Summary:
This PR implements the following linear algebra algorithms for low-rank matrices:
- [x] Approximate `A` as `Q Q^H A` - using Algorithm 4.4 from [Halko et al, 2009](http://arxiv.org/abs/0909.4061).
+ exposed as `torch.lowrank.get_approximate_basis(A, q, niter=2, M=None) -> Q`
+ [x] dense matrices
+ [x] batches of dense matrices
+ [x] sparse matrices
+ [x] documentation
- [x] SVD - using Algorithm 5.1 from [Halko et al, 2009](http://arxiv.org/abs/0909.4061).
+ uses `torch.lowrank.get_approximate_basis`
+ exposed as `torch.svd_lowrank(A, q=6, niter=2, M=None) -> (U, S, V)`
+ [x] dense matrices
+ [x] batches of dense matrices
+ [x] sparse matrices
+ [x] documentation
- [x] PCA - using `torch.svd_lowrank`
+ uses `torch.svd_lowrank`
+ exposed as `torch.pca_lowrank(A, center=True, q=None, niter=2) -> (U, S, V)`
+ [x] dense matrices
+ [x] batches of dense matrices
+ [x] sparse matrices, uses non-centered sparse matrix algorithm
+ [x] documentation
- [x] generalized eigenvalue solver using the original LOBPCG algorithm [Knyazev, 2001](https://epubs.siam.org/doi/abs/10.1137/S1064827500366124)
+ exposed as `torch.lobpcg(A, B=None, k=1, method="basic", ...)`
+ [x] dense matrices
+ [x] batches of dense matrices
+ [x] sparse matrices
+ [x] documentation
- [x] generalized eigenvalue solver using robust LOBPCG with orthogonal basis selection [Stathopoulos, 2002](https://epubs.siam.org/doi/10.1137/S1064827500370883)
+ exposed as `torch.lobpcg(A, B=None, k=1, method="ortho", ...)`
+ [x] dense matrices
+ [x] batches of dense matrices
+ [x] sparse matrices
+ [x] documentation
- [x] generalized eigenvalue solver using the robust and efficient LOBPCG Algorithm 8 from [Duersch et al, 2018](https://epubs.siam.org/doi/abs/10.1137/17M1129830) that switches to orthogonal basis selection automatically
+ the "ortho" method improves iterations so rapidly that in the current test cases it does not make sense to use the basic iterations at all. If users will have matrices for which basic iterations could improve convergence then the `tracker` argument allows breaking the iteration process at user choice so that the user can switch to the orthogonal basis selection if needed. In conclusion, there is no need to implement Algorithm 8 at this point.
- [x] benchmarks
+ [x] `torch.svd` vs `torch.svd_lowrank`, see notebook [Low-rank SVD](https://github.com/Quansight/pearu-sandbox/blob/master/pytorch/Low-rank%20SVD.ipynb). In conclusion, the low-rank SVD is going to be useful only for large sparse matrices where the full-rank SVD will fail due to memory limitations.
+ [x] `torch.lobpcg` vs `scipy.sparse.linalg.lobpcg`, see notebook [LOBPCG - pytorch vs scipy](https://github.com/Quansight/pearu-sandbox/blob/master/pytorch/LOBPCG%20-%20pytorch%20vs%20scipy.ipynb). In conculsion, both implementations give the same results (up to numerical errors from different methods), scipy lobpcg implementation is generally faster.
+ [x] On very small tolerance cases, `torch.lobpcg` is more robust than `scipy.sparse.linalg.lobpcg` (see `test_lobpcg_scipy` results)
Resolves https://github.com/pytorch/pytorch/issues/8049.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/29488
Differential Revision: D20193196
Pulled By: vincentqb
fbshipit-source-id: 78a4879912424595e6ea95a95e483a37487a907e
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/33504
Fix resolution fo functions that are bound onto torch in torch/functional.py. This does not fix compilation of all of those functions, those will be done in follow ups. Does torch.stft as a start.
Fixes#21478
Test Plan: Imported from OSS
Differential Revision: D20014591
Pulled By: eellison
fbshipit-source-id: bb362f1b5479adbb890e72a54111ef716679d127
Summary:
This adds `__torch_function__` support for all functions in `torch.functional` and `torch.nn.functional`.
The changes to C++ code and codegen scripts are to facilitate adding `__torch_function__` support for the native functions in `torch._C._nn`. Note that I moved the `handle_torch_function` C++ function to a header that both `python_torch_functions.cpp` and `python_nn_functions.cpp` include. The changes to `python_nn_functions.cpp` mirror the changes I made to `python_torch_functions.cpp` when `__torch_function__` support was first added in https://github.com/pytorch/pytorch/issues/27064. Due to the somewhat different way the `torch._C` and `torch._C._nn` namespaces are initialized I needed to create a new static reference to the `torch._C._nn` namespace (`THPNNVariableFunctions`). I'm not sure if that is the best way to do this. In principle I could import these namespaces in each kernel and avoid the global variable but that would have a runtime cost.
I added `__torch_function__` support to the Python functions in `torch.nn.functional` following the approach in https://github.com/pytorch/pytorch/issues/32194.
I re-enabled the test that checks if all functions in the `torch` namespace are explicitly tested for `__torch_function__` support. I also generalized the check to work for `torch.functional` and `torch.nn.functional` as well. This test was explicitly disabled in https://github.com/pytorch/pytorch/issues/30730 and I'm happy to disable it again if you think that's appropriate. I figured now was as good a time as any to try to re-enable it.
Finally I adjusted the existing torch API tests to suppress deprecation warnings and add keyword arguments used by some of the code in `torch.nn.functional` that were missed when I originally added the tests in https://github.com/pytorch/pytorch/issues/27064.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/32799
Differential Revision: D19956809
Pulled By: ezyang
fbshipit-source-id: 40d34e0109cc4b9f3ef62f409d2d35a1d84e3d22
Summary:
Understanding which ops return views and which return tensors with new storage is a common user issue, and an issue for developers connecting accelerators to PyTorch, too. This generic test suite verifies that ops which should return views do (and a few ops that shouldn't don't). The documentation has also been updated for .t(), permute(), unfold(), and select() to clarify they return views.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/32512
Differential Revision: D19659454
Pulled By: mruberry
fbshipit-source-id: b4334be9b698253a979e1bb8746fdb3ca24aa4e3
Summary:
For now I'm just removing the decorators from all of the currently overridable functions in `torch.functional`. This means they are no longer overridable, however this should fix the benchmark regressions reported in https://github.com/pytorch/pytorch/issues/30831. Moving forward we'll be looking at reducing the overhead of the python-level override mechanism and failing that, re-implementing all of these operators in C++.
cc hl475
Pull Request resolved: https://github.com/pytorch/pytorch/pull/30839
Differential Revision: D18838848
Pulled By: ezyang
fbshipit-source-id: 22b8015d7b2f7a947f1ebc9632c998e081b48ad8
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/31116
Changelist:
- remove BUILD_NAMEDTENSOR macro
- remove torch._C._BUILD_NAMEDTENSOR
- remove all python behavior that relies on torch._C._BUILD_NAMEDTENSOR
Future:
- In the next diff, I will remove all usages of
ATen/core/EnableNamedTensor.h since that header doesn't do anything
anymore
- After that, we'll be done with the BUILD_NAMEDTENSOR removal.
Test Plan: - run CI
Differential Revision: D18934951
Pulled By: zou3519
fbshipit-source-id: 0a0df0f1f0470d0a01c495579333a2835aac9f5d
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/30892
Fixes all outstanding lints and actually installs a properly configured
flake8
Test Plan: Imported from OSS
Differential Revision: D18862825
Pulled By: suo
fbshipit-source-id: 08e9083338a7309272e17bb803feaa42e348aa85
Summary:
This is a re-do of https://github.com/pytorch/pytorch/issues/27064, which was reverted (b8792c0438). This was landed at the same time as other work that added new operators to the `torch` namespace so the check for whether the `torch` namespace is exhaustively checked for overridability was triggering test failures.
I've temporarily disabled that check and added an explanatory comment that the check will be re-enabled in a future PR that will be merged during a time when the commit velocity on PyTorch is lower.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/30730
Differential Revision: D18813270
Pulled By: ezyang
fbshipit-source-id: 70477c4656dca8fea6e7bc59259555041fcfbf68
Summary:
Changelog:
- Remove `torch.gels` which was deprecated in v1.2.0
Pull Request resolved: https://github.com/pytorch/pytorch/pull/26480
Test Plan: - No tests were changed and all callsites for `torch.gels` where modified to `torch.lstsq` when `torch.lstsq` was introduced
Differential Revision: D17527207
Pulled By: zou3519
fbshipit-source-id: 28e2fa3a3bf30eb6b9029bb5aab198c4d570a950
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/23804
`output = tensor.align_to(names)` returns a view of `tensor` such that
`output.names = names`. Dimensions with the same names in `tensor` and
`output` have the same sizes; dimensions with new names have size 1.
The following must be true for this operation to succeed:
1) tensor.names must be a subsequence (not necessarily contiguous) of `names`
2) Aligning tensor.names to names must not change the absolute position from the
right of any unnamed dimension.
In practice, these constraints mean that aligning cannot transpose
names.
Some examples:
- Tensor[C].align_to(C) -> Tensor[C]
- Tensor[N].align_to([N, C]) -> Tensor[N, C]
- Tensor[H, W].align_to([N, H, W, C]) -> Tensor[N, H, W, C]
- Tensor[None].align_to([N, None]) -> Tensor[N, None]
- Tensor[N].align_to([N, None None]) -> Tensor[N, None, None]
Examples of error cases:
- Tensor[W, H].align_to([N, H, W, C]) -> Error (not a subsequence)
- Tensor[None, H].align_to([None, H, W]) -> Error (would change the
absolute position from the right of a None dimension)
`torch.align_tensors(*tensors)` aligns the named dimensions of each
tensor according to the alignment rules so that they can be used in an
operation. More concretely, it aligns each tensor to the
longest names among the names of the tensors in `tensors`.
This allows users to emulate "broadcasting by names", which is one of
the things named tensors tries to enable. Here is an example:
```
imgs: Tensor[N, C, H, W]
scale: Tensor[N]
// Doesn't work because we do broadcasting by alignment by default
imgs * scale
// Does work
imgs, scale = torch.align_tensors(imgs, scale)
imas * scale
```
Future:
- Consider allowing broadcasting by names by default.
Test Plan:
- The diff looks pretty large but more than half of it is testing.
- new tests [namedtensor ci]
Differential Revision: D16657927
Pulled By: zou3519
fbshipit-source-id: e2f958bf5146c8ee3b694aba57d21b08e928a4e6
Summary:
Changelog:
- Rename `gels` to `lstsq`
- Fix all callsites
- Rename all tests
- Create a tentative alias for `lstsq` under the name `gels` and add a deprecation warning to not promote usage.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/23460
Test Plan: - All tests should pass to confirm that the patch is correct
Differential Revision: D16547834
Pulled By: colesbury
fbshipit-source-id: b3bdb8f4c5d14c7716c3d9528e40324cc544e496
Summary:
We want to be able to call stft from a torchscript which requires that stft have a type annotation
Pull Request resolved: https://github.com/pytorch/pytorch/pull/21302
Differential Revision: D15607973
Pulled By: cpuhrsch
fbshipit-source-id: c4a5c09cdaafe7e81cf487a3ad216d1b03464a21
Summary:
Currently when the argument to isinf and isfinite is not tensor, a ValueError is raised. This, however, should be a TypeError, because the error is a type mismatch.
In the error message, "str(tensor)" is replaced by "repr(tensor)" because, when an error occurs, a printable representation of the object is likely more useful than the "informal" string version of the object.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/20817
Differential Revision: D15495624
Pulled By: ezyang
fbshipit-source-id: 514198dcd723a7031818e50a87e187b22d51af73
Summary:
"then the output would also has k tensors" -> "then the output would also have k tensors"
Pull Request resolved: https://github.com/pytorch/pytorch/pull/20425
Differential Revision: D15320152
Pulled By: zou3519
fbshipit-source-id: b04e2ccd29c6a3e33ad1040d0ea975a01a7bd9b5
Summary:
Changelog:
- Rename `potri` to `cholesky_inverse` to remain consistent with names of `cholesky` methods (`cholesky`, `cholesky_solve`)
- Fix all callsites
- Rename all tests
- Create a tentative alias for `cholesky_inverse` under the name `potri` and add a deprecation warning to not promote usage
Pull Request resolved: https://github.com/pytorch/pytorch/pull/19498
Differential Revision: D15029901
Pulled By: ezyang
fbshipit-source-id: 2074286dc93d8744cdc9a45d54644fe57df3a57a
Summary:
Changelog:
- Rename `btrisolve` to `lu_solve` to remain consistent with names of solve methods (`cholesky_solve`, `triangular_solve`, `solve`)
- Fix all callsites
- Rename all tests
- Create a tentative alias for `lu_solve` under the name `btrisolve` and add a deprecation warning to not promote usage
Pull Request resolved: https://github.com/pytorch/pytorch/pull/18726
Differential Revision: D14726237
Pulled By: zou3519
fbshipit-source-id: bf25f6c79062183a4153015e0ec7ebab2c8b986b
Summary:
Changelog:
- Renames `btriunpack` to `lu_unpack` to remain consistent with the `lu` function interface.
- Rename all relevant tests, fix callsites
- Create a tentative alias for `lu_unpack` under the name `btriunpack` and add a deprecation warning to not promote usage.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/18529
Differential Revision: D14683161
Pulled By: soumith
fbshipit-source-id: 994287eaa15c50fd74c2f1c7646edfc61e8099b1
