""" Core S4 convolution kernel implementing the 'normal plus low-rank' algorithm. The main module is SSKernelNPLR, which stores parameters A, B, C, dt, and calling it creates the SSM convolution kernel bar{K}. A much simpler version SSKernelSlow is included for illustration purposes: it has the same output, but uses the naive algorithm which is much slower. This module is meant for testing and exposition, to understand what the State Space Kernel actually does. HiPPOSSKernel specializes the SSKernels to specific instantiations of HiPPO matrices. """ import logging import math import numpy as np import torch import torch.nn as nn from einops import rearrange, repeat from opt_einsum import contract, contract_expression import hippo as hippo from krylov import krylov, power from logger import get_logger log = get_logger(__name__) try: from cauchy import cauchy_mult has_cauchy_extension = True log.info("CUDA extension for cauchy multiplication found.") except ImportError: log.warn( "CUDA extension for cauchy multiplication not found. Install by going to extensions/cauchy/ and running `python setup.py install`. This should speed up end-to-end training by 10-50%" ) has_cauchy_extension = False try: import pykeops from pykeops_cauchy import cauchy_conj has_pykeops = True log.info("Pykeops installation found.") except ImportError: has_pykeops = False from pykeops_cauchy import cauchy_slow if not has_cauchy_extension: log.error( "Falling back on slow Cauchy kernel. Install at least one of pykeops or the CUDA extension for efficiency." ) _isnan = lambda x: torch.isnan(x).any() _isinf = lambda x: torch.isinf(x).any() _conj = lambda x: torch.cat([x, x.conj()], dim=-1) _c2r = torch.view_as_real _r2c = torch.view_as_complex if tuple(map(int, torch.__version__.split(".")[:2])) >= (1, 10): _resolve_conj = lambda x: x.conj().resolve_conj() else: _resolve_conj = lambda x: x.conj() def bilinear(dt, A, B=None): """ dt: (...) timescales A: (... N N) B: (... N) """ N = A.shape[-1] I = torch.eye(N).to(A) A_backwards = I - dt[:, None, None] / 2 * A A_forwards = I + dt[:, None, None] / 2 * A if B is None: dB = None else: dB = dt[..., None] * torch.linalg.solve(A_backwards, B.unsqueeze(-1)).squeeze( -1 ) # (... N) dA = torch.linalg.solve(A_backwards, A_forwards) # (... N N) return dA, dB class OptimModule(nn.Module): """Interface for Module that allows registering buffers/parameters with configurable optimizer hyperparameters""" def register(self, name, tensor, trainable=False, lr=None, wd=None): """Utility method: register a tensor as a buffer or trainable parameter""" if trainable: self.register_parameter(name, nn.Parameter(tensor)) else: self.register_buffer(name, tensor) optim = {} if trainable and lr is not None: optim["lr"] = lr if trainable and wd is not None: optim["weight_decay"] = wd if len(optim) > 0: setattr(getattr(self, name), "_optim", optim) class SSKernelNPLR(OptimModule): """Stores a representation of and computes the SSKernel function K_L(A^dt, B^dt, C) corresponding to a discretized state space, where A is Normal + Low Rank (NPLR) The class name stands for 'State-Space SSKernel for Normal Plus Low-Rank'. The parameters of this function are as follows. A: (... N N) the state matrix B: (... N) input matrix C: (... N) output matrix dt: (...) timescales / discretization step size p, q: (... P N) low-rank correction to A, such that Ap=A+pq^T is a normal matrix The forward pass of this Module returns: (... L) that represents represents FFT SSKernel_L(A^dt, B^dt, C) """ @torch.no_grad() def _setup_C(self, L): """Construct C~ from C Two modes are supported: go directly to length L if self.L is 1, or length is doubled """ if self.L.item() == 0: if self.verbose: log.info(f"S4: Initializing kernel to length {L}") double_length = False elif L > self.L.item(): # 2*int(self.L) == L: if self.verbose: log.info( f"S4: Doubling length from L = {self.L.item()} to {2*self.L.item()}" ) double_length = True L = self.L.item() # Convenience for the math below else: return C = _r2c(self.C) dA, _ = self._setup_state() dA_L = power(L, dA) # Multiply C by I - dA_L C_ = _conj(C) prod = contract("h m n, c h n -> c h m", dA_L.transpose(-1, -2), C_) if double_length: prod = -prod # Multiply by I + dA_L instead C_ = C_ - prod C_ = C_[..., : self.N] # Take conjugate pairs again self.C.copy_(_c2r(C_)) self.L = 2 * self.L if double_length else self.L + L # Preserve type/device def _omega(self, L, dtype, device, cache=True): """Calculate (and cache) FFT nodes and their "unprocessed" version with the bilinear transform This should be called everytime the internal length self.L changes""" # Use cached if available if cache and hasattr(self, "omega") and self.omega.size(-1) == L // 2 + 1: return self.omega.to(device), self.z.to(device) omega = torch.tensor( np.exp(-2j * np.pi / (L)), dtype=dtype, device=device ) # \omega_{2L} omega = omega ** torch.arange(0, L // 2 + 1, device=device) z = 2 * (1 - omega) / (1 + omega) # Cache if necessary if cache: self.omega = omega self.z = z return omega, z def __init__( self, w, P, B, C, log_dt, L=None, # starting/maximum length of kernel trainable=None, lr=None, lr_dt=None, verbose=False, keops=False, fast_gate=False, quadrature=None, ): """ L: Maximum length; this module computes an SSM kernel of length L w: (n_ssm, N) p: (r, n_ssm, N) low-rank correction to A A represented by diag(w) - pq^* B: (n_ssm, N) dt: (H) timescale per feature C: (C, H, N) system is 1-D to c-D (channels) trainable: toggle which of the parameters is trainable lr: add hook to set lr of hippo parameters specially (everything besides C) Note: tensor shape N here denotes half the true state size, because of conjugate symmetry """ super().__init__() self.verbose = verbose self.keops = keops self.fast_gate = fast_gate # Rank of low-rank correction self.rank = P.shape[-3] assert w.size(-1) == P.size(-1) == B.size(-1) == C.size(-1) self.H = log_dt.size(-1) self.N = w.size(-1) # Check different SSM inits assert w.size(-2) == P.size(-2) == B.size(-2) # Number of copies assert self.H % w.size(0) == 0 self.n_ssm = w.size(0) self.copies = self.H // w.size(0) if lr_dt is None: lr_dt = lr # Broadcast everything to correct shapes C = C.expand(torch.broadcast_shapes(C.shape, (1, self.H, self.N))) # (H, C, N) B = B.unsqueeze(0) # (1, 1, N) # Register parameters self.C = nn.Parameter(_c2r(_resolve_conj(C))) train = False if trainable is None: trainable = {} if trainable == False: trainable = {} if trainable == True: trainable, train = {}, True self.register("log_dt", log_dt, trainable.get("dt", train), lr_dt, 0.0) self.register("B", B, trainable.get("B", train), lr, 0.0) self.register("P", P, trainable.get("P", train), lr, 0.0) log_w_real = torch.log( -w.real + 1e-3 ) # Some of the HiPPO methods have real part 0 w_imag = w.imag self.register("log_w_real", log_w_real, trainable.get("A", 0), lr, 0.0) self.register("w_imag", w_imag, trainable.get("A", train), lr, 0.0) self.l_max = L self.register_buffer("L", torch.tensor(0)) # Internal length self.quadrature = quadrature def _w(self): # Get the internal w (diagonal) parameter w_real = -torch.exp(self.log_w_real) w_imag = self.w_imag w = w_real + 1j * w_imag return w def forward(self, state=None, rate=1.0, L=None): """ state: (..., s, N) extra tensor that augments B rate: sampling rate factor returns: (..., c+s, L) """ # Initialize C~ if necessary (done in forward pass so it's on the correct device) if self.L.item() == 0 and self.l_max is not None and self.l_max > 0: self._setup_C(self.l_max) # Handle sampling rate logic # The idea is that this kernel's length (in continuous units) is self.L, while we are asked to provide a kernel of length L at (relative) sampling rate rate # If either are not passed in, assume we're not asked to change the scale of our kernel assert not (rate is None and L is None) if rate is None: rate = self.L.item() / L if L is None: L = round(self.L.item() / rate) # Increase the internal length if needed continuous_L = round(rate * L) while continuous_L > self.L.item(): self._setup_C(continuous_L) discrete_L = round(self.L.item() / rate) if self.fast_gate: dt = torch.exp(torch.sinh(self.log_dt)) * rate else: dt = torch.exp(self.log_dt) * rate B = self.B C = _r2c(self.C) P = self.P Q = P.conj() w = self._w() # Get FFT nodes of right length omega, z = self._omega( discrete_L, dtype=w.dtype, device=w.device, cache=(rate == 1.0) ) # Broadcast parameters to same hidden features H B = repeat(B, "1 t n -> 1 (v t) n", v=self.copies) P = repeat(P, "r t n -> r (v t) n", v=self.copies) Q = repeat(Q, "r t n -> r (v t) n", v=self.copies) w = repeat(w, "t n -> (v t) n", v=self.copies) # Augment B if state is not None: # Have to "unbilinear" the state to put it into the same "type" as B # Compute 1/dt * (I + dt/2 A) @ state # Can do this without expanding (maybe minor speedup using conj symmetry in theory), but it's easier to read this way s = _conj(state) if state.size(-1) == self.N else state # (B H N) sA = s * _conj(w) - contract( # (B H N) "bhm, rhm, rhn -> bhn", s, _conj(Q), _conj(P) ) s = s / dt.unsqueeze(-1) + sA / 2 s = s[..., : self.N] B = torch.cat([s, B], dim=-3) # (s+1, H, N) # Incorporate dt into A w = w * dt.unsqueeze(-1) # (H N) # Stack B and p, C and q for convenient batching B = torch.cat([B, P], dim=-3) # (s+1+r, H, N) C = torch.cat([C, Q], dim=-3) # (c+r, H, N) # Incorporate B and C batch dimensions v = B.unsqueeze(-3) * C.unsqueeze(-4) # (s+1+r, c+r, H, N) # w = w[None, None, ...] # (1, 1, H, N) # z = z[None, None, None, ...] # (1, 1, 1, L) # Calculate resolvent at omega if has_cauchy_extension and z.dtype == torch.cfloat and not self.keops: r = cauchy_mult(v, z, w, symmetric=True) elif has_pykeops: r = cauchy_conj(v, z, w) else: r = cauchy_slow(v, z, w) r = r * dt[None, None, :, None] # (S+1+R, C+R, H, L) # Low-rank Woodbury correction if self.rank == 1: k_f = r[:-1, :-1, :, :] - r[:-1, -1:, :, :] * r[-1:, :-1, :, :] / ( 1 + r[-1:, -1:, :, :] ) elif self.rank == 2: r00 = r[: -self.rank, : -self.rank, :, :] r01 = r[: -self.rank, -self.rank :, :, :] r10 = r[-self.rank :, : -self.rank, :, :] r11 = r[-self.rank :, -self.rank :, :, :] det = (1 + r11[:1, :1, :, :]) * (1 + r11[1:, 1:, :, :]) - r11[ :1, 1:, :, : ] * r11[1:, :1, :, :] s = ( r01[:, :1, :, :] * (1 + r11[1:, 1:, :, :]) * r10[:1, :, :, :] + r01[:, 1:, :, :] * (1 + r11[:1, :1, :, :]) * r10[1:, :, :, :] - r01[:, :1, :, :] * (r11[:1, 1:, :, :]) * r10[1:, :, :, :] - r01[:, 1:, :, :] * (r11[1:, :1, :, :]) * r10[:1, :, :, :] ) s = s / det k_f = r00 - s else: r00 = r[: -self.rank, : -self.rank, :, :] r01 = r[: -self.rank, -self.rank :, :, :] r10 = r[-self.rank :, : -self.rank, :, :] r11 = r[-self.rank :, -self.rank :, :, :] r11 = rearrange(r11, "a b h n -> h n a b") r11 = torch.linalg.inv(torch.eye(self.rank, device=r.device) + r11) r11 = rearrange(r11, "h n a b -> a b h n") k_f = r00 - torch.einsum( "i j h n, j k h n, k l h n -> i l h n", r01, r11, r10 ) # Final correction for the bilinear transform k_f = k_f * 2 / (1 + omega) # Move from frequency to coefficients k = torch.fft.irfft(k_f, n=discrete_L) # (S+1, C, H, L) # # Truncate to target length k = k[..., :L] if state is not None: k_state = k[:-1, :, :, :] # (S, C, H, L) else: k_state = None k_B = k[-1, :, :, :] # (C H L) if self.quadrature == "trapezoid": w = torch.ones(*k_B.shape).to(k_B) * dt[None, :, None] w[..., 0] /= 2.0 w[..., -1] /= 2 k_B = k_B * w elif self.quadrature == "simpson": w = torch.ones(*k_B.shape).to(k_B) * dt[None, :, None] / 3.0 w[..., 1:-1:2] *= 4 w[..., 2:-1:2] *= 2 k_B = k_B * w return k_B, k_state @torch.no_grad() def double_length(self): # if self.verbose: log.info(f"S4: Doubling length from L = {self.L} to {2*self.L}") self._setup_C(2 * self.L) @torch.no_grad() def _check(self): """Check if A, B, C parameters and vanilla SSKernel construction can be recovered""" self.setup_step() K = krylov(self.L, self.dA, self.dB, self.dC) diff = K - self.forward(L=self.L)[0] print("checking DPLR Kernel construction", torch.sum(diff**2)) @torch.no_grad() def _setup_linear(self): """Create parameters that allow fast linear stepping of state""" w = self._w() B = self.B # (H N) P = self.P Q = P.conj() # Repeat w shape properly B = repeat(B, "1 t n -> 1 (v t) n", v=self.copies) P = repeat(P, "r t n -> r (v t) n", v=self.copies) Q = repeat(Q, "r t n -> r (v t) n", v=self.copies) w = repeat(w, "t n -> (v t) n", v=self.copies) # Prepare Linear stepping dt = torch.exp(self.log_dt) D = (2.0 / dt.unsqueeze(-1) - w).reciprocal() # (H, N) R = ( torch.eye(self.rank, dtype=w.dtype, device=w.device) + 2 * contract("r h n, h n, s h n -> h r s", Q, D, P).real ) # (H r r) Q_D = rearrange(Q * D, "r h n -> h r n") try: R = torch.linalg.solve(R.to(Q_D), Q_D) # (H r N) except torch._C._LinAlgError: R = torch.tensor(np.linalg.solve(R.to(Q_D).cpu(), Q_D.cpu())).to(Q_D) R = rearrange(R, "h r n -> r h n") self.step_params = { "D": D, # (H N) "R": R, # (r H N) "P": P, # (r H N) "Q": Q, # (r H N) "B": B, # (1 H N) "E": 2.0 / dt.unsqueeze(-1) + w, # (H N) } def _step_state_linear(self, u=None, state=None): """ Version of the step function that has time O(N) instead of O(N^2) per step, which takes advantage of the DPLR form and bilinear discretization. Unfortunately, as currently implemented it's about 2x slower because it calls several sequential operations. Perhaps a fused CUDA kernel implementation would be much faster u: (H) input state: (H, N/2) state with conjugate pairs Optionally, the state can have last dimension N Returns: same shape as state """ C = _r2c(self.C) # View used for dtype/device if u is None: # Special case used to find dA u = torch.zeros(self.H, dtype=C.dtype, device=C.device) if state is None: # Special case used to find dB state = torch.zeros(self.H, self.N, dtype=C.dtype, device=C.device) step_params = self.step_params.copy() if ( state.size(-1) == self.N ): # Only store half of the conjugate pairs; should be true by default # There should be a slightly faster way using conjugate symmetry contract_fn = lambda p, x, y: contract( "r h n, r h m, ... h m -> ... h n", _conj(p), _conj(x), _conj(y) )[ ..., : self.N ] # inner outer product else: assert state.size(-1) == 2 * self.N step_params = {k: _conj(v) for k, v in step_params.items()} # TODO worth setting up a contract_expression in default_state if we want to use this at inference time for stepping contract_fn = lambda p, x, y: contract( "r h n, r h m, ... h m -> ... h n", p, x, y ) # inner outer product D = step_params["D"] # (H N) E = step_params["E"] # (H N) R = step_params["R"] # (r H N) P = step_params["P"] # (r H N) Q = step_params["Q"] # (r H N) B = step_params["B"] # (1 H N) new_state = E * state - contract_fn(P, Q, state) # (B H N) new_state = new_state + 2.0 * B * u.unsqueeze(-1) # (B H N) new_state = D * (new_state - contract_fn(P, R, new_state)) return new_state def _setup_state(self): """Construct dA and dB for discretized state equation""" # Construct dA and dB by using the stepping self._setup_linear() C = _r2c(self.C) # Just returns a view that we use for finding dtype/device state = torch.eye(2 * self.N, dtype=C.dtype, device=C.device).unsqueeze( -2 ) # (N 1 N) dA = self._step_state_linear(state=state) dA = rearrange(dA, "n h m -> h m n") # self.dA = dA # (H N N) u = C.new_ones(self.H) dB = self._step_state_linear(u=u) dB = _conj(dB) dB = rearrange(dB, "1 h n -> h n") # (H N) return dA, dB def _step_state(self, u, state): """Must be called after self.default_state() is used to construct an initial state!""" next_state = self.state_contraction(self.dA, state) + self.input_contraction( self.dB, u ) return next_state def setup_step(self, mode="dense"): """Set up dA, dB, dC discretized parameters for stepping""" self.dA, self.dB = self._setup_state() # Calculate original C dA_L = power(self.L, self.dA) I = torch.eye(self.dA.size(-1)).to(dA_L) C = _conj(_r2c(self.C)) # (H C N) dC = torch.linalg.solve( I - dA_L.transpose(-1, -2), C.unsqueeze(-1), ).squeeze(-1) self.dC = dC # Do special preprocessing for different step modes self._step_mode = mode if mode == "linear": # Linear case: special step function for the state, we need to handle output # use conjugate symmetry by default, which affects the output projection self.dC = 2 * self.dC[:, :, : self.N] elif mode == "diagonal": # Eigendecomposition of the A matrix L, V = torch.linalg.eig(self.dA) V_inv = torch.linalg.inv(V) # Check that the eigendedecomposition is correct if self.verbose: print( "Diagonalization error:", torch.dist(V @ torch.diag_embed(L) @ V_inv, self.dA), ) # Change the parameterization to diagonalize self.dA = L self.dB = contract("h n m, h m -> h n", V_inv, self.dB) self.dC = contract("h n m, c h n -> c h m", V, self.dC) elif mode == "dense": pass else: raise NotImplementedError( "NPLR Kernel step mode must be {'dense' | 'linear' | 'diagonal'}" ) def default_state(self, *batch_shape): C = _r2c(self.C) N = C.size(-1) H = C.size(-2) # Cache the tensor contractions we will later do, for efficiency # These are put in this function because they depend on the batch size if self._step_mode != "linear": N *= 2 if self._step_mode == "diagonal": self.state_contraction = contract_expression( "h n, ... h n -> ... h n", (H, N), batch_shape + (H, N), ) else: # Dense (quadratic) case: expand all terms self.state_contraction = contract_expression( "h m n, ... h n -> ... h m", (H, N, N), batch_shape + (H, N), ) self.input_contraction = contract_expression( "h n, ... h -> ... h n", (H, N), # self.dB.shape batch_shape + (H,), ) self.output_contraction = contract_expression( "c h n, ... h n -> ... c h", (C.shape[0], H, N), # self.dC.shape batch_shape + (H, N), ) state = torch.zeros(*batch_shape, H, N, dtype=C.dtype, device=C.device) return state def step(self, u, state): """Must have called self.setup_step() and created state with self.default_state() before calling this""" if self._step_mode == "linear": new_state = self._step_state_linear(u, state) else: new_state = self._step_state(u, state) y = self.output_contraction(self.dC, new_state) return y, new_state class SSKernelSlow(OptimModule): """Slow version of SSKernel function for illustration and benchmarking. - Caches discretized matrices A^(dt), B^(dt) - Computes K_L(A^dt, B^dt, C) Usage: ``` krylov = SSKernelSlow(L, A, B, C, log_dt)() ``` Result is expected to be equal to SSKernelNPLR(L, w, P, B, C, log_dt, P)() if A = w - PP^* """ def __init__(self, A, B, C, log_dt, L=None, trainable=None, lr=None): super().__init__() self.L = L self.N = A.size(-1) self.H = log_dt.size(-1) C = C.expand(torch.broadcast_shapes(C.shape, (1, self.H, self.N))) # (C, H, N) # Register parameters train = False if trainable is None: trainable = {} if trainable == False: trainable = {} if trainable == True: trainable, train = {}, True self.register("log_dt", log_dt, trainable.get("dt", train), lr) self.register("A", A, trainable.get("A", train), lr) self.register("B", B, trainable.get("B", train), lr) # NOTE leaving in complex form for convenience, which means it currently won't work with DDP and might have incorrect param count # This class shouldn't be used for anything other than testing and simple ablations, so this is fine # self.register("C", C.conj().resolve_conj(), True, None, wd=None) self.C = nn.Parameter(_resolve_conj(C)) # Cache if nothing is trained self.trainable = ( trainable.get("dt", train) or trainable.get("A", train) or trainable.get("B", train) ) self.K = None # Compute in forward pass since that ensures correct device def forward(self, state=None, rate=1.0, L=None): if L is None: L = self.L # This class shouldn't support the more advanced sampling and variable length functionalities, since it's just for testing # But the code from NPLR could be pasted here if desired assert rate == 1.0 and L is not None if self.trainable: dA, dB = bilinear(torch.exp(self.log_dt), self.A, self.B) k = krylov(L, dA, dB, self.C) # (H L) else: if self.K is None: dA, dB = bilinear(torch.exp(self.log_dt), self.A, self.B) self.K = krylov(L, dA, dB) # (H N L) k = contract("hnl,chn->chl", self.K[..., :L], self.C) if state is not None: state = state.to(self.dA) state = contract("... n m, ... m -> ... n", self.dA, state) k_state = krylov(L, self.dA, state.unsqueeze(-3), self.C) else: k_state = None return k, k_state # return k.to(torch.float) def default_state(self, *batch_shape): state = torch.zeros( *batch_shape, self.H, self.N, dtype=self.C.dtype, device=self.C.device ) return state def _setup_state(self): self.dA, self.dB = bilinear(torch.exp(self.log_dt), self.A, self.B) def setup_step(self): self._setup_state() self.dC = self.C def step(self, u, state): next_state = contract("h m n, b h n -> b h m", self.dA, state) + contract( "h n, b h -> b h n", self.dB, u ) y = contract("c h n, b h n -> b c h", self.dC, next_state) return y, next_state class SSKernelDiag(OptimModule): """Version using (complex) diagonal state matrix. Main difference is this uses the ZOH instead of Bilinear transform. Note that it is slower and less memory efficient than the NPLR kernel because of lack of kernel support.""" def __init__( self, w, C, log_dt, L=None, disc="bilinear", trainable=None, lr=None, quadrature=None, ): super().__init__() self.L = L self.disc = disc # Rank of low-rank correction assert w.size(-1) == C.size(-1) self.H = log_dt.size(-1) self.N = w.size(-1) assert self.H % w.size(0) == 0 self.copies = self.H // w.size(0) # Broadcast everything to correct shapes C = C.expand(torch.broadcast_shapes(C.shape, (1, self.H, self.N))) # (H, C, N) # Register parameters # C is a regular parameter, not part of state self.C = nn.Parameter(_c2r(_resolve_conj(C))) train = False if trainable is None: trainable = {} if trainable == False: trainable = {} if trainable == True: trainable, train = {}, True self.register("log_dt", log_dt, trainable.get("dt", train), lr, 0.0) if self.disc in ["bilinear", "zoh", "foh"]: log_w_real = torch.log( -w.real + 1e-3 ) # Some of the HiPPO methods have real part 0 w_imag = w.imag self.register("log_w_real", log_w_real, trainable.get("A", 0), lr, 0.0) self.register("w_imag", w_imag, trainable.get("A", train), lr, 0.0) elif self.disc == "dss": self.register("w", _c2r(w), trainable.get("A", train), lr, 0.0) else: raise NotImplementedError self.quadrature = quadrature def _w(self): # Get the internal w (diagonal) parameter if self.disc != "dss": w_real = -torch.exp(self.log_w_real) w_imag = self.w_imag w = w_real + 1j * w_imag else: w = _r2c(self.w) # (..., N) w = repeat(w, "t n -> (v t) n", v=self.copies) # (H N) return w def forward(self, state=None, rate=1.0, L=None): """ state: (..., s, N) extra tensor that augments B rate: sampling rate factor returns: (..., c+s, L) """ # Handle sampling rate logic # The idea is that this kernel's length (in continuous units) is self.L, while we are asked to provide a kernel of length L at (relative) sampling rate rate # If either are not passed in, assume we're not asked to change the scale of our kernel assert not (rate is None and L is None) if rate is None: rate = self.L / L if L is None: L = round(self.L / rate) dt = torch.exp(self.log_dt) * rate # (H) C = _r2c(self.C) # (C H N) w = self._w() # (H N) # Incorporate dt into A dtA = w * dt.unsqueeze(-1) # (H N) if self.disc == "zoh": # Power up K = dtA.unsqueeze(-1) * torch.arange(L, device=w.device) # (H N L) C = C * (torch.exp(dtA) - 1.0) / w K = contract("chn, hnl -> chl", C, torch.exp(K)) K = 2 * K.real elif self.disc == "foh": # Power up K = dtA.unsqueeze(-1) * torch.arange(L, device=w.device) # (H N L) K_exp = torch.exp(K) C = C / (dt.unsqueeze(-1) * w**2) exp_dA = torch.exp(dtA) C_0 = -(exp_dA - 1.0 - dtA * exp_dA) * C # kernel for conv with u_k C_1 = (exp_dA - 1.0 - dtA) * C # kernel for conv with u_{k+1} K_0 = contract("chn, hnl -> chl", C_0, K_exp) K_1 = contract("chn, hnl -> chl", C_1, K_exp) K_0 = 2 * K_0.real K_1 = 2 * K_1.real K = K_1 K[..., -1] = 0.0 K[..., 1:] += K_0[..., :-1] elif self.disc == "bilinear": dA = (1.0 + dtA / 2) / (1.0 - dtA / 2) K = dA.unsqueeze(-1) ** torch.arange(L, device=w.device) # (H N L) C = C * (1.0 - dtA / 2).reciprocal() * dt.unsqueeze(-1) # or * dtA / w K = contract("chn, hnl -> chl", C, K) K = 2 * K.real else: # Implementation from DSS meant for case when real eigenvalues can be positive P = dtA.unsqueeze(-1) * torch.arange(L, device=C.device) # [H N L] w_gt_0 = w.real > 0 # [N] if w_gt_0.any(): with torch.no_grad(): P_max = dtA * (w_gt_0 * (L - 1)) # [H N] P = P - P_max.unsqueeze(-1) # [H N L] S = P.exp() # [H N L] dtA_neg = dtA * (1 - 2 * w_gt_0) # [H N] # S.sum(-1) == den / num num = dtA_neg.exp() - 1 # [H N] den = (dtA_neg * L).exp() - 1 # [H N] # Inline reciprocal function for DSS logic x = den * w x_conj = _resolve_conj(x) r = x_conj / (x * x_conj + 1e-7) C = C * num * r # [C H N] K = contract("chn,hnl->chl", C, S).float() if self.quadrature == "trapezoid": w = torch.ones(*K.shape).to(K) * dt[None, :, None] w[..., 0] /= 2.0 w[..., -1] /= 2 K = K * w elif self.quadrature == "simpson": w = torch.ones(*K.shape).to(K) * dt[None, :, None] / 3.0 w[..., 1:-1:2] *= 4 w[..., 2:-1:2] *= 2 K = K * w return K, None def setup_step(self): dt = torch.exp(self.log_dt) # (H) C = _r2c(self.C) # (C H N) w = self._w() # (H N) # Incorporate dt into A dtA = w * dt.unsqueeze(-1) # (H N) if self.disc == "zoh": self.dA = torch.exp(dtA) # (H N) self.dC = C * (torch.exp(dtA) - 1.0) / w # (C H N) elif self.disc == "bilinear": self.dA = (1.0 + dtA / 2) / (1.0 - dtA / 2) self.dC = ( C * (1.0 - dtA / 2).reciprocal() * dt.unsqueeze(-1) ) # or * dtA / w self.dB = self.dC.new_ones(self.H, self.N) # (H N) # if self.disc == 'zoh': # # Power up # K = dtA.unsqueeze(-1) * torch.arange(L, device=w.device) # (H N L) # C = C * (torch.exp(dtA)-1.) / w # K = contract('chn, hnl -> chl', C, torch.exp(K)) # K = 2*K.real # elif self.disc == 'bilinear': # dA = (1. + dtA/2) / (1. - dtA/2) # K = dA.unsqueeze(-1) ** torch.arange(L, device=w.device) # (H N L) # C = C * (1. - dtA/2).reciprocal() * dt.unsqueeze(-1) # or * dtA / w # K = contract('chn, hnl -> chl', C, K) # K = 2*K.real def default_state(self, *batch_shape): C = _r2c(self.C) state = torch.zeros( *batch_shape, self.H, self.N, dtype=C.dtype, device=C.device ) return state def step(self, u, state): next_state = contract("h n, b h n -> b h n", self.dA, state) + contract( "h n, b h -> b h n", self.dB, u ) y = contract("c h n, b h n -> b c h", self.dC, next_state) return 2 * y.real, next_state # @staticmethod # def reciprocal(x, epsilon=1e-7, clamp=False): # """ returns 1 / x, with bounded norm """ # x_conj = x.conj() # norm_sq = (x*x_conj).real.clamp(epsilon) if clamp else (x*x_conj + epsilon) # return x_conj / norm_sq class HippoSSKernel(nn.Module): """Wrapper around SSKernel that generates A, B, C, dt according to HiPPO arguments. The SSKernel is expected to support the interface forward() default_state() setup_step() step() """ def __init__( self, H, N=64, L=None, measure="legs", rank=1, channels=1, # 1-dim to C-dim map; can think of C as having separate "heads" dt_min=0.001, dt_max=0.1, deterministic=False, trainable=None, # Dictionary of options to train various HiPPO parameters lr=None, # Hook to set LR of hippo parameters differently lr_dt=None, mode="nplr", # 'slow' for complex naive version, 'real' for real naive version n_ssm=1, # Copies of the ODE parameters A and B. Must divide H precision=1, # 1 (single) or 2 (double) for the kernel resample=False, # If given inputs of different lengths, adjust the sampling rate. Note that L should always be provided in this case, as it assumes that L is the true underlying length of the continuous signal verbose=False, fast_gate=False, diag_tilt=0.0, rank_weight=1.0, measure_args={}, **kernel_args, ): super().__init__() self.N = N self.H = H assert not ( resample and L is None ), "Cannot have sampling rate adjustment and no base length passed in" self.precision = precision dtype = torch.double if self.precision == 2 else torch.float cdtype = torch.cfloat if dtype == torch.float else torch.cdouble self.rate = None if resample else 1.0 self.channels = channels self.n_ssm = n_ssm # Generate dt log_dt = torch.rand(self.H, dtype=dtype) * ( math.log(dt_max) - math.log(dt_min) ) + math.log(dt_min) if fast_gate: log_dt = torch.asinh(log_dt) # Compute the preprocessed representation if mode == "real": # For testing and ablation purposes # Generate A, B A, B = hippo.transition(measure, self.N) A = torch.as_tensor(A, dtype=dtype) B = torch.as_tensor(B, dtype=dtype)[:, 0] # Generate C C = torch.randn(channels, self.H, self.N, dtype=dtype) self.kernel = SSKernelSlow( A, B, C, log_dt, L=L, trainable=trainable, lr=lr, ) else: # Generate low rank correction p for the measure if measure == "random": w, P, B, C, _ = hippo.random_dplr( self.N, rank=rank, H=n_ssm, dtype=dtype, **measure_args ) elif measure == "hippo": w0, P0, B0, C0, _ = hippo.nplr("legs", self.N, rank, dtype=dtype) w1, P1, B1, C1, _ = hippo.nplr("fourier", self.N, rank, dtype=dtype) w = torch.stack([w0, w1], dim=0) P = torch.stack([P0, P1], dim=1) B = torch.stack([B0, B1], dim=0) C = torch.stack([C0, C1], dim=0) else: w, P, B, C, _ = hippo.nplr(measure, self.N, rank, dtype=dtype) w = w.unsqueeze(0) # (s N), s is num SSM copies P = P.unsqueeze(1) # (r s N) B = B.unsqueeze(0) # (s N) C = C.unsqueeze(0) # (H N) # Handle extra options w = w - diag_tilt P = P * rank_weight # Broadcast C to have H channels if deterministic: C = repeat(C, "t n -> c (v t) n", c=channels, v=self.H // C.size(0)) else: C = torch.randn(channels, self.H, self.N // 2, dtype=cdtype) # Broadcast other parameters to have n_ssm copies assert ( self.n_ssm % B.size(-2) == 0 and self.n_ssm % P.size(-2) == 0 and self.n_ssm % w.size(-2) == 0 ) # Broadcast tensors to n_ssm copies # These will be the parameters, so make sure tensors are materialized and contiguous B = ( repeat(B, "t n -> (v t) n", v=self.n_ssm // B.size(-2)) .clone() .contiguous() ) P = ( repeat(P, "r t n -> r (v t) n", v=self.n_ssm // P.size(-2)) .clone() .contiguous() ) w = ( repeat(w, "t n -> (v t) n", v=self.n_ssm // w.size(-2)) .clone() .contiguous() ) if mode == "nplr": self.kernel = SSKernelNPLR( w, P, B, C, log_dt, L=L, trainable=trainable, lr=lr, lr_dt=lr_dt, verbose=verbose, fast_gate=fast_gate, **kernel_args, ) elif mode == "diag": C = C * repeat(B, "t n -> (v t) n", v=H // self.n_ssm) self.kernel = SSKernelDiag( w, C, log_dt, L=L, trainable=trainable, lr=lr, **kernel_args, ) elif mode == "slow": # Testing only A = torch.diag_embed(_conj(w)) - contract( "... r p, ... r q -> ... p q", _conj(P), _conj(P).conj() ) self.kernel = SSKernelSlow( A, _conj(B), _conj(C), log_dt, L=L, trainable=trainable, lr=lr, ) else: raise NotImplementedError(f"{mode=} is not valid") def forward(self, state=None, L=None): k, k_state = self.kernel(state=state, rate=self.rate, L=L) k_state = None if k_state is None else k_state.float() return k.float(), k_state @torch.no_grad() def forward_state(self, u, state): """Forward the state through a sequence, i.e. computes the state after passing chunk through SSM state: (..., H, N) u: (..., H, L) Returns: (..., H, N) """ self.kernel._setup_state() dA, dB = self.kernel.dA, self.kernel.dB # (H N N) (H N) conj = state.size(-1) != dA.size(-1) if conj: state = _conj(state) v = contract( "h n, ... h l -> ... h n l", dB, u.flip(-1) ) # dB.unsqueeze(-1) * u.flip(-1).unsqueeze(-2) AL, v = power(u.size(-1), dA, v) next_state = contract("... m n, ... n -> ... m", AL, state) next_state = next_state + v if conj: next_state = next_state[..., : next_state.size(-1) // 2] return next_state def setup_step(self): self.kernel.setup_step() def step(self, u, state, **kwargs): u, state = self.kernel.step(u, state, **kwargs) return u.float(), state def default_state(self, *args, **kwargs): return self.kernel.default_state(*args, **kwargs)