[MXNET-978] Higher Order Gradient Support sqrt, cbrt.

src/operator/tensor/elemwise_unary_op_basic.cc

@@ -936,7 +936,38 @@ The storage type of ``sqrt`` output depends upon the input storage type:
 .set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseOut{"_backward_sqrt"});
 
 MXNET_OPERATOR_REGISTER_BINARY_WITH_SPARSE_CPU_DR(_backward_sqrt,
-                                                  unary_bwd<mshadow_op::square_root_grad>);
+                                                  unary_bwd<mshadow_op::square_root_grad>)
+.set_attr<nnvm::FGradient>("FGradient",
+  [](const nnvm::NodePtr& n, const std::vector<nnvm::NodeEntry>& ograds) {
+      // NodeEntry{n} : y_grad * f'(x)
+      // n->inputs[0] : y_grad
+      // n->inputs[1] : f(x) = x^1/2
+      // ograds[0] : head_grads
+      // f'(x) = 1/(2*x^1/2)
+      // f''(x) = f'(x) * -1/(2*x) = -1/(4 * x^3/2)
+      const std::unordered_map<std::string, std::string> mul_args = {{"scalar", "0.5"}};
+      auto x = MakeNode("square", n->attrs.name + "_cube_x", {n->inputs[1]}, nullptr, &n);
+      auto r_x = MakeNode("reciprocal", n->attrs.name + "_reciprocal_x",
+                                    {nnvm::NodeEntry{x}}, nullptr, &n);
+      auto neg_r_x = MakeNode("negative", n->attrs.name + "_neg_reciprocal_x",
+                                    {nnvm::NodeEntry{r_x}}, nullptr, &n);
+      auto half_neg_r_cube_x = MakeNode("_mul_scalar", n->attrs.name + "_half_neg_reciprocal_x",
+                                    {nnvm::NodeEntry{neg_r_x}}, &mul_args, &n);
+      auto grad_grad_mid = MakeNode("elemwise_mul", n->attrs.name + "_grad_grad_mid",
+                                    {nnvm::NodeEntry{half_neg_r_cube_x}, n->inputs[0]},
+                                    nullptr, &n);
+      auto dydx = MakeNode("elemwise_div", n->attrs.name + "_grad_div",
+                           {nnvm::NodeEntry{n}, n->inputs[0]}, nullptr, &n);
+
+      // when building gradient graph, the backward node of n->inputs[1] will be
+      // added to the graph again, therefore f`(x) will be multiplied
+      std::vector<nnvm::NodeEntry> ret;
+      ret.emplace_back(MakeNode("elemwise_mul", n->attrs.name + "backward_grad_grad",
+                                {ograds[0], nnvm::NodeEntry{dydx}}, nullptr, &n));
+      ret.emplace_back(MakeNode("elemwise_mul", n->attrs.name + "backward_grad_grad_in",
+                                {ograds[0], nnvm::NodeEntry{grad_grad_mid}}, nullptr, &n));
+      return ret;
+  });
 
 // rsqrt
 MXNET_OPERATOR_REGISTER_UNARY_WITH_SPARSE_DR(rsqrt, cpu, mshadow_op::reciprocal_square_root)
@@ -979,7 +1010,42 @@ The storage type of ``cbrt`` output depends upon the input storage type:
 .set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseOut{"_backward_cbrt"});
 
 MXNET_OPERATOR_REGISTER_BINARY_WITH_SPARSE_CPU_DR(_backward_cbrt,
-                                                  unary_bwd<mshadow_op::cube_root_grad>);
+                                                  unary_bwd<mshadow_op::cube_root_grad>)
+.set_attr<nnvm::FGradient>("FGradient",
+  [](const nnvm::NodePtr& n, const std::vector<nnvm::NodeEntry>& ograds) {
+      // NodeEntry{n} : y_grad * f'(x)
+      // n->inputs[0] : y_grad
+      // n->inputs[1] : f(x) = x^1/3
+      // ograds[0] : head_grads
+      // f'(x) = 1/(3*x^2/3)
+      // f''(x) = f'(x) * -2/(3*x) = -2/(9 * x^5/3)
+      const std::unordered_map<std::string, std::string> three = {{"scalar", "3.0"}};
+      const std::unordered_map<std::string, std::string> two = {{"scalar", "2.0"}};
+      auto x = MakeNode("_power_scalar", n->attrs.name + "_x", {n->inputs[1]}, &three, &n);
+      auto three_x = MakeNode("_mul_scalar", n->attrs.name + "_three_x",
+                                    {nnvm::NodeEntry{x}}, &three, &n);
+      auto r_three_x = MakeNode("reciprocal", n->attrs.name + "_reciprocal_three_x",
+                                    {nnvm::NodeEntry{three_x}}, nullptr, &n);
+      auto neg_r_three_x = MakeNode("negative", n->attrs.name + "_neg_reciprocal_three_x",
+                                    {nnvm::NodeEntry{r_three_x}}, nullptr, &n);
+      auto two_third_neg_r_x = MakeNode("_mul_scalar",
+                                        n->attrs.name + "_two_third_neg_reciprocal_x",
+                                        {nnvm::NodeEntry{neg_r_three_x}}, &two, &n);
+      auto grad_grad_mid = MakeNode("elemwise_mul", n->attrs.name + "_grad_grad_mid",
+                                    {nnvm::NodeEntry{two_third_neg_r_x}, n->inputs[0]},
+                                    nullptr, &n);
+      auto dydx = MakeNode("elemwise_div", n->attrs.name + "_grad_div",
+                           {nnvm::NodeEntry{n}, n->inputs[0]}, nullptr, &n);
+
+      // when building gradient graph, the backward node of n->inputs[1] will be
+      // added to the graph again, therefore f`(x) will be multiplied
+      std::vector<nnvm::NodeEntry> ret;
+      ret.emplace_back(MakeNode("elemwise_mul", n->attrs.name + "backward_grad_grad",
+                                {ograds[0], nnvm::NodeEntry{dydx}}, nullptr, &n));
+      ret.emplace_back(MakeNode("elemwise_mul", n->attrs.name + "backward_grad_grad_in",
+                                {ograds[0], nnvm::NodeEntry{grad_grad_mid}}, nullptr, &n));
+      return ret;
+  });
 
 // erf
 MXNET_OPERATOR_REGISTER_UNARY(erf)

tests/python/unittest/test_higher_order_grad.py

@@ -17,6 +17,7 @@
 
 
 import math
+import random
 from mxnet import nd, autograd
 from mxnet.test_utils import assert_almost_equal, random_arrays, rand_shape_nd
 from common import with_seed
@@ -123,6 +124,46 @@ def grad_grad_op(x):
         check_second_order_unary(array, sigmoid, grad_grad_op)
 
 
+@with_seed()
+def test_sqrt():
+    def sqrt(x):
+        return nd.sqrt(x)
+
+    def grad_grad_op(x):
+        return -1/(4 * sqrt(x**3))
+
+    sigma = random.randint(25, 100)
+    mu = random.randint(500, 1000)
+
+    for dim in range(1, 5):
+        shape = rand_shape_nd(dim)
+        array = random_arrays(shape)
+        array = sigma * array + mu
+        # Only positive numbers
+        assert((array > 0).all())
+        check_second_order_unary(array, sqrt, grad_grad_op)
+
+
+@with_seed()
+def test_cbrt():
+    def cbrt(x):
+        return nd.cbrt(x)
+
+    def grad_grad_op(x):
+        return -2/(9 * cbrt(x**5))
+
+    sigma = random.randint(25, 100)
+    mu = random.randint(500, 1000)
+
+    for dim in range(1, 5):
+        shape = rand_shape_nd(dim)
+        array = random_arrays(shape)
+        array = sigma * array + mu
+        # Only positive numbers
+        assert((array > 0).all())
+        check_second_order_unary(array, cbrt, grad_grad_op)
+
+
 def check_second_order_unary(x, op, grad_grad_op):
     x = nd.array(x)
     grad_grad_x = grad_grad_op(x)