ricciardi 0.1.6

PyTorch implementation of the Ricciardi transfer function.

About

An efficient, GPU-friendly, and differentiable PyTorch implementation of the Ricciardi transfer function based on equations and default parameters from Sanzeni et al. (2020).

Usage

For using the ricciardi function in your own code, you can either just copy the source file at src/ricciardi/ricciardi.py to your own code, or install the package in your python environment with pip install ricciardi and import the function with from ricciardi import ricciardi. To run tests, clone the repository, create a new environment, install the neccessary packages with pip install -r requirements, and run the command pytest.

Implementation

The Ricciardi transfer function, in the notation of Sanzeni et al. (2020), is given by

$$ f(\mu) = \left[\tau_{rp} + \tau\sqrt{\pi}\int_{u_\mathrm{min}(\mu)}^{u_\mathrm{max}(\mu)}e^{u^2}(1+\mathrm{erf}(u)) du\right]^{-1} $$

where

$$ u_\mathrm{max}(\mu) = \frac{\theta - \mu}{\sigma}, u_\mathrm{min}(\mu) = \frac{V_r - \mu}{\sigma} $$

The integral can be written in terms of the hypergeometric function ${}_2F_2$. However, there is currently no implementation of this hypergeometric function that is performant enough for large neural network simulations. Thus we take the approach of directly computing the integral with a fixed order Gauss-Legendre quadrature rule. We find that an order 5 quadrature is sufficient to obtain good numerical accuracy for realistic parameter regimes.

A note on the computation of the integral

Direct computation of $e^{x^2}(1 + \mathrm{erf}(x))$ results in numerical issues for large, negative $x$ since the first term is huge while the second term is tiny. To address this, we note that since $1 + \mathrm{erf}(x) = 1 - \mathrm{erf}(-x)$, we can rewrite the integral as

$$ f(\mu) = \left[\tau_{rp} + \tau\sqrt{\pi}\int_{-u_\mathrm{max}(\mu)}^{-u_\mathrm{min}(\mu)} \mathrm{erfcx}(u) du\right]^{-1} $$

where $\mathrm{erfcx}$ is the scaled complementary error function defined by

$$ \mathrm{erfcx}(x) = e^{x^2}(1 - \mathrm{erf}(x)) $$

$\mathrm{erfcx}$ is a native PyTorch function which has high precision for a wide range of inputs, so by using it we avoid the numerical issue mentioned above.

Benchmark

Compare performance with a naive, linear interpolation-based approach. Forward pass is slightly faster, and backward pass is much faster (>2x on GPU).

Results on CPU (AMD EPYC 7662, 8 cores) (python benchmark/benchmark.py -N 100000 -r 100):

forward pass, requires_grad=False
ricciardi: median=1.81 ms, min=1.79 ms (100 repeats)
ricciardi_interp: median=1.91 ms, min=1.9 ms (100 repeats)

forward pass, requires_grad=True
ricciardi: median=1.8 ms, min=1.79 ms (100 repeats)
ricciardi_interp: median=2.11 ms, min=1.98 ms (100 repeats)

backward pass
ricciardi: median=786 μs, min=765 μs (100 repeats)
ricciardi_interp: median=1.17 ms, min=1.09 ms (100 repeats)

Results on GPU (Nvidia A40) (python benchmark/benchmark.py -N 100000 -r 100 --device cuda):

forward pass, requires_grad=False
ricciardi: median=451 μs, min=441 μs (100 repeats)
ricciardi_interp: median=455 μs, min=448 μs (100 repeats)

forward pass, requires_grad=True
ricciardi: median=478 μs, min=470 μs (100 repeats)
ricciardi_interp: median=523 μs, min=513 μs (100 repeats)

backward pass
ricciardi: median=486 μs, min=475 μs (100 repeats)
ricciardi_interp: median=1.1 ms, min=1.08 ms (100 repeats)