Showing posts with label AI. Show all posts
Showing posts with label AI. Show all posts

Thursday, September 5, 2024

Operations on SO3 Lie Groups in Python

Target audience: Advanced
Estimated reading time: 5'
Lie groups play a crucial role in Geometric Deep Learning by modeling symmetries such as rotation, translation, and scaling. This enables non-linear models to generalize effectively for tasks like object detection and transformations in generative models.


Table of contents
       Lie manifolds
       Why Lie groups
       Implementation
       Inverse rotation
       Composition
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What you will learn:  How to implement and evaluate key operations on 3-dimension Special Orthogonal Lie Group.

Notes

  • This post is a follow up on articles related to differential geometry and geometry learning [ref 1, 2, 3 and 4]
  • Environments: Python 3.11,  Matplotlib 3.9, Geomstats 2.8.0
  • Source code is available at  Github.com/patnicolas/Data_Exploration/Lie
  • To enhance the readability of the algorithm implementations, we have omitted non-essential code elements like error checking, comments, exceptions, validation of class and method arguments, scoping qualifiers, and import statement.

Disclaimer : A thorough tutorial and explanation of Lie groups, Lie algebras, and geometric priors for deep learning models is beyond the scope of this article. Instead, the following sections concentrate on experiments involving key elements and operations on Lie groups using the Geomstats Python library [ref 5].
 

Overview

Let's start with some basic definitions

Lie manifolds

A smooth manifold is a topological space that locally resembles Euclidean space and allows for smooth (infinitely differentiable) transitions between local coordinate systems. This structure allows for the use of calculus on the manifold. 

The tangent space at a point on a manifold is the set of tangent vectors at that point, like a line tangent to a circle or a plane tangent to a surface.
Tangent vectors can act as directional derivatives, where you can apply specific formulas to characterize these derivatives.

Fig. 1 Manifold with tangent space and exponential/logarithm maps

In differential geometry, a Lie group is a mathematical structure that combines the properties of both a group and a smooth manifold. It allows for the application of both algebraic and geometric techniques. As a group, it has an operation (like multiplication) that satisfies certain axioms (closure, associativity, identity, and invertibility) [ref 6].
A 'real' Lie group is a set G with two structures: G is a group and G is a (smooth, real) manifold. These structures agree in the following sense: multiplication (a.k.a. product or composition) and inversion are smooth maps.
A morphism of Lie groups is a smooth map which also preserves the group operation: f(gh) = f(g)f(h) and f(1) = 1.
Fig. 2 Manifold with tangent space and identity and group element 
(Courtesy A. Kirillov Jr Department of Mathematics SUNY at Stony Brook)

Why Lie groups

Lie groups have numerous practical applications in various fields:
  • Physics: They describe symmetries in classical mechanics, quantum mechanics, and relativity. 
  • Robotics: Lie groups model the motion of robots, particularly in the context of rotation and translation (using groups like SO(3) and SE(3)).
  • Control Theory: Lie groups are used in the analysis and design of control systems, especially in systems with rotational or symmetrical behavior.
  • Computer Vision: They help in image processing and 3D vision, especially in tasks involving rotations and transformations.
  • Differential Equations: Lie groups are instrumental in solving differential equations by leveraging symmetry properties.
In term of machine learning...
  • Geometric Deep Learning: Lie groups help capture rotational, translational, or scaling symmetries, making models more efficient and generalizable in tasks like image recognition and 3D object detection.
  • Generative Models: Lie groups allow for more structured latent spaces, enabling better control over transformations in generative models like GANs and VAEs.
  • Reinforcement Learning: They are used to model continuous action spaces, improving control over robotic systems.
  • Optimization: Lie groups help design efficient optimization techniques on curved spaces, like Riemannian manifolds.

Examples of Lie groups

Group of Invertible 2 x 2 matrices of real values
equation

Group of Invertible 2 x 2 matrices of complex values
equation

Group of Invertible 3 x 3 matrices of real values
equation

Special Unitary group 2 x 2 matrices with determinant 1
equation

Special Unitary group 3 x 3 matrices with determinant 1
equation

Special Orthogonal (3D rotation, 2x2 matrices) group
equation

Special Orthogonal (3D rotation, 3x3 matrices) group
equation

Special Euclidean group
equation


Special Orthogonal Group

The Special Orthogonal Group in 3 dimensions, SO(3) is the group of all rotation matrices in 3 spatial dimensions.
It can be defined by 3 rotation elements for each of the axis of rotation x, y, and z.


equation

equation

equation


Implementation

Geomstats is a free, open-source Python library designed for conducting machine learning on data situated on nonlinear manifolds, an area known as Geometric Learning. This library offers object-oriented, thoroughly unit-tested features for fundamental manifolds, operations, and learning algorithms, compatible with various execution environments, including NumPyPyTorch, and TensorFlow (Overview Geomstats library).

The library is structured into two principal components:
  • geometry: This part provides an object-oriented framework for crucial concepts in differential geometry, such as exponential and logarithm maps, parallel transport, tangent vectors, geodesics, and Riemannian metrics.
  • learning: This section includes statistics and machine learning algorithms tailored for manifold data, building upon the scikit-learn framework.


First let's wrap the element of a point or matrix into a class, SO3Point with the following attributes:
  • group_element Point on the manifold
  • base_point on the manifold (Identity if undefined)
  • description which describes the rotation matrix
from dataclasses import dataclass

@dataclass
class SO3Point:
    group_element: np.array
    base_point: np.array                # Default identity matrix
    descriptor: AnyStr

Secondly, let's build a class ,LieSO3Group, that encapsulates the definition of the Special orthogonal group of dimension 3 and its related operations.
We specify two constructors:
  • __init__: Default constructor that create a new element in the SO3 manifold, group_element, using a tangent vector (3x3 rotation matrix) tgt_vector and identity, base_point.
  • build: Alternative constructor for which the tangent vector is a 9- element list and a tuple as base point.
import geomstats.backend as gs
from geomstats.geometry.special_orthogonal import SpecialOrthogonal


class LieSO3Group(object):
    dim = 3
    # Lie group as defined in Geomstats library
    lie_group =  SpecialOrthogonal(n=dim, point_type='vector', equip=False)
    identity = gs.eye(dim)     # Define identity


    def __init__(self, tgt_vector: np.array, base_point: np.array = identity) -> None
        self.tangent_vec = gs.array(tgt_vector)

        # Exp. a left-invariant vector field from a base point
        self.group_element = LieSO3Group.lie_group.exp(self.tangent_vec, base_point)
        self.base_point = base_point


    @classmethod
    def build(cls, tgt_vector: List[float], base_point: List[float] = None) -> Self:
        np_input = np.reshape(tgt_vector, (3, 3))
        np_point = np.reshape(base_point, (3, 3)) if base_point is not None 
                          else LieSO3Group.identity

        return cls(tgt_vector=np_input, base_point=np_point)


We use the constructors of the LieSO3Group class to generate two points on the SO3 manifold, so3_point1 and so3_point2. These points are represented as vectors in 3-dimensional Euclidean space for visualization purposes.

The first point use the identity as base point for the tangent space of rotation of 90 degrees around X axis:
[[ 1.  0.  0.]
 [ 0.  0. -1.]
 [ 0.  1.  0.]]
The second SO3 point used the same tangent vector with a base 
[[ 0.  -1.  0.]
 [ 1.   0.  0.]
 [ 0.   0.  1.]]

so3_tangent_vec = [1.0, 0.0, 0.0, 0.0, 0.0, -1.0, 0.0, 1.0, 0.0]

# First rotation matrix +90 degrees around X-axis with identity as base point
so3_group = LieSO3Group.build(so3_tangent_vec)
so3_point1 = SO3Point(
     group_element=so3_group.group_element,
     base_point=LieSO3Group.identity,
     descriptor='SO3 point from tangent vector\n[1 0 0]\n[0 0 -1]\n[0 1 0]\nBase point: Identity')

# Same rotation matrix with another rotation matrix 90 degrees around
# Y-axis for base point
base_point = [0.0, -1.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0]
so3_group2 = LieSO3Group.build(so3_tangent_vec, base_point)
so3_point2 = SO3Point(
     group_element=so3_group2.group_element,
     base_point=base_point,
     descriptor='Same SO3 point\nBase point:\n[0 -1 0]\n[0 0 0]\n[0 0 1]')

LieSO3Group.visualize_all([so3_point1, so3_point2])

so3_point1:
[[ 2.00   0.00   0.00]                                      [[2  0   0]
 [ 0.00   0.93 -0.99]       approximation of      [0  1  -1]
 [ 0.00   0.99  0.93]]                                       [0  1   1]]

so3_point2:
[[ 0.99  -0.93  0.00]                                       [[1 -1   0]
 [ 0.93   0.00 -0.99]        approximation of     [1   0  -1]
 [ 0.00   0.99  0.93]]                                       [0   1   1]

The code for the visualization methods are available on Github at LieSO3Group

Fig. 3 Visualization of SO3 group element at identity vs. arbitrary base point


Inverse rotation

The first operation to illustrate is the inverse rotation using Geomstats library. It is implemented by the LieSO3Group method inverse.

def inverse(self) -> Self:
    inverse_group_element = LieSO3Group.lie_group.inverse(self.group_element)
    return LieSO3Group(inverse_group_element)

For simplicity sake, we create a SO3 group element at identity and visualize its inverse on the same base point.

# Original rotation matrix +90 degrees around X-axis with identity as base point
\so3_tangent_vec = [1.0 0.0,0.0, 0.0, 0.0, -1.0, 0.0, 1.0, 0.0]

so3_group = LieSO3Group.build(so3_tangent_vec)
so3_point = SO3Point(
     group_element=so3_group.group_element,
     base_point=LieSO3Group.identity,
     descriptor='SO3 point from tangent vector\n[1 0 0]\n[0 0 -1]\n[0 1 0]\nBase point: Identity')
       
 # Inverse SO3 rotation matrix
so3_inv_group = so3_group.inverse()

inv_so3_point = SO3Point(
     group_element=so3_inv_group.group_element,
     base_point=LieSO3Group.identity,
     descriptor='SO3 inverse point')

As expected, the inverse of an SO3 group element represents the inverse rotation in 3-dimensional space. This would not hold true if the base point were not the identity element.

Original SO3 point
[[ 2.00    0.00     0.00]
 [ 0.00    0.93   -0.99]
 [ 0.00    0.99    0.93]]
SO3 Inverse point:
[[-1.00  0.00  0.00]
 [ 0.00  0.00  0.93]
 [ 0.00 -0.93  0.00]]

Fig. 4 Visualization of the inverse of SO3 element at identity

Composition

As previously mentioned, a smooth manifold with the structure of a Lie group ensures that the product (or composition) of two elements also belongs to the manifold. The following LieSO3Group method, product, utilizes the `compose method of Geomstats library.

def product(self, lie_so3_group: Self) -> Self:
     composed_group_point = LieSO3Group.lie_group.compose(self.group_element lie_so3_group.group_element)
     return LieSO3Group(composed_group_element)


In this initial test, we use the rotation matrix of 90 degrees around Z-axes as the second component for the composition.

# Second SO3 rotation matrix +90 degree along Z-axis
so3_tangent_vec2 = [0.0, -1.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0]
so3_group2 = LieSO3Group.build(tgt_vector=so3_tangent_vec2)
so3_point2 = SO3Point(
      group_element=so3_group2.group_element,
      base_point=LieSO3Group.identity
      descriptor='SO3 point from tangent vector\n[0 -1 0]\n[1  0 0]\n[0  0 1]\nBase point: Identity')

# Composition of two rotation matrices SO3 group
so3_group_product = so3_group.product(so3_group2)
    

Composition of rotation matrix +90 degrees along X-axis with  rotation matrix +90 degrees along Z-axis:
[[-2.11   0.62   0.96]
 [ 1.52   1.74 -1.52 ]
 [-0.96  -0.62 -2.11 ]]

As expected, the composition produces an anti-symmetric matrix


Fig. 5 Visualization of the composition of a SO3 group element with its inverse at identity


The second evaluation consists of composing the initial SO3 group element (90 degrees rotation along X axis) with identity matrix.
[[-1.28   0.00    0.00 ]
 [-0.96  -2.11    0.62]
 [-0.96  -0.62  -2.11]]

Fig. 6  Visualization of the composition of two SO3 group elements at identity

References




----------------------------------
Patrick Nicolas has over 25 years of experience in software and data engineering, architecture design and end-to-end deployment and support with extensive knowledge in machine learning. 
He has been director of data engineering at Aideo Technologies since 2017 and he is the author of "Scala for Machine Learning", Packt Publishing ISBN 978-1-78712-238-3 and Geometric Learning in Python Newsletter on LinkedIn.









Monday, August 19, 2024

Performance Improvement in Numpy 2.x & Lapack 3.9

Target audience: Beginner
Estimated reading time: 4'
The performance of training geometric learning and complex deep learning models directly affects time to market and development costs. Numpy 2.x, combined with the accelerator and the latest BLAS/LAPACK libraries, can reduce execution time by up to 38%.


Table of contents
Overview
Linear Algebra
      Evaluation
      Implementation
       Evaluation
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What you will learn: Enhanced performance in linear algebra computations using Numpy 2.x with the ILP64 accelerator and LAPACK 3.9.1 library

Notes

  • Environments: Python  3.11,  Matplotlib 3.9, Numpy 1.2.6/2.1, LAPACK 3.9.1
  • Source code is available at Github.com/patnicolas/Data_Exploration/numpy2
  • To enhance the readability of the algorithm implementations, we have omitted non-essential code elements like error checking, comments, exceptions, validation of class and method arguments, scoping qualifiers, and import statements.


Overview

Non-linear deep learning and geometric learning depend on geodesics, Riemannian metrics, and exponential maps to train models and predict outcomes. These operations are computationally intensive, making them ideal candidates for performance enhancements in the latest release of Numpy, version 2.1 [ref 1]. 
Linear algebra operations, on the other hand, rely on the BLAS and LAPACK libraries, which can be optimized for specific platforms [ref 2].

This study is performed on a MacOS M2 Maxlaptop, utilizing optimizations of various mathematical libraries like LAPACK and BLAS from the Accelerate framework [ref 3]. Specifically, we use the ILP64 interface with the LAPACK 3.9.1 library alongside Numpy 2.1 [ref 4].

In the following two sections, we will assess the performance enhancements in Numpy 2.1 when utilizing the ILP64 accelerator for the LINPACK library on macOS. The evaluation will cover two scenarios:
- Basic Linear Algebra operations
- Fast Fourier Transform

Linear Algebra

Let's compare the performance of Numpy 2.1 with the LINPACK accelerator 3.9.1 against Numpy 1.2.6 by performing the following computations:
  • Sigmoid function on a Numpy array of varying sizes
  • Summation of two 3D Numpy arrays
  • Multiplication of two 3D Numpy arrays
  • Dot product of two arrays.

Implementation

Let's start by creating keys for our linear algebra operators.

SIGMOID: AnyStr = 'sigmoid'
ADD: AnyStr = 'add'
MUL: AnyStr = 'mul'
DOT: AnyStr = 'dot'


We wraps the basic operations on Numpy array into the class LinearAlgebraEval with two constructors
  • Default, __init__ with input array and shape
  • build method to generate a random 3D array.
The four methods/operations—sigmoid, add, mul, and dot product—are straightforward and self-explanatory.

class LinearAlgebraEval(object):
    def __init__(self, x: np.array, shape: List[int]) -> None:
        self.x = x.reshape(shape)

    @classmethod
    def build(cls, size: int) -> Self:
        _x = np.random.uniform(0.0, 100.0, size)
        return cls(_x, [10, 100, -1])

    def sigmoid(self, a: float) -> np.array:
        return 1.0/(1.0+ np.exp(-self.x * a))

    def add(self, y: np.array) -> np.array:
        return self.x + y.reshape(self.x.shape)

    def mul(self, y: np.array) -> np.array:
        z = 2.0* self.x * y.reshape(self.x.shape)
        return z * z

    def dot(self, y: np.array) -> np.array:
        return np.dot(self.x.reshape(-1), y.reshape(-1))
   

The performance evaluation is conducted by an instance of the LinearAlgebraPerfEval class. The key method __call__ relies on a dictionary with operation as key and list of execution times for these operations.

class LinearAlgebraPerfEval(object):
    def __init__(self, sizes: List[int]) -> None:
        self.sizes = sizes

    def __call__(self) -> Dict[AnyStr, List[float]]:
        _perf = {}
        lin_algebra = LinearAlgebraEval.build(self.sizes[0])
        _perf[SIGMOID] = [LinearAlgebraPerfEval.__performance(lin_algebra, SIGMOID)]
        _perf[ADD] = [LinearAlgebraPerfEval.__performance(lin_algebra, ADD)]
        _perf[MUL] = [LinearAlgebraPerfEval.__performance(lin_algebra, MUL)]
        _perf[DOT] = [ LinearAlgebraPerfEval.__performance(lin_algebra, DOT)]

        for index in range(1, len(self.sizes)):
            # Alternative constructor
            lin_algebra = LinearAlgebraEval.build(self.sizes[index])

            # The method __record executes each of the four operations for
            # a variable size of Numpy array.

            _perf = LinearAlgebraPerfEval.__record(_perf, lin_algebra, SIGMOID)
            _perf = LinearAlgebraPerfEval.__record(_perf, lin_algebra, ADD)
            _perf = LinearAlgebraPerfEval.__record(_perf, lin_algebra, MUL)
            _perf = LinearAlgebraPerfEval.__record(_perf, lin_algebra, DOT)
        return _perf


The private, helper method, __record described in the Appendix, executes and time  each of the four operations for set of Numpy arrays of increasing size. The timing relies on the timeit decorator described in the Appendix.

Evaluation

Let's plot the execution time for these 4 operations with a size of 3D arrays (10, 100, -1) varying between 1million to 60 million values.

Numpy 1.2.6 with OpenBlas


Numpy 2.1 with ILP64- BLAS/LAPACK 3.9.1



Numpy 2.1 and ILP-64 have no impact on the performance of the Sigmoid but reduce the average time to execute and addition, multiplication and dot product on these large arrays by 25 to 40%


Fast Fourier Transform

Let's define a signal as a sum of 4 sinusoidal functions with 4 different frequency modes.\[ f(t)=\sum_{i=1}^{4} sin(2.\pi.f_{i}.t)\]The signal is then sampled in the interval [0, 1] with various number of data points.

Implementation

We encapsulate the generation, sampling, and extraction of the frequency spectrum within the `FFTEval` class. 
The constructor iteratively adds sine functions to implement the desired formula. 
The `compute` method samples the signal over the interval [0, 1] and calls the Numpy `fft.fftfreq` method to generate the frequency distribution. The timing of the execution in the method compute uses the timeit decorator.

class FFTEval(object):
    def __init__(self, frequencies: List[int], samples: int) -> None:
        self.F = 1.0/samples
        self.x = np.arange(0, 1.0, self.F)
        pi_2 = 2*np.pi
        
       # Composed the sinusoidal signal/function
        self.signal = np.sin(pi_2*frequencies[0]*self.x)
        if len(frequencies) > 1:
            for f in frequencies[1:]:
                self.signal += np.sin(pi_2*f*self.x)

    @timeit
    def compute(self) -> (np.array, np.array):
        num_samples = len(self.signal)

        # Select the positive amplitudes and frequencies
        num_half_samples = num_samples//2

        # Invoke the Numpy FFT function to extract frequencies
        freqs = np.fft.fftfreq(num_samples, self.F)
        _freqs = freqs[:num_half_samples]
        _amplitudes = np.abs(np.fft.fft(self.signal)[:num_half_samples]) / num_samples
        return _freqs, _amplitudes

The class FFTPerfEval implements the execution and collection of the execution time for the FFT with various frequency of samples (number of samples in the interval [0, 1])

class FFTPerfEval(PerfEval):
    def __init__(self, sizes: List[int]) -> None:
        super(FFTPerfEval, self).__init__(sizes)

    def __call__(self) -> List[float]:
        durations = []

        # Collect the execution time for each of the number of
        # samples defined in the constructor
        for samples in self.sizes:
            durations.append(FFTPerfEval.__compute(samples))
        return durations

    @staticmethod
    def __compute(sz: int) -> float:
        frequencies = [4, 7, 11, 17]
        fft_eval = FFTEval(frequencies, sz)
        # Time it
        return fft_eval.compute()


Evaluation

Numpy 1.2.6 with OpenBlas



Numpy 2.1 with BLAS/LAPACK 3.9.1



Relative performance improvement


The switch to Numpy 2.1 with ILP-64 on MacOS 14.6.1 shows an average improvement of 33%

References

[1Numpy
[2Lapack


------------------
Patrick Nicolas has over 25 years of experience in software and data engineering, architecture design and end-to-end deployment and support with extensive knowledge in machine learning. 
He has been director of data engineering at Aideo Technologies since 2017 and he is the author of "Scala for Machine Learning", Packt Publishing ISBN 978-1-78712-238-3 
and Geometric Learning in Python Newsletter on LinkedIn.

Appendix

Standard timing decorator in Python

def timeit(func):
    import time

    def wrapper(*args, **kwargs):
        start_time = time.time()
        func(*args, **kwargs)
        end_time = time.time()
        return end_time - start_time
    return wrapper


Methods to compute and record the execution time for basic linear algebra operations. The execution time is recorded through the decorator timer

 @staticmethod
    def __record(perf: Dict[AnyStr, List[float]],
                 lin_algebra: LinearAlgebraEval,
                 op: AnyStr) -> Dict[AnyStr, List[float]]:
        duration = LinearAlgebraPerfEval.__performance(lin_algebra, op)
        lst = perf[op]
        lst.append(duration)
        perf[op] = lst
        return perf

    @timeit
    @staticmethod
    def __performance(lin_algebra: LinearAlgebraEval, op: AnyStr) -> np.array:
        match op:
            case "sigmoid":
                return lin_algebra.sigmoid(8.5)
            case "add":
                return lin_algebra.add(lin_algebra.x)
            case "mul":
                return lin_algebra.mul(lin_algebra.x)
            case "dot":
                return lin_algebra.dot(lin_algebra.