[Numpy-discussion] Consider improving numpy.outer's behavior with zero-dimensional vectors
Neil Girdhar
mistersheik at gmail.com
Fri Apr 17 12:19:21 EDT 2015
On Fri, Apr 17, 2015 at 12:09 PM, <josef.pktd at gmail.com> wrote:
> On Fri, Apr 17, 2015 at 11:22 AM, Neil Girdhar <mistersheik at gmail.com>
> wrote:
> >
> >
> > On Fri, Apr 17, 2015 at 10:47 AM, <josef.pktd at gmail.com> wrote:
> >>
> >> On Fri, Apr 17, 2015 at 10:07 AM, Sebastian Berg
> >> <sebastian at sipsolutions.net> wrote:
> >> > On Do, 2015-04-16 at 15:28 -0700, Matthew Brett wrote:
> >> >> Hi,
> >> >>
> >> > <snip>
> >> >>
> >> >> So, how about a slight modification of your proposal?
> >> >>
> >> >> 1) Raise deprecation warning for np.outer for non 1D arrays for a few
> >> >> versions, with depraction in favor of np.multiply.outer, then
> >> >> 2) Raise error for np.outer on non 1D arrays
> >> >>
> >> >
> >> > I think that was Neil's proposal a bit earlier, too. +1 for it in any
> >> > case, since at least for the moment I doubt outer is used a lot for
> non
> >> > 1-d arrays. Possible step 3) make it work on higher dims after a long
> >> > period.
> >>
> >> sounds ok to me
> >>
> >> Some random comments of what I remember or guess in terms of usage
> >>
> >> I think there are at most very few np.outer usages with 2d or higher
> >> dimension.
> >> (statsmodels has two models that switch between 2d and 1d
> >> parameterization where we don't use outer but it has similar
> >> characteristics. However, we need to control the ravel order, which
> >> IIRC is Fortran)
> >>
> >> The current behavior of 0-D scalars in the initial post might be
> >> useful if a numpy function returns a scalar instead of a 1-D array in
> >> size=1. np.diag which is a common case, doesn't return a scalar (in my
> >> version of numpy).
> >>
> >> I don't know any use case where I would ever want to have the 2d
> >> behavior of np.multiply.outer.
> >
>
> I only understand part of your example, but it looks similar to what
> we are doing in statsmodels.
>
> >
> > My use case is pretty simple. Given an input vector x, and a weight
> matrix
> > W, and a model y=Wx, I calculate the gradient of the loss L with respect
> W.
> > It is the outer product of x with the vector of gradients dL/dy. So the
> > code is simply:
> >
> > W -= outer(x, dL_by_dy)
>
> if you sum/subtract over all the values, isn't this the same as
> np.dot(x, dL_by_dy)
>
>
> >
> > Sometimes, I have some x_indices and y_indices. Now I want to do:
> >
> > W[x_indices, y_indices] -= outer(x[x_indices], dL_by_dy[y_indices])
> >
> > Unfortunately, if x_indices or y_indices are "int" or slice in some way
> that
> > removes a dimension, the left side will have fewer dimensions than the
> > right. np.multipy.outer does the right thing without the ugly cases:
> >
> > if isinstance(x_indices, int): … # ugly hacks follow.
>
> My usual hacks are either to use np.atleast_1d or np.atleast_1d or
> np.squeeze if there is shape mismatch in some cases.
>
> >
> >> I guess we will or would have applications for outer along an axis,
> >> for example if x.shape = (100, 10), then we have
> >> x[:,None, :] * x[:, :, None] (I guess)
> >> Something like this shows up reasonably often in econometrics as
> >> "Outer Product". However in most cases we can avoid constructing this
> >> matrix and get the final results in a more memory efficient or faster
> >> way.
> >> (example an array of covariance matrices)
> >
> >
> > Not sure I see this. outer(a, b) should return something that has shape:
> > (a.shape + b.shape). If you're doing it "along an axis", you mean you're
> > reshuffling the resulting shape vector?
>
> No I'm not reshaping the full tensor product.
>
> It's a vectorized version of looping over independent outer products
>
> np.array([outer(xi, yi) for xi,yi in zip(x, y)])
> (which I would never use with outer)
>
> but I have code that works similar for a reduce (or reduce_at) loop over
> this.
>
Hmmm… I see what your'e writing. This doesn't really have a geometrical
meaning as far as I can tell. You're interpreting the first index of x, y,
and your result, as if it were a list — as if x and y are lists of vectors,
and you want a list of matrices. That really should be written as a loop
in my opinion.
>
> Josef
>
>
> >>
> >>
> >> Josef
> >>
> >>
> >>
> >>
> >> >
> >> > - Sebastian
> >> >
> >> >
> >> >> Best,
> >> >>
> >> >> Matthew
> >> >> _______________________________________________
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> >> >>
> >> >
> >> >
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