Tensors (N Dimensional arrays)

Vertices can contain more than a single value. They can represent vectors, matrices or higher dimensional collections of data.

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Docs version: 0.0.15

Tensor rank and shape

Tensors in most cases can be thought of as nested arrays of values that can have any number of dimensions. A tensor with one dimension can be thought of as a vector, a tensor with two dimensions as a matrix and a tensor with three dimensions can be thought of as a cube. The number of dimensions a tensor has is called its rank and the length in each dimension describes its shape.

For example, a 2 by 3 matrix:

1 2 3
4 5 6

has a rank of 2, a shape of [2, 3] and a length of 6.

If you are struggling to get your head around the notion of a tensor, this article attempts to provide some intuition on what tensors are and how you can use them.

Tensors in Keanu

Tensors can be extremely powerful as a way to represent large data sets or a way to very efficiently do the same operation on many different pieces of data. This is because tensor operations can be done on the GPU.

For example, if we have two lists of numbers and some observation on their product then it’s much more efficient and much cleaner to describe this using tensors.

Creating Tensors

Nearly everything in Keanu supports Tensors. But how do you create one?

Let’s create a vector of doubles, integers and booleans that share the same value.

DoubleTensor dTensor = DoubleTensor.create(5, new long[]{1, 4});     //[5, 5, 5, 5]
IntegerTensor iTensor = IntegerTensor.create(1, new long[]{1, 4});    //[1, 1, 1, 1]
BooleanTensor bTensor = BooleanTensor.create(true, new long[]{1, 4}); //[true, true, true, true]

Let’s make a 2x2 matrix of doubles, integers and booleans.

DoubleTensor dTensor = DoubleTensor.create(new double[]{0.5, 1.5, 2.5, 3.5}, new long[]{2, 2});
IntegerTensor iTensor = IntegerTensor.create(new long[]{1, 2, 3, 4}, new long[]{2, 2});
BooleanTensor bTensor = BooleanTensor.create(new boolean[]{true, true, false, false}, new long[]{2, 2});

Want to change the shape of your tensor on the fly? You have to make sure the proposed shape is the same length as the original. For example, you can change a 2x2 tensor to a 1x4 tensor. But you can’t change a 2x2 tensor to a 2x3 tensor.

Here’s how to do that in Keanu:

DoubleTensor tensor = DoubleTensor.create(new double[]{0.5, 1.5, 2.5, 3.5}, new long[]{2, 2});
tensor.getShape();       //[2, 2]
tensor.reshape(1, 4);
tensor.getShape();       //[1, 4]

Tensor Operations

What operations can I apply to tensors?

Here’s a small example of the power of tensors, all of these operations apply to each value in the tensor.

DoubleTensor tensor = DoubleTensor.create(new double[]{1, 2, 3, 4}, new long[]{2, 2});
tensor.plus(1.0);           // [2, 3, 4, 5]
tensor.times(2.0);          // [4, 6, 8, 10]
tensor.pow(2);              // [16, 36, 64, 100]
tensor.sin();               // [-0.2879, -0.9918, 0.9200, -0.5064]
double sum = tensor.sum();  // -0.86602...

A complete list of tensor operations is available here:

Creating Vertices with Tensors

Let’s say I want to create a vector of 100 Gaussian’s all with a mu of 0 and a sigma of 1. This is how you do that in Keanu:

GaussianVertex vertex = new GaussianVertex(new long[]{1, 100}, 0, 1);

In this example, Keanu has expanded out its mu and sigma into a vector of 100 identical mus and sigmas. It has then used this to create a GaussianVertex with a vector of 100 values. Each of these values map to a Gaussian distribution with the corresponding mu and sigma from the vector of 100 identical mus and sigmas.

DoubleTensor samples = vertex.sample();
samples.getShape();         //[1, 100]
samples.getLength();        //100
samples.getValue(0, 50);    //Returns the sample of the 50th Gaussian

But what if you want each of those Gaussian distributions to have different mus and sigmas? It is possible to instantiate a Gaussian vertex and rather than passing a scalar value for either mu or sigma, you can instead pass it a vector of mus and sigmas. In this case, you must make sure that the size of the mu and sigma vectors match the size of the GaussianVertex you are creating or are scalar.

long[] shape = new long[]{3, 1};
DoubleVertex mu = new ConstantDoubleVertex(new double[]{1, 2, 3});
GaussianVertex vertex = new GaussianVertex(shape, mu, 0);
/** Creates a GaussianVertex that looks like...
* [ Gaussian(mu: 1, sigma: 0),
*   Gaussian(mu: 2, sigma: 0),
*   Gaussian(mu: 3, sigma: 0) ]
*/

Example of Tensors

Tensors can provide us with a more succinct way of describing problems and can allow us to solve problems computationally efficiently on the GPU. Without using tensors we have to iterate over the data and aggregate some results.

a = unknown number around 0.5
b = unknown number around 1.5

c = 3
d = 4

observe that a * c = 6
observe that b * d = 12

or with tensors we could describe this as

a = [unknown ~0.5, unknown ~1.5]
b = [3, 4]
observe a * b = [6, 12]

In Keanu the above problem would be written as:

DoubleVertex muA = ConstantVertex.of(new double[]{0.5, 1.5});
DoubleVertex A = new GaussianVertex(new long[]{1, 2}, muA, 1);
DoubleVertex B = ConstantVertex.of(new double[]{3, 4});

DoubleVertex C = A.times(B);
DoubleVertex CObservation = new GaussianVertex(C, 1);
CObservation.observe(new double[]{6, 12});

//Use algorithm to find MAP or posterior samples for A and/or B
Optimizer optimizer = Optimizer.of(new BayesianNetwork(A.getConnectedGraph()));
optimizer.maxAPosteriori();

//Retrieve the most likely estimate using MAP estimation
DoubleTensor mostLikelyEstimate = A.getValue(); //approximately [2, 3]
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