How Flux Works: Gradients and Layers

Taking Gradients

Flux's core feature is taking gradients of Julia code. The gradient function takes another Julia function f and a set of arguments, and returns the gradient with respect to each argument. (It's a good idea to try pasting these examples in the Julia terminal.)

julia> using Flux

julia> f(x) = 3x^2 + 2x + 1;

julia> df(x) = gradient(f, x)[1]; # df/dx = 6x + 2

julia> df(2)
14.0

julia> d2f(x) = gradient(df, x)[1]; # d²f/dx² = 6

julia> d2f(2)
6.0

When a function has many parameters, we can get gradients of each one at the same time:

julia> f(x, y) = sum((x .- y).^2);

julia> gradient(f, [2, 1], [2, 0])
([0.0, 2.0], [-0.0, -2.0])

These gradients are based on x and y. Flux works by instead taking gradients based on the weights and biases that make up the parameters of a model.

Machine learning often can have hundreds of parameter arrays. Instead of passing them to gradient individually, we can store them together in a structure. The simplest example is a named tuple, created by the following syntax:

julia> nt = (a = [2, 1], b = [2, 0], c = tanh);

julia> g(x::NamedTuple) = sum(abs2, x.a .- x.b);

julia> g(nt)
1

julia> dg_nt = gradient(g, nt)[1]
(a = [0.0, 2.0], b = [-0.0, -2.0], c = nothing)

Notice that gradient has returned a matching structure. The field dg_nt.a is the gradient for nt.a, and so on. Some fields have no gradient, indicated by nothing.

Rather than define a function like g every time (and think up a name for it), it is often useful to use anonymous functions: this one is x -> sum(abs2, x.a .- x.b). Anonymous functions can be defined either with -> or with do, and such do blocks are often useful if you have a few steps to perform:

julia> gradient((x, y) -> sum(abs2, x.a ./ y .- x.b), nt, [1, 2])
((a = [0.0, 0.5], b = [-0.0, -1.0], c = nothing), [-0.0, -0.25])

julia> gradient(nt, [1, 2]) do x, y
         z = x.a ./ y
         sum(abs2, z .- x.b)
       end
((a = [0.0, 0.5], b = [-0.0, -1.0], c = nothing), [-0.0, -0.25])

Sometimes you may want to know the value of the function, as well as its gradient. Rather than calling the function a second time, you can call withgradient instead:

julia> Flux.withgradient(g, nt)
(val = 1, grad = ((a = [0.0, 2.0], b = [-0.0, -2.0], c = nothing),))

Building Simple Models

Consider a simple linear regression, which tries to predict an output array y from an input x.

predict(W, b, x) = W*x .+ b

function loss(W, b, x, y)
  ŷ = predict(W, b, x)
  sum((y .- ŷ).^2)
end

x, y = rand(5), rand(2) # Dummy data
W = rand(2, 5)
b = rand(2)

loss(W, b, x, y) # ~ 3

To improve the prediction we can take the gradients of the loss with respect to W and b and perform gradient descent.

using Flux

dW, db = gradient((W, b) -> loss(W, b, x, y), W, b)

Now that we have gradients, we can pull them out and update W to train the model.

W .-= 0.1 .* dW

loss(W, b, x, y) # ~ 2.5

The loss has decreased a little, meaning that our prediction x is closer to the target y. If we have some data we can already try training the model.

All deep learning in Flux, however complex, is a simple generalisation of this example. Of course, models can look very different – they might have millions of parameters or complex control flow. Let's see how Flux handles more complex models.

Building Layers

It's common to create more complex models than the linear regression above. For example, we might want to have two linear layers with a nonlinearity like sigmoid in between them. We could write this as:

using Flux

W1 = rand(3, 5)
b1 = rand(3)
layer1(x) = W1 * x .+ b1

W2 = rand(2, 3)
b2 = rand(2)
layer2(x) = W2 * x .+ b2

model(x) = layer2(sigmoid.(layer1(x)))

model(rand(5)) # => 2-element vector

This works but is fairly unwieldy, with a lot of repetition – especially as we add more layers. One way to factor this out is to create a function that returns linear layers.

function linear(in, out)
  W = randn(out, in)
  b = randn(out)
  x -> W * x .+ b
end

linear1 = linear(5, 3) # we can access linear1.W etc
linear2 = linear(3, 2)

model(x) = linear2(sigmoid.(linear1(x)))

model(rand(5)) # => 2-element vector

Another (equivalent) way is to create a struct that explicitly represents the affine layer.

struct Affine
  W
  b
end

Affine(in::Integer, out::Integer) =
  Affine(randn(out, in), zeros(out))

# Overload call, so the object can be used as a function
(m::Affine)(x) = m.W * x .+ m.b

a = Affine(10, 5)

a(rand(10)) # => 5-element vector

Congratulations! You just built the Dense layer that comes with Flux. Flux has many interesting layers available, but they're all things you could have built yourself very easily.

(There is one small difference with Dense – for convenience it also takes an activation function, like Dense(10 => 5, sigmoid).)

Stacking It Up

It's pretty common to write models that look something like:

layer1 = Dense(10 => 5, relu)
# ...
model(x) = layer3(layer2(layer1(x)))

For long chains, it might be a bit more intuitive to have a list of layers, like this:

using Flux

layers = [Dense(10 => 5, relu), Dense(5 => 2), softmax]

model(x) = foldl((x, m) -> m(x), layers, init = x)

model(rand(10)) # => 2-element vector

Handily, this is also provided for in Flux:

model2 = Chain(
  Dense(10 => 5, relu),
  Dense(5 => 2),
  softmax)

model2(rand(10)) # => 2-element vector

This quickly starts to look like a high-level deep learning library; yet you can see how it falls out of simple abstractions, and we lose none of the power of Julia code.

A nice property of this approach is that because "models" are just functions (possibly with trainable parameters), you can also see this as simple function composition.

m = Dense(5 => 2) ∘ Dense(10 => 5, σ)

m(rand(10))

Likewise, Chain will happily work with any Julia function.

m = Chain(x -> x^2, x -> x+1)

m(5) # => 26

Layer Helpers

There is still one problem with this Affine layer, that Flux does not know to look inside it. This means that Flux.train! won't see its parameters, nor will gpu be able to move them to your GPU. These features are enabled by the @layer macro:

Flux.@layer Affine

Finally, most Flux layers make bias optional, and allow you to supply the function used for generating random weights. We can easily add these refinements to the Affine layer as follows, using the helper function create_bias:

function Affine((in, out)::Pair; bias=true, init=glorot_uniform)
  W = init(out, in)
  b = Flux.create_bias(W, bias, out)
  return Affine(W, b)
end

Affine(3 => 1, bias=false) |> gpu