CPU Batch Norm Op (#4964)

* init batch norm op

* prepare input output

* compute mean_out var_out save_mean save_var on CPU

* active is test

* use eigen to do computation

* complete batch norm forward

* set default momentum to 0.9

* add batch norm grad op in CPU

* add tensor_format and NHWC support, add python test

* add test training

* add batch norm gradient test

* improve comment, fix foward Python UnitTest

* add gradient test

* fix eigen warning

* follow name style

* fix a bug

* change float to T

* add simple forward test

* test with different place

* add backward test

* refine python test

* remove old python test code

* code clean

* follow code style

* update comment

cmake/external/eigen.cmake

@@ -8,7 +8,7 @@ ExternalProject_Add(
     extern_eigen3
     ${EXTERNAL_PROJECT_LOG_ARGS}
     GIT_REPOSITORY  "https://github.com/RLovelett/eigen.git"
-    GIT_TAG         4e79cb69b9425f5f8c3a84be4350d4ab75b5fd9d
+    GIT_TAG         70661066beef694cadf6c304d0d07e0758825c10
     PREFIX          ${EIGEN_SOURCE_DIR}
     UPDATE_COMMAND  ""
     CONFIGURE_COMMAND ""

paddle/operators/batch_norm_op.h

@@ -0,0 +1,50 @@
+/* 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"
+
+namespace paddle {
+namespace operators {
+
+enum TensorFormat {
+  NHWC = 0,
+  NCHW = 1,
+};
+
+inline TensorFormat StringToTensorFormat(const std::string& str) {
+  if (str == "NHWC" || str == "nhwc") {
+    return TensorFormat::NHWC;
+  } else if (str == "NCHW" || str == "nchw") {
+    return TensorFormat::NCHW;
+  } else {
+    PADDLE_THROW("Unknown storage order string: %s", str);
+  }
+}
+
+template <typename Place, typename T>
+class BatchNormKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& ctx) const override;
+};
+
+template <typename Place, typename T>
+class BatchNormGradKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& ctx) const override;
+};
+
+}  // namespace operators
+}  // namespace paddle

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

@@ -390,7 +390,8 @@ class OpTest(unittest.TestCase):
                    output_names,
                    no_grad_set=None,
                    in_place=False,
-                   max_relative_error=0.005):
+                   max_relative_error=0.005,
+                   user_defined_grads=None):
         self.scope = core.Scope()
         op_inputs = self.inputs if hasattr(self, "inputs") else dict()
         op_outputs = self.outputs if hasattr(self, "outputs") else dict()
@@ -403,7 +404,7 @@ class OpTest(unittest.TestCase):
         if not type(output_names) is list:
             output_names = [output_names]
 
-        numeric_grads = [
+        numeric_grads = user_defined_grads or [
             get_numeric_gradient(
                 self.scope,
                 self.op,

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

@@ -0,0 +1,197 @@
+import unittest
+import numpy as np
+from op_test import OpTest, get_backward_op, grad_var_name
+import paddle.v2.framework.core as core
+from paddle.v2.framework.op import Operator
+
+
+def _reference_training(x, scale, offset, epsilon, data_format):
+    if data_format != "NHWC":
+        raise ValueError("data_format must be NHWC, got %s." % data_format)
+    x_square = x * x
+    x_square_sum = np.sum(x_square, (0, 1, 2))
+    x_sum = np.sum(x, axis=(0, 1, 2))
+    element_count = np.size(x) / int(np.shape(x)[-1])
+    mean = x_sum / element_count
+    var = x_square_sum / element_count - mean * mean
+    normalized = (x - mean) / np.sqrt(var + epsilon)
+    return (normalized * scale + offset), mean, var
+
+
+def _reference_grad(x, grad_y, scale, mean, var, epsilon, data_format):
+    # Use the following formulas to calculate gradients:
+    # grad_scale =
+    #   sum(grad_y * (x - mean)) * rsqrt(var + epsilon)
+    #
+    # grad_offset = sum(output_y)
+    #
+    # grad_x =
+    #   1/N * scale * rsqrt(var + epsilon) * (N * grad_y - sum(grad_y) -
+    #   (x - mean) * sum(grad_y * (x - mean)) / (var + epsilon))
+    if data_format != "NHWC":
+        raise ValueError("data_format must be NHWC, got %s." % data_format)
+    grad_x = scale * (grad_y - np.mean(
+        grad_y, axis=(0, 1, 2)) - (x - mean) * np.mean(
+            grad_y * (x - mean), axis=(0, 1, 2)) /
+                      (var + epsilon)) / np.sqrt(var + epsilon)
+    grad_scale = np.sum(grad_y * (x - mean) / np.sqrt(var + epsilon),
+                        axis=(0, 1, 2))
+    grad_offset = np.sum(grad_y, axis=(0, 1, 2))
+    return grad_x, grad_scale, grad_offset
+
+
+def create_or_get_tensor(scope, var_name, var, place):
+    tensor = scope.var(var_name).get_tensor()
+    if var is not None:
+        assert isinstance(var, np.ndarray)
+        tensor.set_lod([[]])
+        tensor.set_dims(var.shape)
+        tensor.set(var, place)
+    return tensor
+
+
+def set_output_grad(scope, outputs, place):
+    def __set_tensor__(name):
+        out_tensor = scope.find_var(name).get_tensor()
+        grad_tensor = scope.var(grad_var_name(name)).get_tensor()
+        out_dtype = out_tensor.dtype()
+        if out_dtype == core.DataType.FP64:
+            data = np.ones(out_tensor.shape(), dtype=np.float64)
+        elif out_dtype == core.DataType.FP32:
+            data = np.ones(out_tensor.shape(), dtype=np.float32)
+        else:
+            raise ValueError("Not supported data type " + str(out_dtype))
+
+        grad_tensor.set(data, place)
+
+    for output in outputs:
+        __set_tensor__(output)
+
+
+class TestBatchNormOp(OpTest):
+    def __assert_close(self, tensor, np_array, msg, atol=1e-4):
+        self.assertTrue(np.allclose(np.array(tensor), np_array, atol=atol), msg)
+
+    def test_forward_backward(self):
+        # attr
+        data_format = "NHWC"
+        epsilon = 0.00001
+        momentum = 0.9
+
+        channel_num = 2
+        x_shape = [2, 3, 4, channel_num]
+        scale_shape = [channel_num]
+
+        # input
+        x_val = np.random.random_sample(x_shape).astype(np.float32)
+        scale_val = np.random.random_sample(scale_shape).astype(np.float32)
+        bias_val = np.random.random_sample(scale_shape).astype(np.float32)
+
+        mean = np.zeros(scale_shape).astype(np.float32)
+        variance = np.zeros(scale_shape).astype(np.float32)
+
+        # run forward
+        y_out, saved_mean, var_ref = _reference_training(
+            x_val, scale_val, bias_val, epsilon, data_format)
+
+        # run backward
+        mean_out = saved_mean * (1 - momentum)
+        variance_out = var_ref * (1 - momentum)
+        saved_variance = 1 / np.sqrt(var_ref + epsilon)
+
+        #  for gradient test
+        y_grad = np.ones(x_shape).astype(np.float32)
+        x_grad_ref, scale_grad_ref, bias_grad_ref = _reference_grad(
+            x_val, y_grad, scale_val, saved_mean, var_ref, epsilon, data_format)
+
+        def test_with_place(place):
+            scope = core.Scope()
+
+            # create input
+            x_tensor = create_or_get_tensor(scope, "x_val", x_val, place)
+            scale_tensor = create_or_get_tensor(scope, "scale_val", scale_val,
+                                                place)
+            bias_tensor = create_or_get_tensor(scope, "bias_val", bias_val,
+                                               place)
+            mean_tensor = create_or_get_tensor(scope, "mean", mean, place)
+            variance_tensor = create_or_get_tensor(scope, "variance", variance,
+                                                   place)
+
+            # create output
+            y_tensor = create_or_get_tensor(scope, "y_out", None, place)
+            saved_mean_tensor = create_or_get_tensor(scope, "saved_mean", None,
+                                                     place)
+            saved_variance_tensor = create_or_get_tensor(
+                scope, "saved_variance", None, place)
+            mean_out_tensor = mean_tensor
+            variance_out_tensor = variance_tensor
+
+            batch_norm_op = Operator(
+                "batch_norm",
+                # inputs
+                X="x_val",
+                Scale="scale_val",
+                Bias="bias_val",
+                Mean="mean",
+                Variance="variance",
+                # outputs
+                Y="y_out",
+                MeanOut="mean",
+                VarianceOut="variance",
+                SavedMean="saved_mean",
+                SavedVariance="saved_variance",
+                # attrs
+                is_test=False,
+                tensor_format=data_format,
+                momentum=momentum,
+                epsilon=epsilon)
+
+            ctx = core.DeviceContext.create(place)
+            batch_norm_op.run(scope, ctx)
+
+            # check forward result
+            self.__assert_close(y_tensor, y_out, "y_out")
+            self.__assert_close(saved_mean_tensor, saved_mean, "saved_mean")
+            self.__assert_close(saved_variance_tensor, saved_variance,
+                                "saved_variance")
+            self.__assert_close(mean_out_tensor, mean_out, "mean_out")
+            # FIXME(qiao) figure out why with cuDNN variance_out have a higher error rate
+            if isinstance(place, core.GPUPlace):
+                atol = 5e-2
+            else:
+                atol = 1e-4
+            self.__assert_close(variance_out_tensor, variance_out,
+                                "variance_out", atol)
+
+            # run backward
+            batch_norm_op_grad = get_backward_op(scope, batch_norm_op, set())
+            set_output_grad(
+                scope,
+                ["y_out", "mean", "variance", "saved_mean", "saved_variance"],
+                place)
+            batch_norm_op_grad.run(scope, ctx)
+
+            x_grad_tensor = create_or_get_tensor(scope,
+                                                 grad_var_name("x_val"), None,
+                                                 place)
+            scale_grad_tensor = create_or_get_tensor(scope,
+                                                     grad_var_name("scale_val"),
+                                                     None, place)
+            bias_grad_tensor = create_or_get_tensor(scope,
+                                                    grad_var_name("bias_val"),
+                                                    None, place)
+
+            # check gradient output
+            self.__assert_close(x_grad_tensor, x_grad_ref, "x_grad")
+            self.__assert_close(scale_grad_tensor, scale_grad_ref, "scale_grad")
+            self.__assert_close(bias_grad_tensor, bias_grad_ref, "bias_grad")
+
+        places = [core.CPUPlace()]
+        if core.is_compile_gpu() and core.op_support_gpu("batch_norm"):
+            places.append(core.GPUPlace(0))
+        for place in places:
+            test_with_place(place)
+
+
+if __name__ == '__main__':
+    unittest.main()