Gradient checking

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Is there any simple and common gradient checking method, when extending an autograd function ?

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2

from torch.autograd import gradcheck
(source here https://github.com/pytorch/pytorch/blob/master/torch/autograd/gradcheck.py)
check out the tests for examples of how to use it

4 Likes
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Thanks a lot! I could fix the backward of my function
This should appear here: http://pytorch.org/docs/notes/extending.html, it is a very important tool.

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It’s been added only recently and we forgot about that. Can you send a PR please?

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Sure : https://github.com/pytorch/pytorch/pull/933

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6

Hello,

I wrote a subclass for solve_triangular systems, then I tried to use the gradcheck, but it reports False…
Could you help to review this code? Thanks.

class SolveTrianguler(Function):
    # sloves A * x = b
    def __init__(self, trans=0, lower=True):
        super(SolveTrianguler, self).__init__()
        # trans=1, transpose the matrix A.T * x = b
        self.trans = trans
        # lower=False, use data contained in the upper triangular, the default is lower
        self.lower = lower
        # self.needs_input_grad = (True, False)

    def forward(self, matrix, rhs):
        x = torch.from_numpy(
            solve_triangular(matrix.numpy(), rhs.numpy(),
                             trans=self.trans,  lower=self.lower))

        self.save_for_backward(matrix, x)
        return x

    def backward(self, grad_output):
        # grad_matrix = grad_rhs = None
        matrix, x = self.saved_tensors
        # formula from Giles 2008, 2.3.1
        return -matrix.inverse().t().mm(grad_output).mm(torch.t(x)), \
               matrix.inverse().t().mm(grad_output)