dlgradient of a subset of variables

2 views (last 30 days)
Matt J
Matt J on 9 Feb 2024
Edited: Matt J on 14 Feb 2024
I would like to apply dlgradient to a parametrized function, which would allow me in some cases to get the complete gradient of the function, but in others would take only the derivative with respect to the i-th variable. My attempt below fails. Is there a way that both succeeds and which would be efficient in the more general case when numel(x0) is large?
x0 = dlarray( [1; 2] );
i=[];
y_grad=dlfeval(@(x)oneDeriv(x,i), x0) %works
y_grad =
2×1 dlarray 1 2
i=2;
dy_dxi=dlfeval(@(x)oneDeriv(x,i), x0) %fails
dy_dxi =
1×1 dlarray 0
function out = oneDeriv(x,i)
y=sum(x.^2)/2;
if isempty(i) %take complete gradient
out=dlgradient(y,x);
else %take gradient only w.r.t x(i)
out=dlgradient(y,x(i));
end
end

Accepted Answer

Matt J
Matt J on 13 Feb 2024
Edited: Matt J on 14 Feb 2024
This seems to work:
X0 = dlarray( [1; 2; 3; 4]*10 );
subset=[2,3];
gradTotal = getGradient(X0) %total gradient
gradTotal =
4×1 dlarray 10 20 30 40
gradSubset = getGradient(X0,2:3) %gradient on subset of x
gradSubset =
2×1 dlarray 20 30
function grad = getGradient(Xall,subset)
if nargin<2, subset=':'; end
grad = dlfeval( @(xsub)theFunction(X,xsub,subset), Xall(subset));
end
function grad = theFunction(Xall,xsub,subset)
Xall(subset)=xsub;
y=sum(Xall.^2)/2;
grad=dlgradient(y,xsub);
end

More Answers (1)

Ben
Ben on 13 Feb 2024
This is a subtle part of the dlarray autodiff system, the line dlgradient(y,x(i)) returns 0 because it sees the operation x -> x(i), and only knows that y depends on x, not x(i).
You can work around this by computing all the derivatives and do indexing afterwards:
function out = oneDeriv(x,i)
y = sum(x.^2)/2;
out = dlgradient(y,x);
if ~isempty(i)
out = out(i);
end
end
  1 Comment
Matt J
Matt J on 13 Feb 2024
Edited: Matt J on 13 Feb 2024
Thanks, Ben. So the answer is no?

Sign in to comment.

Categories

Find more on Image Data Workflows in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!