2-3 Automatic Differentiate

import tensorflow as tf
import numpy as np 

# Calculate the derivative of f(x) = a*x**2 + b*x + c

x = tf.Variable(0.0,name = "x",dtype = tf.float32)
a = tf.constant(1.0)
b = tf.constant(-2.0)
c = tf.constant(1.0)

with tf.GradientTape() as tape:
    y = a*tf.pow(x,2) + b*x + c
    
dy_dx = tape.gradient(y,x)
print(dy_dx)

tf.Tensor(-2.0, shape=(), dtype=float32)

# Use watch to calculate derivatives of the constant tensor

with tf.GradientTape() as tape:
    tape.watch([a,b,c])
    y = a*tf.pow(x,2) + b*x + c
    
dy_dx,dy_da,dy_db,dy_dc = tape.gradient(y,[x,a,b,c])
print(dy_da)
print(dy_dc)

tf.Tensor(0.0, shape=(), dtype=float32)
tf.Tensor(1.0, shape=(), dtype=float32)

# Calculate the second order derivative
with tf.GradientTape() as tape2:
    with tf.GradientTape() as tape1:   
        y = a*tf.pow(x,2) + b*x + c
    dy_dx = tape1.gradient(y,x)   
dy2_dx2 = tape2.gradient(dy_dx,x)

print(dy2_dx2)

tf.Tensor(2.0, shape=(), dtype=float32)

# Use it in the autograph

@tf.function
def f(x):   
    a = tf.constant(1.0)
    b = tf.constant(-2.0)
    c = tf.constant(1.0)
    
    # Convert the type of the variable to tf.float32
    x = tf.cast(x,tf.float32)
    with tf.GradientTape() as tape:
        tape.watch(x)
        y = a*tf.pow(x,2)+b*x+c
    dy_dx = tape.gradient(y,x) 
    
    return((dy_dx,y))

tf.print(f(tf.constant(0.0)))
tf.print(f(tf.constant(1.0)))

(-2, 1)
(0, 0)

# Calculate the minimal value of f(x) = a*x**2 + b*x + c
# Use optimizer.apply_gradients

x = tf.Variable(0.0,name = "x",dtype = tf.float32)
a = tf.constant(1.0)
b = tf.constant(-2.0)
c = tf.constant(1.0)

optimizer = tf.keras.optimizers.SGD(learning_rate=0.01)
for _ in range(1000):
    with tf.GradientTape() as tape:
        y = a*tf.pow(x,2) + b*x + c
    dy_dx = tape.gradient(y,x)
    optimizer.apply_gradients(grads_and_vars=[(dy_dx,x)])
    
tf.print("y =",y,"; x =",x)

y = 0 ; x = 0.999998569

# Calculate the minimal value off(x) = a*x**2 + b*x + c
# Use optimizer.minimize
# This optimizer.minimize is identical to calculating gradient using tape, then call apply_gradient

x = tf.Variable(0.0,name = "x",dtype = tf.float32)

#Note that f() has no argument
def f():   
    a = tf.constant(1.0)
    b = tf.constant(-2.0)
    c = tf.constant(1.0)
    y = a*tf.pow(x,2)+b*x+c
    return(y)

optimizer = tf.keras.optimizers.SGD(learning_rate=0.01)   
for _ in range(1000):
    optimizer.minimize(f,[x])   
    
tf.print("y =",f(),"; x =",x)

y = 0 ; x = 0.999998569

# Calculate minimal value in Autograph
# Use optimizer.apply_gradients

x = tf.Variable(0.0,name = "x",dtype = tf.float32)
optimizer = tf.keras.optimizers.SGD(learning_rate=0.01)

@tf.function
def minimizef():
    a = tf.constant(1.0)
    b = tf.constant(-2.0)
    c = tf.constant(1.0)
    
    for _ in tf.range(1000): #Note that we should use tf.range(1000) instead of range(1000) when using Autograph
        with tf.GradientTape() as tape:
            y = a*tf.pow(x,2) + b*x + c
        dy_dx = tape.gradient(y,x)
        optimizer.apply_gradients(grads_and_vars=[(dy_dx,x)])
        
    y = a*tf.pow(x,2) + b*x + c
    return y

tf.print(minimizef())
tf.print(x)

0
0.999998569

# Calculate minimal value in Autograph
# Use optimizer.minimize

x = tf.Variable(0.0,name = "x",dtype = tf.float32)
optimizer = tf.keras.optimizers.SGD(learning_rate=0.01)   

@tf.function
def f():   
    a = tf.constant(1.0)
    b = tf.constant(-2.0)
    c = tf.constant(1.0)
    y = a*tf.pow(x,2)+b*x+c
    return(y)

@tf.function
def train(epoch):  
    for _ in tf.range(epoch):  
        optimizer.minimize(f,[x])
    return(f())


tf.print(train(1000))
tf.print(x)

0
0.999998569