Computes the Jacobian of func
with respect to the arg(s) at index argnum
using reverse mode autodiff
Note
Using chunk_size=1
is equivalent to computing the jacobian row-by-row with a for-loop i.e. the constraints of vmap()
are not applicable.
func (function) – A Python function that takes one or more arguments, one of which must be a Tensor, and returns one or more Tensors
argnums (int or Tuple[int]) – Optional, integer or tuple of integers, saying which arguments to get the Jacobian with respect to. Default: 0.
has_aux (bool) – Flag indicating that func
returns a (output, aux)
tuple where the first element is the output of the function to be differentiated and the second element is auxiliary objects that will not be differentiated. Default: False.
chunk_size (None or int) – If None (default), use the maximum chunk size (equivalent to doing a single vmap over vjp to compute the jacobian). If 1, then compute the jacobian row-by-row with a for-loop. If not None, then compute the jacobian chunk_size
rows at a time (equivalent to doing multiple vmap over vjp). If you run into memory issues computing the jacobian, please try to specify a non-None chunk_size.
Returns a function that takes in the same inputs as func
and returns the Jacobian of func
with respect to the arg(s) at argnums
. If has_aux is True
, then the returned function instead returns a (jacobian, aux)
tuple where jacobian
is the Jacobian and aux
is auxiliary objects returned by func
.
A basic usage with a pointwise, unary operation will give a diagonal array as the Jacobian
>>> from torch.func import jacrev >>> x = torch.randn(5) >>> jacobian = jacrev(torch.sin)(x) >>> expected = torch.diag(torch.cos(x)) >>> assert torch.allclose(jacobian, expected)
If you would like to compute the output of the function as well as the jacobian of the function, use the has_aux
flag to return the output as an auxiliary object:
>>> from torch.func import jacrev >>> x = torch.randn(5) >>> >>> def f(x): >>> return x.sin() >>> >>> def g(x): >>> result = f(x) >>> return result, result >>> >>> jacobian_f, f_x = jacrev(g, has_aux=True)(x) >>> assert torch.allclose(f_x, f(x))
jacrev()
can be composed with vmap to produce batched Jacobians:
>>> from torch.func import jacrev, vmap >>> x = torch.randn(64, 5) >>> jacobian = vmap(jacrev(torch.sin))(x) >>> assert jacobian.shape == (64, 5, 5)
Additionally, jacrev()
can be composed with itself to produce Hessians
>>> from torch.func import jacrev >>> def f(x): >>> return x.sin().sum() >>> >>> x = torch.randn(5) >>> hessian = jacrev(jacrev(f))(x) >>> assert torch.allclose(hessian, torch.diag(-x.sin()))
By default, jacrev()
computes the Jacobian with respect to the first input. However, it can compute the Jacboian with respect to a different argument by using argnums
:
>>> from torch.func import jacrev >>> def f(x, y): >>> return x + y ** 2 >>> >>> x, y = torch.randn(5), torch.randn(5) >>> jacobian = jacrev(f, argnums=1)(x, y) >>> expected = torch.diag(2 * y) >>> assert torch.allclose(jacobian, expected)
Additionally, passing a tuple to argnums
will compute the Jacobian with respect to multiple arguments
>>> from torch.func import jacrev >>> def f(x, y): >>> return x + y ** 2 >>> >>> x, y = torch.randn(5), torch.randn(5) >>> jacobian = jacrev(f, argnums=(0, 1))(x, y) >>> expectedX = torch.diag(torch.ones_like(x)) >>> expectedY = torch.diag(2 * y) >>> assert torch.allclose(jacobian[0], expectedX) >>> assert torch.allclose(jacobian[1], expectedY)
Note
Using PyTorch torch.no_grad
together with jacrev
. Case 1: Using torch.no_grad
inside a function:
>>> def f(x): >>> with torch.no_grad(): >>> c = x ** 2 >>> return x - c
In this case, jacrev(f)(x)
will respect the inner torch.no_grad
.
Case 2: Using jacrev
inside torch.no_grad
context manager:
>>> with torch.no_grad(): >>> jacrev(f)(x)
In this case, jacrev
will respect the inner torch.no_grad
, but not the outer one. This is because jacrev
is a “function transform”: its result should not depend on the result of a context manager outside of f
.
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