如何对复杂数据类型进行自动微分? [英] How to do automatic differentiation on complex datatypes?
问题描述
给出一个基于向量的非常简单的矩阵定义:
Given a very simple Matrix definition based on Vector:
import Numeric.AD
import qualified Data.Vector as V
newtype Mat a = Mat { unMat :: V.Vector a }
scale' f = Mat . V.map (*f) . unMat
add' a b = Mat $ V.zipWith (+) (unMat a) (unMat b)
sub' a b = Mat $ V.zipWith (-) (unMat a) (unMat b)
mul' a b = Mat $ V.zipWith (*) (unMat a) (unMat b)
pow' a e = Mat $ V.map (^e) (unMat a)
sumElems' :: Num a => Mat a -> a
sumElems' = V.sum . unMat
(出于演示目的......我正在使用 hmatrix,但认为问题出在那里)
(for demonstration purposes ... I am using hmatrix but thought the problem was there somehow)
还有一个误差函数(eq3
):
And an error function (eq3
):
eq1' :: Num a => [a] -> [Mat a] -> Mat a
eq1' as φs = foldl1 add' $ zipWith scale' as φs
eq3' :: Num a => Mat a -> [a] -> [Mat a] -> a
eq3' img as φs = negate $ sumElems' (errImg `pow'` (2::Int))
where errImg = img `sub'` (eq1' as φs)
为什么编译器无法推导出正确的类型?
Why the compiler not able to deduce the right types in this?
diffTest :: forall a . (Fractional a, Ord a) => Mat a -> [Mat a] -> [a] -> [[a]]
diffTest m φs as0 = gradientDescent go as0
where go xs = eq3' m xs φs
确切的错误信息是这样的:
The exact error message is this:
src/Stuff.hs:59:37:
Could not deduce (a ~ Numeric.AD.Internal.Reverse.Reverse s a)
from the context (Fractional a, Ord a)
bound by the type signature for
diffTest :: (Fractional a, Ord a) =>
Mat a -> [Mat a] -> [a] -> [[a]]
at src/Stuff.hs:58:13-69
or from (reflection-1.5.1.2:Data.Reflection.Reifies
s Numeric.AD.Internal.Reverse.Tape)
bound by a type expected by the context:
reflection-1.5.1.2:Data.Reflection.Reifies
s Numeric.AD.Internal.Reverse.Tape =>
[Numeric.AD.Internal.Reverse.Reverse s a]
-> Numeric.AD.Internal.Reverse.Reverse s a
at src/Stuff.hs:59:21-42
‘a’ is a rigid type variable bound by
the type signature for
diffTest :: (Fractional a, Ord a) =>
Mat a -> [Mat a] -> [a] -> [[a]]
at src//Stuff.hs:58:13
Expected type: [Numeric.AD.Internal.Reverse.Reverse s a]
-> Numeric.AD.Internal.Reverse.Reverse s a
Actual type: [a] -> a
Relevant bindings include
go :: [a] -> a (bound at src/Stuff.hs:60:9)
as0 :: [a] (bound at src/Stuff.hs:59:15)
φs :: [Mat a] (bound at src/Stuff.hs:59:12)
m :: Mat a (bound at src/Stuff.hs:59:10)
diffTest :: Mat a -> [Mat a] -> [a] -> [[a]]
(bound at src/Stuff.hs:59:1)
In the first argument of ‘gradientDescent’, namely ‘go’
In the expression: gradientDescent go as0
推荐答案
gradientDescent
函数来自 ad
有类型
gradientDescent :: (Traversable f, Fractional a, Ord a) =>
(forall s. Reifies s Tape => f (Reverse s a) -> Reverse s a) ->
f a -> [f a]
它的第一个参数需要一个 f r -> 类型的函数.r
其中 r
是 forall s.(反向 s a)
.go
的类型为 [a] ->a
其中 a
是 diffTest
签名中的类型绑定.这些 a
是一样的,但是 Reverse s a
和 a
不一样.
Its first argument requires a function of the type f r -> r
where r
is forall s. (Reverse s a)
. go
has the type [a] -> a
where a
is the type bound in the signature of diffTest
. These a
s are the same, but Reverse s a
isn't the same as a
.
反转
类型具有许多类型类的实例,可以允许我们将 a
转换为 Reverse sa
或返回.最明显的是分数a =>分数 (Reverse s a)
允许我们使用 realToFrac
将 a
s 转换为 Reverse s a
s.
The Reverse
type has instances for a number of type classes that could allow us to convert an a
into a Reverse s a
or back. The most obvious is Fractional a => Fractional (Reverse s a)
which would allow us to convert a
s into Reverse s a
s with realToFrac
.
为此,我们需要能够映射一个函数 a ->b
在 Mat a
上得到一个 Mat b
.最简单的方法是为 Mat
派生一个 Functor
实例.
To do so, we'll need to be able to map a function a -> b
over a Mat a
to obtain a Mat b
. The easiest way to do this will be to derive a Functor
instance for Mat
.
{-# LANGUAGE DeriveFunctor #-}
newtype Mat a = Mat { unMat :: V.Vector a }
deriving Functor
我们可以将 m
和 fs
转换成任何 分数 a' =>;Mat a'
与 fmap realToFrac
.
We can convert the m
and fs
into any Fractional a' => Mat a'
with fmap realToFrac
.
diffTest m fs as0 = gradientDescent go as0
where go xs = eq3' (fmap realToFrac m) xs (fmap (fmap realToFrac) fs)
但是有更好的方法隐藏在广告包中.Reverse sa
在所有 s
上通用,但 a
与 a
中的绑定相同diffTest
的类型签名.我们真的只需要一个函数 a ->(forall s. Reverse s a)
.这个函数是auto
来自 Mode
类,其中 Reverse sa
有一个实例.auto
有一个稍微奇怪的类型 Mode t =>标量 t ->t
但类型标量(反向 s a)= a
.专用于 Reverse
auto
有类型
But there's a better way hiding in the ad package. The Reverse s a
is universally qualified over all s
but the a
is the same a
as the one bound in the type signature for diffTest
. We really only need a function a -> (forall s. Reverse s a)
. This function is auto
from the Mode
class, for which Reverse s a
has an instance. auto
has the slightly wierd type Mode t => Scalar t -> t
but type Scalar (Reverse s a) = a
. Specialized for Reverse
auto
has the type
auto :: (Reifies s Tape, Num a) => a -> Reverse s a
这允许我们将 Mat a
s 转换为 Mat (Reverse sa)
s,而无需在 Rational
之间进行转换.
This allows us to convert our Mat a
s into Mat (Reverse s a)
s without messing around with conversions to and from Rational
.
{-# LANGUAGE ScopedTypeVariables #-}
{-# LANGUAGE TypeFamilies #-}
diffTest :: forall a . (Fractional a, Ord a) => Mat a -> [Mat a] -> [a] -> [[a]]
diffTest m fs as0 = gradientDescent go as0
where
go :: forall t. (Scalar t ~ a, Mode t) => [t] -> t
go xs = eq3' (fmap auto m) xs (fmap (fmap auto) fs)
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