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pythonprecisionlinear-algebratorchmagnitude
Thomas Wagenaar
Thomas Wagenaar

Reputation: 6779

How to accurately calculate high Lp norms in PyTorch

I am using torch.norm to calculate Lp norms with relatively large values for p (in the range of 10-50). The vectors I do this for have relatively small values and I notice that the result incorrectly becomes 0. In the example above, this already happens at p=9!

import torch

lb = 1e-6 # Lower bound
ub = 1e-5 # Upper bound

# Construct vector
v = torch.rand(100) * (ub - lb) + lb

# Calculate Lp norms
for p in range(1,20):
    print(p, torch.norm(v, p=p))

# It should approach the maximum value for p -> inf
print(torch.max(v))

Is there a way to circumvent this issue? Or is it inherent to machine precision and its associated rounding errors? Ideally, I would like a solution that maintains the graph. But I am also iterested in numerical approximations.

Upvotes: 0

Views: 177

Answers (1)

Thomas Wagenaar
Thomas Wagenaar

Reputation: 6779

One way to mitigate this is to normalize the vector v with its mean:

import torch

lb = 1e-6 # Lower bound
ub = 1e-5 # Upper bound

# Construct vector
v = torch.rand(100) * (ub - lb) + lb
v_mean = torch.mean(v)

# Calculate Lp norms
for p in range(1,50):
    print(p, torch.norm(v, p=p), torch.norm(v/v_mean, p=p) * v_mean)

# It should approach the maximum value for p -> inf
print(torch.max(v))

But I am not sure how well this works when there is a large difference in magnitudes in the vector elements.

Upvotes: 0

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