         else:
           np_s = np.linalg.svd(x,
                                compute_uv=compute_uv,
                                full_matrices=full_matrices)
         self.assertAllClose(np_s, tf_s.eval(), atol=atol)
         if compute_uv:
           CompareSingularVectors(self, np_u, tf_u.eval(), min(shape_[-2:]),
                                  atol)
           CompareSingularVectors(self, np.swapaxes(np_v, -2, -1), tf_v.eval(),
                                  min(shape_[-2:]), atol)
           CheckApproximation(self, x, tf_u, tf_s, tf_v, full_matrices, atol)
           CheckUnitary(self, tf_u)
           CheckUnitary(self, tf_v)

def random_orthonormal_initializer(shape, dtype=tf.float32,
                                   partition_info=None):  # pylint: disable=unused-argument
  """Variable initializer that produces a random orthonormal matrix."""
  if len(shape) != 2 or shape[0] != shape[1]:
    raise ValueError("Expecting square shape, got %s" % shape)
  _, u, _ = tf.svd(tf.random_normal(shape, dtype=dtype), full_matrices=True)
  return u

def pseudo_inverse(mat, eps=1e-10):
  """Computes pseudo-inverse of mat, treating eigenvalues below eps as 0."""
  
  s, u, v = tf.svd(mat)
  eps = 1e-10   # zero threshold for eigenvalues
  si = tf.where(tf.less(s, eps), s, 1./s)
  return u @ tf.diag(si) @ tf.transpose(v)

def symsqrt(mat, eps=1e-7):
  """Symmetric square root."""
  s, u, v = tf.svd(mat)
  # sqrt is unstable around 0, just use 0 in such case
  print("Warning, cutting off at eps")
  si = tf.where(tf.less(s, eps), s, tf.sqrt(s))
  return u @ tf.diag(si) @ tf.transpose(v)

def _iso_from_svd_decomp(env, decomp_device=None):
    with tf.device(decomp_device):
        env_r = tf.reshape(env, (env.shape[0], -1))
        s, u, v = tf.svd(env_r)
        vh = tf.linalg.adjoint(v)
        vh = tf.reshape(vh, (vh.shape[0], env.shape[1], env.shape[2]))
        return u, s, vh

  def __init__(self, target, name, do_inverses=False):
    self.name = name
    self.target = target
    self.do_inverses = do_inverses
    self.tf_svd = SvdTuple(tf.svd(target))
    self.update_counter = 0

    self.init = SvdTuple(
      ones(target.shape[0], name=name+"_s_init"),
      Identity(target.shape[0], name=name+"_u_init"),
      Identity(target.shape[0], name=name+"_v_init"),
      Identity(target.shape[0], name=name+"_inv_init"),
    )

    assert self.tf_svd.s.shape == self.init.s.shape
    assert self.tf_svd.u.shape == self.init.u.shape
    assert self.tf_svd.v.shape == self.init.v.shape
    #    assert self.tf_svd.inv.shape == self.init.inv.shape

    self.cached = SvdTuple(
      tf.Variable(self.init.s, name=name+"_s"),
      tf.Variable(self.init.u, name=name+"_u"),
      tf.Variable(self.init.v, name=name+"_v"),
      tf.Variable(self.init.inv, name=name+"_inv"),
    )

    self.s = self.cached.s
    self.u = self.cached.u
    self.v = self.cached.v
    self.inv = self.cached.inv
    
    self.holder = SvdTuple(
      tf.placeholder(default_dtype, shape=self.cached.s.shape, name=name+"_s_holder"),
      tf.placeholder(default_dtype, shape=self.cached.u.shape, name=name+"_u_holder"),
      tf.placeholder(default_dtype, shape=self.cached.v.shape, name=name+"_v_holder"),
      tf.placeholder(default_dtype, shape=self.cached.inv.shape, name=name+"_inv_holder")
    )

    self.update_tf_op = tf.group(
      self.cached.s.assign(self.tf_svd.s),
      self.cached.u.assign(self.tf_svd.u),
      self.cached.v.assign(self.tf_svd.v),
      self.cached.inv.assign(self.tf_svd.inv)
    )

    self.update_external_op = tf.group(
      self.cached.s.assign(self.holder.s),
      self.cached.u.assign(self.holder.u),
      self.cached.v.assign(self.holder.v),
    )

    self.update_externalinv_op = tf.group(
      self.cached.inv.assign(self.holder.inv),
    )


    self.init_ops = (self.s.initializer, self.u.initializer, self.v.initializer,
                     self.inv.initializer)

  def posterior_mean_and_sample(self, candidates):
    """Draw samples for test predictions.

    Given a Tensor of 'candidates' inputs, returns samples from the posterior
    and the posterior mean prediction for those inputs.

    Args:
      candidates: A (num-examples x num-dims) Tensor containing the inputs for
      which to return predictions.
    Returns:
      y_mean: The posterior mean prediction given these inputs
      y_sample: A sample from the posterior of the outputs given these inputs
    """
    # Cross-covariance for test predictions
    w = tf.identity(self.weights_train)
    inds = tf.squeeze(
        tf.reshape(
            tf.tile(
                tf.reshape(tf.range(self.n_out), (self.n_out, 1)),
                (1, tf.shape(candidates)[0])), (-1, 1)))

    cross_cov = self.cov(tf.tile(candidates, [self.n_out, 1]), self.x_train)
    cross_task_cov = self.task_cov(tf.one_hot(inds, self.n_out), w)
    cross_cov *= cross_task_cov

    # Test mean prediction
    y_mean = tf.matmul(cross_cov, tf.matmul(self.input_inv, self.y_train))

    # Test sample predictions
    # Note this can be done much more efficiently using Kronecker products
    # if all tasks are fully observed (which we won't assume)
    test_cov = (
        self.cov(tf.tile(candidates, [self.n_out, 1]),
                 tf.tile(candidates, [self.n_out, 1])) *
        self.task_cov(tf.one_hot(inds, self.n_out),
                      tf.one_hot(inds, self.n_out)) -
        tf.matmul(cross_cov,
                  tf.matmul(self.input_inv,
                            tf.transpose(cross_cov))))

    # Get the matrix square root through an SVD for drawing samples
    # This seems more numerically stable than the Cholesky
    s, _, v = tf.svd(test_cov, full_matrices=True)
    test_sqrt = tf.matmul(v, tf.matmul(tf.diag(s), tf.transpose(v)))

    y_sample = (
        tf.matmul(
            test_sqrt,
            tf.random_normal([tf.shape(test_sqrt)[0], 1], dtype=tf.float64)) +
        y_mean)

    y_sample = (
        tf.transpose(tf.reshape(y_sample,
                                (self.n_out, -1))) * self.input_std +
        self.input_mean)

    return y_mean, y_sample

def s_norm(tensor,order):
    s,U,V=tf.svd(tensor,full_matrices=False)
    result=None
    if type(order) in [int,float]:
        result=tf.norm(s,ord=order)
    elif type(order) in [list,tuple]:
        result=[tf.norm(s,ord=order_item) for order_item in order]
    else:
        raise ValueError('Unrecognized order of s_norm: %s'%str(order))
    return s,result

 def set_similarity(self, valid_examples=None, pca=True):
     if valid_examples == None:
         if pca:
             valid_examples = np.array(range(20))
         else:
             valid_examples = np.array(range(self.num_vocabulary))
     self.valid_dataset = tf.constant(valid_examples, dtype=tf.int32)
     self.norm = tf.sqrt(tf.reduce_sum(tf.square(self.g_embeddings), 1, keep_dims=True))
     self.normalized_embeddings = self.g_embeddings / self.norm
     # PCA
     if self.num_vocabulary >= 20 and pca == True:
         emb = tf.matmul(self.normalized_embeddings, tf.transpose(self.normalized_embeddings))
         s, u, v = tf.svd(emb)
         u_r = tf.strided_slice(u, begin=[0, 0], end=[20, self.num_vocabulary], strides=[1, 1])
         self.normalized_embeddings = tf.matmul(u_r, self.normalized_embeddings)
     self.valid_embeddings = tf.nn.embedding_lookup(
         self.normalized_embeddings, self.valid_dataset)
     self.similarity = tf.matmul(self.valid_embeddings, tf.transpose(self.normalized_embeddings))

def _uinv_decomp(X_sq, cutoff=0.0, decomp_mode="eigh", decomp_device=None):
    with tf.device(decomp_device):
        if decomp_mode == "svd":
            # hermitian, positive matrix, so eigvals = singular values
            e, v, _ = tf.svd(X_sq)
        elif decomp_mode == "eigh":
            e, v = tf.linalg.eigh(X_sq)
            e = tf.cast(
                e, e.dtype.real_dtype)  # The values here should be real anyway
        else:
            raise ValueError("Invalid decomp_mode: {}".format(decomp_mode))

        # NOTE: Negative values are always due to precision problems.
        # NOTE: Inaccuracies here mean the final tensor is not exactly isometric!
        e_pinvsqrt = tf.where(e <= cutoff, tf.zeros_like(e), 1 / tf.sqrt(e))

        e_pinvsqrt_mat = tf.diag(tf.cast(e_pinvsqrt, v.dtype))
        X_uinv = tf.matmul(v @ e_pinvsqrt_mat, v, adjoint_b=True)
    return X_uinv, e