rocm_jax/tests/lax_scipy_test.py
tlu7 a02bf59233 Adds associated Legendre functions of the first kind.
Co-authored-by: Jake VanderPlas <jakevdp@google.com>
2021-06-02 11:37:37 -07:00

272 lines
12 KiB
Python

# Copyright 2018 Google LLC
#
# 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.
import collections
import functools
from functools import partial
import itertools
import unittest
from absl.testing import absltest
from absl.testing import parameterized
import numpy as np
import scipy.special as osp_special
from jax._src import api
from jax import test_util as jtu
from jax.scipy import special as lsp_special
from jax.config import config
config.parse_flags_with_absl()
FLAGS = config.FLAGS
all_shapes = [(), (4,), (3, 4), (3, 1), (1, 4), (2, 1, 4)]
compatible_shapes = [[(), ()],
[(4,), (3, 4)],
[(3, 1), (1, 4)],
[(2, 3, 4), (2, 1, 4)]]
float_dtypes = jtu.dtypes.floating
complex_dtypes = jtu.dtypes.complex
int_dtypes = jtu.dtypes.integer
OpRecord = collections.namedtuple(
"OpRecord",
["name", "nargs", "dtypes", "rng_factory", "test_autodiff", "nondiff_argnums", "test_name"])
def op_record(name, nargs, dtypes, rng_factory, test_grad, nondiff_argnums=(), test_name=None):
test_name = test_name or name
nondiff_argnums = tuple(sorted(set(nondiff_argnums)))
return OpRecord(name, nargs, dtypes, rng_factory, test_grad, nondiff_argnums, test_name)
# TODO(phawkins): we should probably separate out the function domains used for
# autodiff tests from the function domains used for equivalence testing. For
# example, logit should closely match its scipy equivalent everywhere, but we
# don't expect numerical gradient tests to pass for inputs very close to 0.
JAX_SPECIAL_FUNCTION_RECORDS = [
op_record("betaln", 2, float_dtypes, jtu.rand_positive, False),
op_record("betainc", 3, float_dtypes, jtu.rand_positive, False),
op_record("digamma", 1, float_dtypes, jtu.rand_positive, True),
op_record("gammainc", 2, float_dtypes, jtu.rand_positive, True),
op_record("gammaincc", 2, float_dtypes, jtu.rand_positive, True),
op_record("erf", 1, float_dtypes, jtu.rand_small_positive, True),
op_record("erfc", 1, float_dtypes, jtu.rand_small_positive, True),
op_record("erfinv", 1, float_dtypes, jtu.rand_small_positive, True),
op_record("expit", 1, float_dtypes, jtu.rand_small_positive, True),
# TODO: gammaln has slightly high error.
op_record("gammaln", 1, float_dtypes, jtu.rand_positive, False),
op_record("i0", 1, float_dtypes, jtu.rand_default, True),
op_record("i0e", 1, float_dtypes, jtu.rand_default, True),
op_record("i1", 1, float_dtypes, jtu.rand_default, True),
op_record("i1e", 1, float_dtypes, jtu.rand_default, True),
op_record("logit", 1, float_dtypes, partial(jtu.rand_uniform, low=0.05,
high=0.95), True),
op_record("log_ndtr", 1, float_dtypes, jtu.rand_default, True),
op_record("ndtri", 1, float_dtypes, partial(jtu.rand_uniform, low=0.05,
high=0.95),
True),
op_record("ndtr", 1, float_dtypes, jtu.rand_default, True),
# TODO(phawkins): gradient of entr yields NaNs.
op_record("entr", 1, float_dtypes, jtu.rand_default, False),
op_record("polygamma", 2, (int_dtypes, float_dtypes), jtu.rand_positive, True, (0,)),
op_record("xlogy", 2, float_dtypes, jtu.rand_positive, True),
op_record("xlog1py", 2, float_dtypes, jtu.rand_default, True),
# TODO: enable gradient test for zeta by restricting the domain of
# of inputs to some reasonable intervals
op_record("zeta", 2, float_dtypes, jtu.rand_positive, False),
]
class LaxBackedScipyTests(jtu.JaxTestCase):
"""Tests for LAX-backed Scipy implementation."""
def _GetArgsMaker(self, rng, shapes, dtypes):
return lambda: [rng(shape, dtype) for shape, dtype in zip(shapes, dtypes)]
@parameterized.named_parameters(jtu.cases_from_list(
{"testcase_name":
"_shapes={}_axis={}_keepdims={}_return_sign={}_use_b_{}".format(
jtu.format_shape_dtype_string(shapes, dtype),
axis, keepdims, return_sign, use_b),
# TODO(b/133842870): re-enable when exp(nan) returns NaN on CPU.
"shapes": shapes, "dtype": dtype,
"axis": axis, "keepdims": keepdims,
"return_sign": return_sign, "use_b": use_b}
for shape_group in compatible_shapes for dtype in float_dtypes + complex_dtypes + int_dtypes
for use_b in [False, True]
for shapes in itertools.product(*(
(shape_group, shape_group) if use_b else (shape_group,)))
for axis in range(-max(len(shape) for shape in shapes),
max(len(shape) for shape in shapes))
for keepdims in [False, True]
for return_sign in [False, True]))
@jtu.ignore_warning(category=RuntimeWarning,
message="invalid value encountered in .*")
def testLogSumExp(self, shapes, dtype, axis,
keepdims, return_sign, use_b):
if jtu.device_under_test() != "cpu":
rng = jtu.rand_some_inf_and_nan(self.rng())
else:
rng = jtu.rand_default(self.rng())
# TODO(mattjj): test autodiff
if use_b:
def scipy_fun(array_to_reduce, scale_array):
return osp_special.logsumexp(array_to_reduce, axis, keepdims=keepdims,
return_sign=return_sign, b=scale_array)
def lax_fun(array_to_reduce, scale_array):
return lsp_special.logsumexp(array_to_reduce, axis, keepdims=keepdims,
return_sign=return_sign, b=scale_array)
args_maker = lambda: [rng(shapes[0], dtype), rng(shapes[1], dtype)]
else:
def scipy_fun(array_to_reduce):
return osp_special.logsumexp(array_to_reduce, axis, keepdims=keepdims,
return_sign=return_sign)
def lax_fun(array_to_reduce):
return lsp_special.logsumexp(array_to_reduce, axis, keepdims=keepdims,
return_sign=return_sign)
args_maker = lambda: [rng(shapes[0], dtype)]
tol = {np.float32: 1E-6, np.float64: 1E-14}
self._CheckAgainstNumpy(scipy_fun, lax_fun, args_maker)
self._CompileAndCheck(lax_fun, args_maker, rtol=tol, atol=tol)
def testLogSumExpZeros(self):
# Regression test for https://github.com/google/jax/issues/5370
scipy_fun = lambda a, b: osp_special.logsumexp(a, b=b)
lax_fun = lambda a, b: lsp_special.logsumexp(a, b=b)
args_maker = lambda: [np.array([-1000, -2]), np.array([1, 0])]
self._CheckAgainstNumpy(scipy_fun, lax_fun, args_maker)
self._CompileAndCheck(lax_fun, args_maker)
@parameterized.named_parameters(itertools.chain.from_iterable(
jtu.cases_from_list(
{"testcase_name": jtu.format_test_name_suffix(
rec.test_name, shapes, dtypes),
"rng_factory": rec.rng_factory, "shapes": shapes, "dtypes": dtypes,
"test_autodiff": rec.test_autodiff,
"nondiff_argnums": rec.nondiff_argnums,
"scipy_op": getattr(osp_special, rec.name),
"lax_op": getattr(lsp_special, rec.name)}
for shapes in itertools.combinations_with_replacement(all_shapes, rec.nargs)
for dtypes in (itertools.combinations_with_replacement(rec.dtypes, rec.nargs)
if isinstance(rec.dtypes, list) else itertools.product(*rec.dtypes)))
for rec in JAX_SPECIAL_FUNCTION_RECORDS))
def testScipySpecialFun(self, scipy_op, lax_op, rng_factory, shapes, dtypes,
test_autodiff, nondiff_argnums):
if (jtu.device_under_test() == "cpu" and
(lax_op is lsp_special.gammainc or lax_op is lsp_special.gammaincc)):
# TODO(b/173608403): re-enable test when LLVM bug is fixed.
raise unittest.SkipTest("Skipping test due to LLVM lowering bug")
rng = rng_factory(self.rng())
args_maker = self._GetArgsMaker(rng, shapes, dtypes)
args = args_maker()
self.assertAllClose(scipy_op(*args), lax_op(*args), atol=1e-3, rtol=1e-3,
check_dtypes=False)
self._CompileAndCheck(lax_op, args_maker, rtol=1e-4)
if test_autodiff:
def partial_lax_op(*vals):
list_args = list(vals)
for i in nondiff_argnums:
list_args.insert(i, args[i])
return lax_op(*list_args)
assert list(nondiff_argnums) == sorted(set(nondiff_argnums))
diff_args = [x for i, x in enumerate(args) if i not in nondiff_argnums]
jtu.check_grads(partial_lax_op, diff_args, order=1,
atol=jtu.if_device_under_test("tpu", .1, 1e-3),
rtol=.1, eps=1e-3)
@parameterized.named_parameters(jtu.cases_from_list(
{"testcase_name": "_inshape={}_d={}".format(
jtu.format_shape_dtype_string(shape, dtype), d),
"shape": shape, "dtype": dtype, "d": d}
for shape in all_shapes
for dtype in float_dtypes
for d in [1, 2, 5]))
def testMultigammaln(self, shape, dtype, d):
def scipy_fun(a):
return osp_special.multigammaln(a, d)
def lax_fun(a):
return lsp_special.multigammaln(a, d)
rng = jtu.rand_positive(self.rng())
args_maker = lambda: [rng(shape, dtype) + (d - 1) / 2.]
self._CheckAgainstNumpy(scipy_fun, lax_fun, args_maker,
tol={np.float32: 1e-3, np.float64: 1e-14})
self._CompileAndCheck(lax_fun, args_maker)
def testIssue980(self):
x = np.full((4,), -1e20, dtype=np.float32)
self.assertAllClose(np.zeros((4,), dtype=np.float32),
lsp_special.expit(x))
def testIssue3758(self):
x = np.array([1e5, 1e19, 1e10], dtype=np.float32)
q = np.array([1., 40., 30.], dtype=np.float32)
self.assertAllClose(np.array([1., 0., 0.], dtype=np.float32), lsp_special.zeta(x, q))
def testXlogyShouldReturnZero(self):
self.assertAllClose(lsp_special.xlogy(0., 0.), 0., check_dtypes=False)
def testGradOfXlogyAtZero(self):
partial_xlogy = functools.partial(lsp_special.xlogy, 0.)
self.assertAllClose(api.grad(partial_xlogy)(0.), 0., check_dtypes=False)
def testXlog1pyShouldReturnZero(self):
self.assertAllClose(lsp_special.xlog1py(0., -1.), 0., check_dtypes=False)
def testGradOfXlog1pyAtZero(self):
partial_xlog1py = functools.partial(lsp_special.xlog1py, 0.)
self.assertAllClose(api.grad(partial_xlog1py)(-1.), 0., check_dtypes=False)
@parameterized.named_parameters(jtu.cases_from_list(
{"testcase_name":
"_maxdegree={}_inputsize={}".format(l_max, num_z),
"l_max": l_max,
"num_z": num_z}
for l_max, num_z in zip([1, 2, 3], [6, 7, 8])))
def testLpmn(self, l_max, num_z):
# Points on which the associated Legendre functions areevaluated.
z = np.linspace(-0.2, 0.9, num_z)
actual_p_vals, actual_p_derivatives = lsp_special.lpmn(m=l_max, n=l_max, z=z)
# The expected results are obtained from scipy.
expected_p_vals = np.zeros((l_max + 1, l_max + 1, num_z))
expected_p_derivatives = np.zeros((l_max + 1, l_max + 1, num_z))
for i in range(num_z):
val, derivative = osp_special.lpmn(l_max, l_max, z[i])
expected_p_vals[:, :, i] = val
expected_p_derivatives[:, :, i] = derivative
with self.subTest('Test values.'):
self.assertAllClose(actual_p_vals, expected_p_vals, rtol=1e-6, atol=3.2e-6)
with self.subTest('Test derivatives.'):
self.assertAllClose(actual_p_derivatives,expected_p_derivatives,
rtol=1e-6, atol=8.4e-4)
if __name__ == "__main__":
absltest.main(testLoader=jtu.JaxTestLoader())