Add huber loss operator.

paddle/operators/huber_loss_op.cc

@@ -0,0 +1,122 @@
+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+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
+
+    http://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. */
+
+#include "paddle/operators/huber_loss_op.h"
+
+namespace paddle {
+namespace operators {
+
+class HuberLossOp : public framework::OperatorWithKernel {
+ public:
+  using framework::OperatorWithKernel::OperatorWithKernel;
+
+  void InferShape(framework::InferShapeContext* ctx) const override {
+    PADDLE_ENFORCE(ctx->HasInput("X"), "Input(X) must be initialized.");
+    PADDLE_ENFORCE(ctx->HasInput("Y"), "Input(Y) must be initialized.");
+
+    auto x_dims = ctx->GetInputDim("X");
+    auto y_dims = ctx->GetInputDim("Y");
+
+    PADDLE_ENFORCE_EQ(x_dims, y_dims);
+    PADDLE_ENFORCE_EQ(x_dims.size(), 2,
+                      "The rank of Input(X) must be 2 and the shape is "
+                      "[batch_size, 1].");
+    PADDLE_ENFORCE_EQ(x_dims[1], 1,
+                      "Each row of Input(X) contains a real value, "
+                      "so the 2nd dimension of Input(X) must be 1.");
+
+    ctx->SetOutputDim("Residual", x_dims);
+    ctx->SetOutputDim("Out", {x_dims[0], 1});
+    ctx->ShareLoD("X", "Out");
+  }
+};
+
+template <typename AttrType>
+class HuberLossOpMaker : public framework::OpProtoAndCheckerMaker {
+ public:
+  HuberLossOpMaker(framework::OpProto* proto,
+                   framework::OpAttrChecker* op_checker)
+      : OpProtoAndCheckerMaker(proto, op_checker) {
+    AddInput("X",
+             "The input value of huber loss op."
+             "X is a 2-D tensor with shape [batch_size, 1].");
+    AddInput("Y",
+             "The target value of huber loss op."
+             "Y is a 2-D tensor with shape [batch_size, 1].");
+    AddOutput("Residual",
+              "Intermediate tensor to cache residual value between Y and X."
+              "The shape is same as Input(X) and will be reused in backward.")
+        .AsIntermediate();
+    AddOutput("Out",
+              "The output tensor with shape [batch_size, 1] which represents "
+              "the huber loss.");
+    AddAttr<AttrType>("delta", "Hyper parameter in huber loss.");
+    AddComment(R"DOC(
+Huber loss is a loss function used in robust regression. We define X as the
+input value and Y as the target value. Huber loss can evaluate the fitness of
+X to Y. Different from MSE loss, Huber loss is more robust for outliers. The
+shape of X and Y are [batch_size, 1]. The equation is:
+
+L_{\delta}(y, f(x)) =
+\begin{cases}
+0.5 * (y - f(x))^2, \quad |y - f(x)| \leq \delta \\
+\delta * (|y - f(x)| - 0.5 * \delta),   \quad otherwise
+\end{cases}
+
+)DOC");
+  }
+};
+
+class HuberLossGradOp : public framework::OperatorWithKernel {
+ public:
+  using framework::OperatorWithKernel::OperatorWithKernel;
+
+  void InferShape(framework::InferShapeContext* ctx) const override {
+    PADDLE_ENFORCE(ctx->HasInput("X"), "Input(X) should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("Y"), "Input(Y) should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("Residual"),
+                   "Input(Residual) should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput(framework::GradVarName("Out")),
+                   "Input(Out@GRAD) should not be null.");
+
+    auto x_dims = ctx->GetInputDim("X");
+    auto y_dims = ctx->GetInputDim("Y");
+    auto residual_dims = ctx->GetInputDim("Residual");
+    auto out_grad_dims = ctx->GetInputDim(framework::GradVarName("Out"));
+
+    PADDLE_ENFORCE_EQ(residual_dims, x_dims);
+    PADDLE_ENFORCE_EQ(out_grad_dims, x_dims);
+
+    auto x_grad_name = framework::GradVarName("X");
+    auto y_grad_name = framework::GradVarName("Y");
+    if (ctx->HasOutput(x_grad_name)) {
+      ctx->SetOutputDim(x_grad_name, x_dims);
+    }
+    if (ctx->HasOutput(y_grad_name)) {
+      ctx->SetOutputDim(y_grad_name, y_dims);
+    }
+  }
+};
+
+}  // namespace operators
+}  // namespace paddle
+
+namespace ops = paddle::operators;
+REGISTER_OP(huber_loss, ops::HuberLossOp, ops::HuberLossOpMaker<float>,
+            huber_loss_grad, ops::HuberLossGradOp);
+REGISTER_OP_CPU_KERNEL(huber_loss,
+                       ops::HuberLossKernel<paddle::platform::CPUPlace, float>);
+REGISTER_OP_CPU_KERNEL(
+    huber_loss_grad,
+    ops::HuberLossGradKernel<paddle::platform::CPUPlace, float>);

paddle/operators/huber_loss_op.cu

@@ -0,0 +1,23 @@
+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+   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
+
+   http://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. */
+
+#define EIGEN_USE_GPU
+#include "paddle/operators/huber_loss_op.h"
+
+namespace ops = paddle::operators;
+REGISTER_OP_GPU_KERNEL(huber_loss,
+                       ops::HuberLossKernel<paddle::platform::GPUPlace, float>);
+REGISTER_OP_GPU_KERNEL(
+    huber_loss_grad,
+    ops::HuberLossGradKernel<paddle::platform::GPUPlace, float>);

paddle/operators/huber_loss_op.h

@@ -0,0 +1,119 @@
+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+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
+
+    http://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. */
+
+#pragma once
+#include "paddle/framework/eigen.h"
+#include "paddle/framework/op_registry.h"
+#include "paddle/platform/hostdevice.h"
+
+namespace paddle {
+namespace operators {
+
+using Tensor = framework::Tensor;
+template <typename T, int MajorType = Eigen::RowMajor,
+          typename IndexType = Eigen::DenseIndex>
+using EigenVector = framework::EigenVector<T, MajorType, IndexType>;
+
+template <typename T>
+struct HuberLossForward {
+  HOSTDEVICE HuberLossForward(const T& delta) : delta(delta) {}
+
+  HOSTDEVICE T operator()(const T& val) const {
+    T abs_val = std::abs(val);
+    if (abs_val <= delta) {
+      return static_cast<T>(0.5) * val * val;
+    } else {
+      return delta * (abs_val - static_cast<T>(0.5) * delta);
+    }
+  }
+
+  T delta;
+};
+
+template <typename Place, typename T, typename AttrType = T>
+class HuberLossKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& context) const override {
+    auto* in0 = context.Input<Tensor>("X");
+    auto* in1 = context.Input<Tensor>("Y");
+    auto* out0 = context.Output<Tensor>("Residual");
+    auto* out1 = context.Output<Tensor>("Out");
+    auto delta = static_cast<T>(context.Attr<AttrType>("delta"));
+    auto place = context.GetEigenDevice<Place>();
+
+    auto x = EigenVector<T>::Flatten(*in0);
+    auto y = EigenVector<T>::Flatten(*in1);
+    out0->mutable_data<T>(context.GetPlace());
+    auto residual = EigenVector<T>::Flatten(*out0);
+    residual.device(place) = y - x;
+    out1->mutable_data<T>(context.GetPlace());
+    auto loss = EigenVector<T>::Flatten(*out1);
+    loss.device(place) = residual.unaryExpr(HuberLossForward<T>(delta));
+  }
+};
+
+template <typename T>
+struct HuberLossBackward {
+  HOSTDEVICE HuberLossBackward(const T& delta, T sign)
+      : sign(sign), delta(delta) {}
+
+  HOSTDEVICE T operator()(const T& val) const {
+    T abs_val = std::abs(val);
+    if (abs_val <= delta) {
+      return sign * val;
+    } else {
+      if (val > 0) {
+        return sign * delta;
+      } else {
+        return -1 * sign * delta;
+      }
+    }
+  }
+
+  T sign;
+  T delta;
+};
+
+template <typename Place, typename T, typename AttrType = T>
+class HuberLossGradKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& context) const override {
+    auto* in0 = context.Input<Tensor>("Residual");
+    auto* in1 = context.Input<Tensor>(framework::GradVarName("Out"));
+    auto* out0 = context.Output<Tensor>(framework::GradVarName("X"));
+    auto* out1 = context.Output<Tensor>(framework::GradVarName("Y"));
+    auto delta = static_cast<T>(context.op().Attr<AttrType>("delta"));
+    auto place = context.GetEigenDevice<Place>();
+
+    auto residual = EigenVector<T>::Flatten(*in0);
+    auto out_grad = EigenVector<T>::Flatten(*in1);
+
+    if (out0) {
+      out0->mutable_data<T>(context.GetPlace());
+      auto x_grad = EigenVector<T>::Flatten(*out0);
+      x_grad.device(place) =
+          out_grad * residual.unaryExpr(HuberLossBackward<T>(delta, -1.0));
+    }
+
+    if (out1) {
+      out1->mutable_data<T>(context.GetPlace());
+      auto y_grad = EigenVector<T>::Flatten(*out1);
+      y_grad.device(place) =
+          out_grad * residual.unaryExpr(HuberLossBackward<T>(delta, 1.0));
+    }
+  }
+};
+
+}  // namespace operators
+}  // namespace paddle

python/paddle/v2/framework/tests/test_huber_loss_op.py

@@ -0,0 +1,47 @@
+import unittest
+import numpy as np
+from op_test import OpTest
+
+
+def huber_loss_forward(val, delta):
+    abs_val = abs(val)
+    if abs_val <= delta:
+        return 0.5 * val * val
+    else:
+        return delta * (abs_val - 0.5 * delta)
+
+
+class TestHuberLossOp(OpTest):
+    def setUp(self):
+        self.op_type = 'huber_loss'
+        samples_num = 64
+        delta = 1.0
+        self.inputs = {
+            'X': np.random.uniform(0, 1., (samples_num, 1)).astype('float32'),
+            'Y': np.random.uniform(0, 1., (samples_num, 1)).astype('float32'),
+        }
+        residual = self.inputs['Y'] - self.inputs['X']
+        loss = np.vectorize(huber_loss_forward)(residual, delta)
+        self.attrs = {'delta': delta}
+        self.outputs = {
+            'Residual': residual,
+            'Out': loss.reshape((samples_num, 1))
+        }
+
+    def test_check_output(self):
+        self.check_output()
+
+    def test_check_grad_normal(self):
+        self.check_grad(['X', 'Y'], 'Out', max_relative_error=0.008)
+
+    def test_check_grad_ingore_x(self):
+        self.check_grad(
+            ['Y'], 'Out', max_relative_error=0.008, no_grad_set=set("residual"))
+
+    def test_check_grad_ingore_y(self):
+        self.check_grad(
+            ['X'], 'Out', max_relative_error=0.008, no_grad_set=set('residual'))
+
+
+if __name__ == '__main__':
+    unittest.main()