Implement vectorize utility

Author: ricardoV94

pytensor/graph/__init__.py

@@ -9,7 +9,7 @@
     clone,
     ancestors,
 )
-from pytensor.graph.replace import clone_replace, graph_replace
+from pytensor.graph.replace import clone_replace, graph_replace, vectorize
 from pytensor.graph.op import Op
 from pytensor.graph.type import Type
 from pytensor.graph.fg import FunctionGraph

pytensor/graph/replace.py

@@ -1,8 +1,9 @@
-from functools import partial
-from typing import Iterable, Optional, Sequence, Union, cast, overload
+from functools import partial, singledispatch
+from typing import Iterable, Mapping, Optional, Sequence, Union, cast, overload
 
 from pytensor.graph.basic import Apply, Constant, Variable, truncated_graph_inputs
 from pytensor.graph.fg import FunctionGraph
+from pytensor.graph.op import Op
 
 
 ReplaceTypes = Union[Iterable[tuple[Variable, Variable]], dict[Variable, Variable]]
@@ -198,3 +199,65 @@ def toposort_key(
         return list(fg.outputs)
     else:
         return fg.outputs[0]
+
+
+@singledispatch
+def _vectorize_node(op: Op, node: Apply, *bached_inputs) -> Apply:
+    # Default implementation is provided in pytensor.tensor.blockwise
+    raise NotImplementedError
+
+
+def vectorize_node(node: Apply, *batched_inputs) -> Apply:
+    """Returns vectorized version of node with new batched inputs."""
+    op = node.op
+    return _vectorize_node(op, node, *batched_inputs)
+
+
+def vectorize(
+    outputs: Sequence[Variable], vectorize: Mapping[Variable, Variable]
+) -> Sequence[Variable]:
+    """Vectorize outputs graph given mapping from old variables to expanded counterparts version.
+
+    Expanded dimensions must be on the left. Behavior is similar to the functional `numpy.vectorize`.
+
+    Examples
+    --------
+    .. code-block:: python
+
+        import pytensor
+        import pytensor.tensor as pt
+
+        from pytensor.graph import vectorize
+
+        # Original graph
+        x = pt.vector("x")
+        y = pt.exp(x) / pt.sum(pt.exp(x))
+
+        # Vectorized graph
+        new_x = pt.matrix("new_x")
+        [new_y] = vectorize([y], {x: new_x})
+
+        fn = pytensor.function([new_x], new_y)
+        fn([[0, 1, 2], [2, 1, 0]])
+        # array([[0.09003057, 0.24472847, 0.66524096],
+        #        [0.66524096, 0.24472847, 0.09003057]])
+
+    """
+    # Avoid circular import
+
+    inputs = truncated_graph_inputs(outputs, ancestors_to_include=vectorize.keys())
+    new_inputs = [vectorize.get(inp, inp) for inp in inputs]
+
+    def transform(var):
+        if var in inputs:
+            return new_inputs[inputs.index(var)]
+
+        node = var.owner
+        batched_inputs = [transform(inp) for inp in node.inputs]
+        batched_node = vectorize_node(node, *batched_inputs)
+        batched_var = batched_node.outputs[var.owner.outputs.index(var)]
+
+        return batched_var
+
+    # TODO: MergeOptimization or node caching?
+    return [transform(out) for out in outputs]

pytensor/scalar/loop.py

@@ -2,7 +2,8 @@
 from typing import Optional, Sequence, Tuple
 
 from pytensor.compile import rebuild_collect_shared
-from pytensor.graph import Constant, FunctionGraph, Variable, clone
+from pytensor.graph.basic import Constant, Variable, clone
+from pytensor.graph.fg import FunctionGraph
 from pytensor.scalar.basic import ScalarInnerGraphOp, as_scalar
 
 

pytensor/tensor/blockwise.py

@@ -1,5 +1,4 @@
 import re
-from functools import singledispatch
 from typing import Any, Dict, List, Optional, Sequence, Tuple, cast
 
 import numpy as np
@@ -9,6 +8,7 @@
 from pytensor.graph.basic import Apply, Constant, Variable
 from pytensor.graph.null_type import NullType
 from pytensor.graph.op import Op
+from pytensor.graph.replace import _vectorize_node, vectorize
 from pytensor.tensor import as_tensor_variable
 from pytensor.tensor.shape import shape_padleft
 from pytensor.tensor.type import continuous_dtypes, discrete_dtypes, tensor
@@ -72,8 +72,8 @@ def operand_sig(operand: Variable, prefix: str) -> str:
     return f"{inputs_sig}->{outputs_sig}"
 
 
-@singledispatch
-def _vectorize_node(op: Op, node: Apply, *bached_inputs) -> Apply:
+@_vectorize_node.register(Op)
+def vectorize_node_fallback(op: Op, node: Apply, *bached_inputs) -> Apply:
     if hasattr(op, "gufunc_signature"):
         signature = op.gufunc_signature
     else:
@@ -83,12 +83,6 @@ def _vectorize_node(op: Op, node: Apply, *bached_inputs) -> Apply:
     return cast(Apply, Blockwise(op, signature=signature).make_node(*bached_inputs))
 
 
-def vectorize_node(node: Apply, *batched_inputs) -> Apply:
-    """Returns vectorized version of node with new batched inputs."""
-    op = node.op
-    return _vectorize_node(op, node, *batched_inputs)
-
-
 class Blockwise(Op):
     """Generalizes a core `Op` to work with batched dimensions.
 
@@ -279,42 +273,18 @@ def as_core(t, core_t):
 
             core_igrads = self.core_op.L_op(core_inputs, core_outputs, core_ograds)
 
-        batch_ndims = self._batch_ndim_from_outputs(outputs)
-
-        def transform(var):
-            # From a graph of ScalarOps, make a graph of Broadcast ops.
-            if isinstance(var.type, (NullType, DisconnectedType)):
-                return var
-            if var in core_inputs:
-                return inputs[core_inputs.index(var)]
-            if var in core_outputs:
-                return outputs[core_outputs.index(var)]
-            if var in core_ograds:
-                return ograds[core_ograds.index(var)]
-
-            node = var.owner
-
-            # The gradient contains a constant, which may be responsible for broadcasting
-            if node is None:
-                if batch_ndims:
-                    var = shape_padleft(var, batch_ndims)
-                return var
-
-            batched_inputs = [transform(inp) for inp in node.inputs]
-            batched_node = vectorize_node(node, *batched_inputs)
-            batched_var = batched_node.outputs[var.owner.outputs.index(var)]
-
-            return batched_var
-
-        ret = []
-        for core_igrad, ipt in zip(core_igrads, inputs):
-            # Undefined gradient
-            if core_igrad is None:
-                ret.append(None)
-            else:
-                ret.append(transform(core_igrad))
+        igrads = vectorize(
+            [core_igrad for core_igrad in core_igrads if core_igrad is not None],
+            vectorize=dict(
+                zip(core_inputs + core_outputs + core_ograds, inputs + outputs + ograds)
+            ),
+        )
 
-        return ret
+        igrads_iter = iter(igrads)
+        return [
+            None if core_igrad is None else next(igrads_iter)
+            for core_igrad in core_igrads
+        ]
 
     def L_op(self, inputs, outs, ograds):
         from pytensor.tensor.math import sum as pt_sum

pytensor/tensor/elemwise.py

@@ -8,6 +8,7 @@
 from pytensor.gradient import DisconnectedType
 from pytensor.graph.basic import Apply
 from pytensor.graph.null_type import NullType
+from pytensor.graph.replace import _vectorize_node
 from pytensor.graph.utils import MethodNotDefined
 from pytensor.link.c.basic import failure_code
 from pytensor.link.c.op import COp, ExternalCOp, OpenMPOp
@@ -22,7 +23,7 @@
 from pytensor.tensor import elemwise_cgen as cgen
 from pytensor.tensor import get_vector_length
 from pytensor.tensor.basic import _get_vector_length, as_tensor_variable
-from pytensor.tensor.blockwise import _vectorize_node, vectorize_not_needed
+from pytensor.tensor.blockwise import vectorize_not_needed
 from pytensor.tensor.type import (
     TensorType,
     continuous_dtypes,

pytensor/tensor/random/op.py

@@ -7,6 +7,7 @@
 from pytensor.configdefaults import config
 from pytensor.graph.basic import Apply, Variable, equal_computations
 from pytensor.graph.op import Op
+from pytensor.graph.replace import _vectorize_node
 from pytensor.misc.safe_asarray import _asarray
 from pytensor.scalar import ScalarVariable
 from pytensor.tensor.basic import (
@@ -17,7 +18,6 @@
     get_vector_length,
     infer_static_shape,
 )
-from pytensor.tensor.blockwise import _vectorize_node
 from pytensor.tensor.random.type import RandomGeneratorType, RandomStateType, RandomType
 from pytensor.tensor.random.utils import (
     broadcast_params,

pytensor/tensor/rewriting/blockwise.py

@@ -1,7 +1,8 @@
 from pytensor.compile.mode import optdb
 from pytensor.graph import node_rewriter
+from pytensor.graph.replace import vectorize_node
 from pytensor.graph.rewriting.basic import copy_stack_trace, out2in
-from pytensor.tensor.blockwise import Blockwise, vectorize_node
+from pytensor.tensor.blockwise import Blockwise
 
 
 @node_rewriter([Blockwise])

tests/graph/test_replace.py

@@ -1,10 +1,11 @@
 import numpy as np
 import pytest
+import scipy.special
 
 import pytensor.tensor as pt
 from pytensor import config, function, shared
 from pytensor.graph.basic import graph_inputs
-from pytensor.graph.replace import clone_replace, graph_replace
+from pytensor.graph.replace import clone_replace, graph_replace, vectorize
 from pytensor.tensor import dvector, fvector, vector
 from tests import unittest_tools as utt
 from tests.graph.utils import MyOp, MyVariable
@@ -223,3 +224,21 @@ def test_graph_replace_disconnected(self):
         assert oc[0] is o
         with pytest.raises(ValueError, match="Some replacements were not used"):
             oc = graph_replace([o], {fake: x.clone()}, strict=True)
+
+
+class TestVectorize:
+    # TODO: Add tests with multiple outputs, constants, and other singleton types
+
+    def test_basic(self):
+        x = pt.vector("x")
+        y = pt.exp(x) / pt.sum(pt.exp(x))
+
+        new_x = pt.matrix("new_x")
+        [new_y] = vectorize([y], {x: new_x})
+
+        fn = function([new_x], new_y)
+        test_new_y = np.array([[0, 1, 2], [2, 1, 0]]).astype(config.floatX)
+        np.testing.assert_allclose(
+            fn(test_new_y),
+            scipy.special.softmax(test_new_y, axis=-1),
+        )

tests/tensor/random/test_op.py

@@ -4,8 +4,8 @@
 import pytensor.tensor as at
 from pytensor import config, function
 from pytensor.gradient import NullTypeGradError, grad
+from pytensor.graph.replace import vectorize_node
 from pytensor.raise_op import Assert
-from pytensor.tensor.blockwise import vectorize_node
 from pytensor.tensor.math import eq
 from pytensor.tensor.random import normal
 from pytensor.tensor.random.op import RandomState, RandomVariable, default_rng

tests/tensor/test_blockwise.py

@@ -8,8 +8,9 @@
 from pytensor import config
 from pytensor.gradient import grad
 from pytensor.graph import Apply, Op
+from pytensor.graph.replace import vectorize_node
 from pytensor.tensor import tensor
-from pytensor.tensor.blockwise import Blockwise, _parse_gufunc_signature, vectorize_node
+from pytensor.tensor.blockwise import Blockwise, _parse_gufunc_signature
 from pytensor.tensor.nlinalg import MatrixInverse
 from pytensor.tensor.slinalg import Cholesky, Solve
 

tests/tensor/test_elemwise.py

@@ -13,11 +13,11 @@
 from pytensor.configdefaults import config
 from pytensor.graph.basic import Apply, Variable
 from pytensor.graph.fg import FunctionGraph
+from pytensor.graph.replace import vectorize_node
 from pytensor.link.basic import PerformLinker
 from pytensor.link.c.basic import CLinker, OpWiseCLinker
 from pytensor.tensor import as_tensor_variable
 from pytensor.tensor.basic import second
-from pytensor.tensor.blockwise import vectorize_node
 from pytensor.tensor.elemwise import CAReduce, DimShuffle, Elemwise
 from pytensor.tensor.math import Any, Sum
 from pytensor.tensor.math import all as pt_all