rocm_jax/tests/scipy_signal_test.py

# Copyright 2020 The JAX Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     https://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.


from functools import partial
import unittest

from absl.testing import absltest, parameterized

import numpy as np
import scipy.signal as osp_signal

from jax import lax
import jax.numpy as jnp
from jax._src import dtypes
from jax._src import test_util as jtu
import jax.scipy.signal as jsp_signal

from jax.config import config
config.parse_flags_with_absl()

onedim_shapes = [(1,), (2,), (5,), (10,)]
twodim_shapes = [(1, 1), (2, 2), (2, 3), (3, 4), (4, 4)]
threedim_shapes = [(2, 2, 2), (3, 3, 2), (4, 4, 2), (5, 5, 2)]
stft_test_shapes = [
    # (input_shape, nperseg, noverlap, axis)
    ((50,), 17, 5, -1),
    ((2, 13), 7, 0, -1),
    ((3, 17, 2), 9, 3, 1),
    ((2, 3, 389, 5), 17, 13, 2),
    ((2, 1, 133, 3), 17, 13, -2),
    ((3, 7), 1, 0, 1),
]
csd_test_shapes = [
    # (x_input_shape, y_input_shape, nperseg, noverlap, axis)
    ((50,), (13,), 17, 5, -1),
    ((2, 13), (2, 13), 7, 0, -1),
    ((3, 17, 2), (3, 12, 2), 9, 3, 1),
]
welch_test_shapes = stft_test_shapes
istft_test_shapes = [
    # (input_shape, nperseg, noverlap, timeaxis, freqaxis)
    ((3, 2, 64, 31), 100, 75, -1, -2),
    ((17, 8, 5), 13, 7, 0, 1),
    ((65, 24), 24, 7, -2, -1),
]


default_dtypes = jtu.dtypes.floating + jtu.dtypes.integer + jtu.dtypes.complex
_TPU_FFT_TOL = 0.15

def _real_dtype(dtype):
  return jnp.finfo(dtypes.to_inexact_dtype(dtype)).dtype

def _complex_dtype(dtype):
  return dtypes.to_complex_dtype(dtype)


class LaxBackedScipySignalTests(jtu.JaxTestCase):
  """Tests for LAX-backed scipy.stats implementations"""

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name": "_op={}_xshape={}_yshape={}_mode={}".format(
          op,
          jtu.format_shape_dtype_string(xshape, dtype),
          jtu.format_shape_dtype_string(yshape, dtype),
          mode),
       "xshape": xshape, "yshape": yshape, "dtype": dtype, "mode": mode,
       "jsp_op": getattr(jsp_signal, op),
       "osp_op": getattr(osp_signal, op)}
      for mode in ['full', 'same', 'valid']
      for op in ['convolve', 'correlate']
      for dtype in default_dtypes
      for shapeset in [onedim_shapes, twodim_shapes, threedim_shapes]
      for xshape in shapeset
      for yshape in shapeset))
  def testConvolutions(self, xshape, yshape, dtype, mode, jsp_op, osp_op):
    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(xshape, dtype), rng(yshape, dtype)]
    osp_fun = partial(osp_op, mode=mode)
    jsp_fun = partial(jsp_op, mode=mode, precision=lax.Precision.HIGHEST)
    tol = {np.float16: 1e-2, np.float32: 1e-2, np.float64: 1e-12, np.complex64: 1e-2, np.complex128: 1e-12}
    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, check_dtypes=False, tol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name": "op={}_xshape={}_yshape={}_mode={}".format(
          op,
          jtu.format_shape_dtype_string(xshape, dtype),
          jtu.format_shape_dtype_string(yshape, dtype),
          mode),
       "xshape": xshape, "yshape": yshape, "dtype": dtype, "mode": mode,
       "jsp_op": getattr(jsp_signal, op),
       "osp_op": getattr(osp_signal, op)}
      for mode in ['full', 'same', 'valid']
      for op in ['convolve2d', 'correlate2d']
      for dtype in default_dtypes
      for xshape in twodim_shapes
      for yshape in twodim_shapes))
  def testConvolutions2D(self, xshape, yshape, dtype, mode, jsp_op, osp_op):
    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(xshape, dtype), rng(yshape, dtype)]
    osp_fun = partial(osp_op, mode=mode)
    jsp_fun = partial(jsp_op, mode=mode, precision=lax.Precision.HIGHEST)
    tol = {np.float16: 1e-2, np.float32: 1e-2, np.float64: 1e-12, np.complex64: 1e-2, np.complex128: 1e-12}
    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, check_dtypes=False,
                            tol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name": "_shape={}_axis={}_type={}_bp={}".format(
          jtu.format_shape_dtype_string(shape, dtype), axis, type, bp),
       "shape": shape, "dtype": dtype, "axis": axis, "type": type, "bp": bp}
      for shape in [(5,), (4, 5), (3, 4, 5)]
      for dtype in jtu.dtypes.floating + jtu.dtypes.integer
      for axis in [0, -1]
      for type in ['constant', 'linear']
      for bp in [0, [0, 2]]))
  def testDetrend(self, shape, dtype, axis, type, bp):
    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(shape, dtype)]
    kwds = dict(axis=axis, type=type, bp=bp)

    def osp_fun(x):
      return osp_signal.detrend(x, **kwds).astype(dtypes.to_inexact_dtype(x.dtype))
    jsp_fun = partial(jsp_signal.detrend, **kwds)

    if jtu.device_under_test() == 'tpu':
      tol = {np.float32: 3e-2, np.float64: 1e-12}
    else:
      tol = {np.float32: 1e-5, np.float64: 1e-12}

    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, tol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name":
          f"_shape={jtu.format_shape_dtype_string(shape, dtype)}"
          f"_fs={fs}_window={window}_boundary={boundary}_detrend={detrend}"
          f"_padded={padded}_nperseg={nperseg}_noverlap={noverlap}"
          f"_axis={timeaxis}_nfft={nfft}",
       "shape": shape, "dtype": dtype, "fs": fs, "window": window,
       "nperseg": nperseg, "noverlap": noverlap, "nfft": nfft,
       "detrend": detrend, "boundary": boundary, "padded": padded,
       "timeaxis": timeaxis}
      for shape, nperseg, noverlap, timeaxis in stft_test_shapes
      for dtype in default_dtypes
      for fs in [1.0, 16000.0]
      for window in ['boxcar', 'triang', 'blackman', 'hamming', 'hann']
      for nfft in [None, nperseg, int(nperseg * 1.5), nperseg * 2]
      for detrend in ['constant', 'linear', False]
      for boundary in [None, 'even', 'odd', 'zeros']
      for padded in [True, False]))
  def testStftAgainstNumpy(self, *, shape, dtype, fs, window, nperseg,
                           noverlap, nfft, detrend, boundary, padded,
                           timeaxis):
    is_complex = dtypes.issubdtype(dtype, np.complexfloating)
    if is_complex and detrend is not None:
      self.skipTest("Complex signal is not supported in lax-backed `signal.detrend`.")

    kwds = dict(fs=fs, window=window, nfft=nfft, boundary=boundary, padded=padded,
                detrend=detrend, nperseg=nperseg, noverlap=noverlap, axis=timeaxis,
                return_onesided=not is_complex)

    def osp_fun(x):
      freqs, time, Pxx = osp_signal.stft(x, **kwds)
      return freqs.astype(_real_dtype(dtype)), time.astype(_real_dtype(dtype)), Pxx.astype(_complex_dtype(dtype))
    jsp_fun = partial(jsp_signal.stft, **kwds)
    tol = {
        np.float32: 1e-5, np.float64: 1e-12,
        np.complex64: 1e-5, np.complex128: 1e-12
    }
    if jtu.device_under_test() == 'tpu':
      tol = _TPU_FFT_TOL

    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(shape, dtype)]

    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, rtol=tol, atol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  # Tests with `average == 'median'`` is excluded from `testCsd*`
  # due to the issue:
  #   https://github.com/scipy/scipy/issues/15601
  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name":
          f"_xshape={jtu.format_shape_dtype_string(xshape, dtype)}"
          f"_yshape={jtu.format_shape_dtype_string(yshape, dtype)}"
          f"_average={average}_scaling={scaling}_nfft={nfft}"
          f"_fs={fs}_window={window}_detrend={detrend}"
          f"_nperseg={nperseg}_noverlap={noverlap}"
          f"_axis={timeaxis}",
       "xshape": xshape, "yshape": yshape, "dtype": dtype, "fs": fs,
       "window": window,  "nperseg": nperseg, "noverlap": noverlap,
       "nfft": nfft, "detrend": detrend, "scaling": scaling,
       "timeaxis": timeaxis, "average": average}
      for xshape, yshape, nperseg, noverlap, timeaxis in csd_test_shapes
      for dtype in default_dtypes
      for fs in [1.0, 16000.0]
      for window in ['boxcar', 'triang', 'blackman', 'hamming', 'hann']
      for nfft in [None, nperseg, int(nperseg * 1.5), nperseg * 2]
      for detrend in ['constant', 'linear', False]
      for scaling in ['density', 'spectrum']
      for average in ['mean']))
  def testCsdAgainstNumpy(
      self, *, xshape, yshape, dtype, fs, window, nperseg, noverlap, nfft,
      detrend, scaling, timeaxis, average):
    is_complex = dtypes.issubdtype(dtype, np.complexfloating)
    if is_complex and detrend is not None:
      self.skipTest("Complex signal is not supported in lax-backed `signal.detrend`.")

    kwds = dict(fs=fs, window=window, nperseg=nperseg, noverlap=noverlap,
                nfft=nfft, detrend=detrend, return_onesided=not is_complex,
                scaling=scaling, axis=timeaxis, average=average)

    def osp_fun(x, y):
      freqs, Pxy = osp_signal.csd(x, y, **kwds)
      # Make type-casting the same as JAX.
      return freqs.astype(_real_dtype(dtype)), Pxy.astype(_complex_dtype(dtype))
    jsp_fun = partial(jsp_signal.csd, **kwds)
    tol = {
        np.float32: 1e-5, np.float64: 1e-12,
        np.complex64: 1e-5, np.complex128: 1e-12
    }
    if jtu.device_under_test() == 'tpu':
      tol = _TPU_FFT_TOL

    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(xshape, dtype), rng(yshape, dtype)]

    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, rtol=tol, atol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name":
          f"_shape={jtu.format_shape_dtype_string(shape, dtype)}"
          f"_average={average}_scaling={scaling}_nfft={nfft}"
          f"_fs={fs}_window={window}_detrend={detrend}"
          f"_nperseg={nperseg}_noverlap={noverlap}"
          f"_axis={timeaxis}",
       "shape": shape, "dtype": dtype, "fs": fs,
       "window": window,  "nperseg": nperseg, "noverlap": noverlap,
       "nfft": nfft, "detrend": detrend, "scaling": scaling,
       "timeaxis": timeaxis, "average": average}
      for shape, unused_yshape, nperseg, noverlap, timeaxis in csd_test_shapes
      for dtype in default_dtypes
      for fs in [1.0, 16000.0]
      for window in ['boxcar', 'triang', 'blackman', 'hamming', 'hann']
      for nfft in [None, nperseg, int(nperseg * 1.5), nperseg * 2]
      for detrend in ['constant', 'linear', False]
      for scaling in ['density', 'spectrum']
      for average in ['mean']))
  def testCsdWithSameParamAgainstNumpy(
      self, *, shape, dtype, fs, window, nperseg, noverlap, nfft,
      detrend, scaling, timeaxis, average):
    is_complex = dtypes.issubdtype(dtype, np.complexfloating)
    if is_complex and detrend is not None:
      self.skipTest("Complex signal is not supported in lax-backed `signal.detrend`.")

    kwds = dict(fs=fs, window=window, nperseg=nperseg, noverlap=noverlap,
                nfft=nfft, detrend=detrend, return_onesided=not is_complex,
                scaling=scaling, axis=timeaxis, average=average)

    def osp_fun(x, y):
      # When the identical parameters are given, jsp-version follows
      # the behavior with copied parameters.
      freqs, Pxy = osp_signal.csd(x, y.copy(), **kwds)
      # Make type-casting the same as JAX.
      return freqs.astype(_real_dtype(dtype)), Pxy.astype(_complex_dtype(dtype))
    jsp_fun = partial(jsp_signal.csd, **kwds)
    tol = {
        np.float32: 1e-5, np.float64: 1e-12,
        np.complex64: 1e-5, np.complex128: 1e-12
    }
    if jtu.device_under_test() == 'tpu':
      tol = _TPU_FFT_TOL

    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(shape, dtype)] * 2

    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, rtol=tol, atol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name":
          f"_shape={jtu.format_shape_dtype_string(shape, dtype)}"
          f"_fs={fs}_window={window}"
          f"_nperseg={nperseg}_noverlap={noverlap}_nfft={nfft}"
          f"_detrend={detrend}_return_onesided={return_onesided}"
          f"_scaling={scaling}_axis={timeaxis}_average={average}",
       "shape": shape, "dtype": dtype, "fs": fs, "window": window,
       "nperseg": nperseg, "noverlap": noverlap, "nfft": nfft,
       "detrend": detrend, "return_onesided": return_onesided,
       "scaling": scaling, "timeaxis": timeaxis, "average": average}
      for shape, nperseg, noverlap, timeaxis in welch_test_shapes
      for dtype in default_dtypes
      for fs in [1.0, 16000.0]
      for window in ['boxcar', 'triang', 'blackman', 'hamming', 'hann']
      for nfft in [None, nperseg, int(nperseg * 1.5), nperseg * 2]
      for detrend in ['constant', 'linear', False]
      for return_onesided in [True, False]
      for scaling in ['density', 'spectrum']
      for average in ['mean', 'median']))
  def testWelchAgainstNumpy(self, *, shape, dtype, fs, window, nperseg,
                            noverlap, nfft, detrend, return_onesided,
                            scaling, timeaxis, average):
    if np.dtype(dtype).kind == 'c':
      return_onesided = False
      if detrend is not None:
        raise unittest.SkipTest(
            "Complex signal is not supported in lax-backed `signal.detrend`.")

    kwds = dict(fs=fs, window=window, nperseg=nperseg, noverlap=noverlap, nfft=nfft,
                detrend=detrend, return_onesided=return_onesided, scaling=scaling,
                axis=timeaxis, average=average)

    def osp_fun(x):
      freqs, Pxx = osp_signal.welch(x, **kwds)
      return freqs.astype(_real_dtype(dtype)), Pxx.astype(_real_dtype(dtype))
    jsp_fun = partial(jsp_signal.welch, **kwds)
    tol = {
        np.float32: 1e-5, np.float64: 1e-12,
        np.complex64: 1e-5, np.complex128: 1e-12
    }
    if jtu.device_under_test() == 'tpu':
      tol = _TPU_FFT_TOL

    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(shape, dtype)]

    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, rtol=tol, atol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name":
          f"_shape={jtu.format_shape_dtype_string(shape, dtype)}"
          f"_nperseg={nperseg}_noverlap={noverlap}"
          f"_use_nperseg={use_nperseg}_use_overlap={use_noverlap}"
          f"_axis={timeaxis}",
       "shape": shape, "dtype": dtype,
       "nperseg": nperseg, "noverlap": noverlap,
       "use_nperseg": use_nperseg, "use_noverlap": use_noverlap,
       "timeaxis": timeaxis}
      for shape, nperseg, noverlap, timeaxis in welch_test_shapes
      for use_nperseg in [False, True]
      for use_noverlap in [False, True]
      for dtype in jtu.dtypes.floating + jtu.dtypes.integer))
  def testWelchWithDefaultStepArgsAgainstNumpy(
      self, *, shape, dtype, nperseg, noverlap, use_nperseg, use_noverlap,
      timeaxis):
    kwargs = {'axis': timeaxis}

    if use_nperseg:
      kwargs['nperseg'] = nperseg
    else:
      kwargs['window'] = jnp.array(osp_signal.get_window('hann', nperseg),
                                   dtype=dtypes.to_complex_dtype(dtype))
    if use_noverlap:
      kwargs['noverlap'] = noverlap

    def osp_fun(x):
      freqs, Pxx = osp_signal.welch(x, **kwargs)
      return freqs.astype(_real_dtype(dtype)), Pxx.astype(_real_dtype(dtype))
    jsp_fun = partial(jsp_signal.welch, **kwargs)
    tol = {
        np.float32: 1e-5, np.float64: 1e-12,
        np.complex64: 1e-5, np.complex128: 1e-12
    }
    if jtu.device_under_test() == 'tpu':
      tol = _TPU_FFT_TOL

    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(shape, dtype)]

    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, rtol=tol, atol=tol)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

  @parameterized.named_parameters(jtu.cases_from_list(
      {"testcase_name":
          f"_shape={jtu.format_shape_dtype_string(shape, dtype)}"
          f"_fs={fs}_window={window}_boundary={boundary}"
          f"_nperseg={nperseg}_noverlap={noverlap}_onesided={onesided}"
          f"_timeaxis={timeaxis}_freqaxis{freqaxis}_nfft={nfft}",
       "shape": shape, "dtype": dtype, "fs": fs, "window": window,
       "nperseg": nperseg, "noverlap": noverlap, "nfft": nfft,
       "onesided": onesided, "boundary": boundary,
       "timeaxis": timeaxis, "freqaxis": freqaxis}
      for shape, nperseg, noverlap, timeaxis, freqaxis in istft_test_shapes
      for dtype in default_dtypes
      for fs in [1.0, 16000.0]
      for window in ['boxcar', 'triang', 'blackman', 'hamming', 'hann']
      for nfft in [None, nperseg, int(nperseg * 1.5), nperseg * 2]
      for onesided in [False, True]
      for boundary in [False, True]))
  def testIstftAgainstNumpy(self, *, shape, dtype, fs, window, nperseg,
                            noverlap, nfft, onesided, boundary,
                            timeaxis, freqaxis):
    if not onesided:
      new_freq_len = (shape[freqaxis] - 1) * 2
      shape = shape[:freqaxis] + (new_freq_len ,) + shape[freqaxis + 1:]

    kwds = dict(fs=fs, window=window, nperseg=nperseg, noverlap=noverlap,
                nfft=nfft, input_onesided=onesided, boundary=boundary,
                time_axis=timeaxis, freq_axis=freqaxis)

    osp_fun = partial(osp_signal.istft, **kwds)
    osp_fun = jtu.ignore_warning(message="NOLA condition failed, STFT may not be invertible")(osp_fun)
    jsp_fun = partial(jsp_signal.istft, **kwds)

    tol = {
        np.float32: 1e-4, np.float64: 1e-6,
        np.complex64: 1e-4, np.complex128: 1e-6
    }
    if jtu.device_under_test() == 'tpu':
      tol = _TPU_FFT_TOL

    rng = jtu.rand_default(self.rng())
    args_maker = lambda: [rng(shape, dtype)]

    # Here, dtype of output signal is different depending on osp versions,
    # and so depending on the test environment.  Thus, dtype check is disabled.
    self._CheckAgainstNumpy(osp_fun, jsp_fun, args_maker, rtol=tol, atol=tol,
                            check_dtypes=False)
    self._CompileAndCheck(jsp_fun, args_maker, rtol=tol, atol=tol)

if __name__ == "__main__":
    absltest.main(testLoader=jtu.JaxTestLoader())