Merge pull request #36 from Bihaqo/develop

0.2.0

CHANGELOG.md

@@ -0,0 +1,36 @@
+# Change Log
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](http://keepachangelog.com/)
+and this project adheres to [Semantic Versioning](http://semver.org/).
+
+## [Unreleased]
+
+## [0.2.0] - 2017-03-23
+### Added
+- (Partial) support for batches of TT-tensors.
+- Riemannian module (projection on the tangent space).
+- op property and str method for TensorTrain
+- concat_along_batch_dim
+- expand_batch_dim
+- gram_matrix
+- Multiplication by a number
+
+### Changed
+- Fix add function for dtypes not equal tf.float32
+- flat_inner and quadratic_form now return numbers (instead of 1 x 1 tensors)
+
+## [0.1.0] - 2017-03-12
+### Added
+- Indexing (e.g. TensorTrain[:, 3, 2:4])
+- Full (converting TT to dense)
+- TT-SVD and rounding
+- Basic arithmetic (add, multiply, matmul, flat_inner)
+- Variables support
+- Kronecker module (functions for TT-rank 1 TT-matrices)
+- quadratic_form
+- frobenius_norm
+
+[Unreleased]: https://github.com/Bihaqo/t3f/compare/master...develop
+[0.2.0]: https://github.com/Bihaqo/t3f/compare/0.1.0...0.2.0
+[0.1.0]: https://github.com/Bihaqo/t3f/compare/f24409508...0.1.0

README.md

@@ -1,7 +1,7 @@
 TensorFlow implementation of the Tensor Train (TT) -Toolbox.
 
 # Installation
-First, [install TensorFlow](https://www.tensorflow.org/install/). Then simply run
+First, [install TensorFlow](https://www.tensorflow.org/install/) v1 or higher. Then simply run
 ```bash
 pip install t3f
 ```

setup.py

@@ -1,7 +1,7 @@
 from setuptools import setup
 
 setup(name='t3f',
-      version='0.1.0',
+      version='0.2.0',
       description='Tensor Train decomposition on TensorFlow',
       url='https://github.com/Bihaqo/t3f',
       author='Alexander Novikov',

t3f/__init__.py

@@ -1,7 +1,11 @@
-from tensor_train import *
+from tensor_train_base import TensorTrainBase
+from tensor_train import TensorTrain
+from tensor_train_batch import TensorTrainBatch
 from variables import *
 from ops import *
+from batch_ops import *
 from initializers import *
 from regularizers import *
+from riemannian import *
 from shapes import *
 from decompositions import *

t3f/batch_ops.py

@@ -0,0 +1,97 @@
+import tensorflow as tf
+
+from tensor_train_base import TensorTrainBase
+from tensor_train_batch import TensorTrainBatch
+import ops
+
+
+def concat_along_batch_dim(tt_list):
+  """Concat all TensorTrainBatch objects along batch dimension.
+
+  Args:
+    tt_list: a list of TensorTrainBatch objects.
+
+  Returns:
+    TensorTrainBatch
+  """
+  ndims = tt_list[0].ndims()
+
+  if isinstance(tt_list, TensorTrainBase):
+    # Not a list but just one element, nothing to concat.
+    return tt_list
+
+  for batch_idx in range(len(tt_list)):
+    if not isinstance(tt_list[batch_idx], TensorTrainBatch):
+      raise ValueError('All objects in the list should be TTBatch objects, got '
+                       '%s' % tt_list[batch_idx])
+  for batch_idx in range(1, len(tt_list)):
+    if tt_list[batch_idx].get_raw_shape() != tt_list[0].get_raw_shape():
+      raise ValueError('Shapes of all TT-batch objects should coincide, got %s '
+                       'and %s' % (tt_list[0].get_raw_shape(),
+                                   tt_list[batch_idx].get_raw_shape()))
+    if tt_list[batch_idx].get_tt_ranks() != tt_list[0].get_tt_ranks():
+      raise ValueError('TT-ranks of all TT-batch objects should coincide, got '
+                       '%s and %s' % (tt_list[0].get_tt_ranks(),
+                                      tt_list[batch_idx].get_tt_ranks()))
+
+  res_cores = []
+  for core_idx in range(ndims):
+    curr_core = tf.concat([tt.tt_cores[core_idx] for tt in tt_list], axis=0)
+    res_cores.append(curr_core)
+
+  batch_size = sum([tt.batch_size for tt in tt_list])
+
+  return TensorTrainBatch(res_cores, tt_list[0].get_raw_shape(),
+                          tt_list[0].get_tt_ranks(), batch_size)
+
+
+def gram_matrix(tt_vectors, matrix=None):
+  """Computes Gramian matrix of a batch of TT-vecors.
+
+  If matrix is None, computes
+    res[i, j] = t3f.flat_inner(tt_vectors[i], tt_vectors[j]).
+  If matrix is present, computes
+      res[i, j] = t3f.flat_inner(tt_vectors[i], t3f.matmul(matrix, tt_vectors[j]))
+    or more shorly
+      res[i, j] = tt_vectors[i]^T * matrix * tt_vectors[j]
+
+  Args:
+    tt_vectors: TensorTrainBatch.
+    matrix: None, or TensorTrain matrix.
+
+  Returns:
+    tf.tensor with the Gram matrix.
+  """
+  ndims = tt_vectors.ndims()
+  if matrix is None:
+    curr_core = tt_vectors.tt_cores[0]
+    res = tf.einsum('paijb,qcijd->pqbd', curr_core, curr_core)
+    for core_idx in range(1, ndims):
+      curr_core = tt_vectors.tt_cores[core_idx]
+      res = tf.einsum('pqac,paijb,qcijd->pqbd', res, curr_core, curr_core)
+  else:
+    # res[i, j] = tt_vectors[i] ^ T * matrix * tt_vectors[j]
+    vectors_shape = tt_vectors.get_shape()
+    if vectors_shape[2] == 1 and vectors_shape[1] != 1:
+      # TODO: not very efficient, better to use different order in einsum.
+      tt_vectors = ops.transpose(tt_vectors)
+    vectors_shape = tt_vectors.get_shape()
+    if vectors_shape[1] != 1:
+      # TODO: do something so that in case the shape is undefined on compilation
+      # it still works.
+      raise ValueError('The tt_vectors argument should be vectors (not '
+                       'matrices) with shape defined on compilation.')
+    curr_core = tt_vectors.tt_cores[0]
+    curr_matrix_core = matrix.tt_cores[0]
+    # We enumerate the dummy dimension (that takes 1 value) with `k`.
+    res = tf.einsum('pakib,cijd,qekjf->pqbdf', curr_core, curr_matrix_core,
+                    curr_core)
+    for core_idx in range(1, ndims):
+      curr_core = tt_vectors.tt_cores[core_idx]
+      curr_matrix_core = matrix.tt_cores[core_idx]
+      res = tf.einsum('pqace,pakib,cijd,qekjf->pqbdf', res, curr_core,
+                      curr_matrix_core, curr_core)
+
+  # Squeeze to make the result of size batch_size x batch_size instead of
+  # batch_size x batch_size x 1 x 1.
+  return tf.squeeze(res)

t3f/batch_ops_test.py

@@ -0,0 +1,79 @@
+import numpy as np
+import tensorflow as tf
+
+from tensor_train import TensorTrain
+from tensor_train_batch import TensorTrainBatch
+import ops
+import batch_ops
+import initializers
+
+
+class BatchOpsTest(tf.test.TestCase):
+
+  def testConcatMatrix(self):
+    # Test concating TTMatrix batches along batch dimension.
+    first = initializers.random_matrix_batch(((2, 3), (3, 3)), batch_size=1)
+    second = initializers.random_matrix_batch(((2, 3), (3, 3)), batch_size=4)
+    third = initializers.random_matrix_batch(((2, 3), (3, 3)), batch_size=3)
+    first_res = batch_ops.concat_along_batch_dim((first))
+    first_res = ops.full(first_res)
+    first_second_res = batch_ops.concat_along_batch_dim((first, second))
+    first_second_res = ops.full(first_second_res)
+    first_second_third_res = batch_ops.concat_along_batch_dim((first, second,
+                                                               third))
+    first_second_third_res = ops.full(first_second_third_res)
+
+    first_full = ops.full(first)
+    second_full = ops.full(second)
+    third_full = ops.full(third)
+    first_desired = first_full
+    first_second_desired = tf.concat((first_full, second_full), axis=0)
+    first_second_third_desired = tf.concat((first_full, second_full, third_full),
+                                           axis=0)
+    with self.test_session() as sess:
+      res = sess.run((first_res, first_second_res, first_second_third_res,
+                      first_desired, first_second_desired,
+                      first_second_third_desired))
+      first_res_val = res[0]
+      first_second_res_val = res[1]
+      first_second_third_res_val = res[2]
+      first_desired_val = res[3]
+      first_second_desired_val = res[4]
+      first_second_third_desired_val = res[5]
+      self.assertAllClose(first_res_val, first_desired_val)
+      self.assertAllClose(first_second_res_val, first_second_desired_val)
+      self.assertAllClose(first_second_third_res_val, first_second_third_desired_val)
+
+  def testGramMatrix(self):
+    # Test Gram Matrix of a batch of TT vectors.
+    tt_vectors = initializers.random_matrix_batch(((2, 3), None), batch_size=5)
+    res_actual = batch_ops.gram_matrix(tt_vectors)
+    full_vectors = tf.reshape(ops.full(tt_vectors), (5, 6))
+    res_desired = tf.matmul(full_vectors, tf.transpose(full_vectors))
+    res_desired = tf.squeeze(res_desired)
+    with self.test_session() as sess:
+      res_actual_val, res_desired_val = sess.run((res_actual, res_desired))
+      self.assertAllClose(res_desired_val, res_actual_val)
+
+  def testGramMatrixWithMatrix(self):
+    # Test Gram Matrix of a batch of TT vectors with providing a matrix, so we
+    # should compute
+    # res[i, j] = tt_vectors[i] ^ T * matrix * tt_vectors[j]
+    tt_vectors = initializers.random_matrix_batch((None, (2, 3)), batch_size=4)
+    matrix = initializers.random_matrix(((2, 3), (2, 3)))
+    res_actual = batch_ops.gram_matrix(tt_vectors, matrix)
+    full_vectors = tf.reshape(ops.full(tt_vectors), (4, 6))
+    with self.test_session() as sess:
+      res = sess.run((res_actual, full_vectors, ops.full(matrix)))
+      res_actual_val, vectors_val, matrix_val = res
+      res_desired_val = np.zeros((4, 4))
+      for i in range(4):
+        for j in range(4):
+          curr_val = np.dot(vectors_val[i], matrix_val)
+          curr_val = np.dot(curr_val, vectors_val[j])
+          res_desired_val[i, j] = curr_val
+      self.assertAllClose(res_desired_val, res_actual_val, atol=1e-5, rtol=1e-5)
+
+if __name__ == "__main__":
+  tf.test.main()
+