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faust-ddsp

DDSP experiments in Faust.

What is DDSP?

Differentiable programming is a technique whereby a program can be differentiated with respect to its inputs, permitting the computation of the sensitivity of the program's outputs to changes in its inputs. Partial derivatives of a program can be found analytically via automatic differentiation and, coupled with an appropriate loss function, used to perform gradient descent. Differentiable programming has consequently become a key tool in solving machine learning problems.

Differentiable digital signal processing (DDSP) is the specific application of differentiable programming to audio tasks. DDSP has emerged as a key component in machine learning approaches to problems such as source separation, timbre transfer, parameter estimation, etc. DDSP is reliant on a programming language with a supporting framework for automatic differentiation.

DDSP in Faust

Trigger warning: some mild-to-moderate calculus will follow

To write automatically differentiable code we need analytic expressions for the derivatives of the primitive operations in our program.

A Differentiable Primitive

Let's consider the example of the addition primitive; in Faust one can write:

process = +;

which yields the block diagram:

So, the output signal, the result of Faust's process, which we'll call $y$, is the sum of two input signals, $u$ and $v$:

$$ y = u + v. $$

Note that the addition primitive doesn't know anything about its arguments, their origin, provenance, etc., it just consumes them and returns their sum. In Faust's algebra, the addition of two signals (and just about everything in Faust is a signal) is well-defined, and that's that. This idea will be important later.

Now, say $y$ is dependent on some variable $x$, and we wish to know how sensitive $y$ is to changes in $x$, then we should differentiate $y$ with respect to $x$:

$$ \frac{dy}{dx} = \frac{d}{dx}\left(u + v\right) = \frac{du}{dx} + \frac{dv}{dx}. $$

It happens that the derivative of an addition is also an addition, except this time an addition of the derivatives of the arguments with respect to the variable of interest.

In Faust, we could express this fact as follows:

process = +,+;

If we did, we'd be describing, in parallel, $y$ and $\frac{dy}{dx}$, which we could write as:

$$ \begin{align*} \langle y, \frac{dy}{dx} \rangle &= \langle u, \frac{du}{dx} \rangle + \langle v, \frac{dv}{dx} \rangle \\ &= \langle u + v, \frac{du}{dx} + \frac{dv}{dx} \rangle. \end{align*} $$

This is a dual number representation, or more accurately, since we're working with Faust, a dual signal representation. Being able to pass around our algorithm and its derivative in parallel, as dual signals, is pretty handy, as we'll see later. Anyway, what we've just defined is a differentiable addition primitive.

But where exactly is the derivative?

Just as the addition primitive has no knowledge of its input signals, nor does its differentiable counterpart. The differentiable primitive promises the following: "give me $u$ and $v$, and $\frac{du}{dx}$ and $\frac{dv}{dx}$ in that order, and I'll give you $y$ and $\frac{dy}{dx}$". So let's do just that. For $u$ we'll use an arbitrary input signal, which we can represent with a wire, _. $x$ is the variable of interest; Faust's analogy to a variable is a slider1; we'll create one and assign it to $v$. $u$ and $x$ have no direct relationship, so $\frac{du}{dx}$ is $0$. $v$ is $x$, so $\frac{dv}{dx}$ is $1$.

x = hslider("x", 0, -1, 1, .1);
u = _;
v = x;
dudx = 0;
dvdx = 1;
process = u,v,dudx,dvdx : +,+;

The first output of this program is the result of an expression describing an input signal with a DC offset $x$ applied; the second output is the derivative of that expression, a constant signal of value $1$. So far so good, but it's not very automatic.

More Differentiable Primitives

We can generalise things a bit by defining a differentiable input2 and a differentiable slider:

diffInput = _,0;
diffSlider = hslider("x", 0, -1, 1, .1),1;

Simply applying the differentiable addition primitive to these new primitives isn't going to work because inputs to the adder won't arrive in the correct order; we can fix this with a bit of routing however:

diffAdd = route(4,4,(1,1),(2,3),(3,2),(4,4)) : +,+;

Now we can write:

process = diffInput,diffSlider : diffAdd;

The outputs of our program are the same as before, but we've computed the derivative automatically — to be precise, we've implemented forward mode automatic differentiation. Now we have the makings of a modular approach to automatic differentiation based on differentiable primitives and dual signals.

Multivariate Problems

The above works fine for a single variable, but what if our program has more than one variable? Consider the following non-differentiable example featuring a gain control and a DC offset:

x1 = hslider("gain", .5, 0, 1, .1);
x2 = hslider("dc", 0, -1, 1, .1);
process = _,x1 : *,x2 : +;

We can write this as:

$$ y = uv + w, \quad v = x_1, \quad w = x_2. $$

$u$ will again be an arbitrary input signal, for which we have no analytic expression.

Now, rather than being a lone ordinary derivative $\frac{dy}{dx}$, the derivative of $y$ — $y'$ — is a matrix of partial derivatives:

$$ y' = \frac{\partial y}{\partial \mathbf{x}} = \begin{bmatrix}\frac{\partial y}{\partial x_1} \\ \frac{\partial y}{\partial x_2}\end{bmatrix}. $$

Our algorithm takes two parameter inputs, and produces one output signal, so the resulting Jacobian matrix is of dimension $2 \times 1$.

Returning to dual number representation and applying the chain and product rules of differentiation, we have:

$$ \begin{align*} \langle y,y' \rangle &= \langle u,u' \rangle \langle v,v' \rangle + \langle w,w' \rangle \\ &= \langle uv,u'v + v'u \rangle + \langle w,w' \rangle \\ &= \langle uv + w,u'v + v'u + w'\rangle, \end{align*} $$

To implement the above in Faust, let's define some multivariate differentiable primitives:

diffInput(nvars) = _,par(i,nvars,0);

diffSlider(nvars,I,init,lo,hi,step) = hslider("x%I",init,lo,hi,step),par(i,nvars,i==I-1);

diffAdd(nvars) = route(nIN,nOUT,
        (u,1),(v,2), // u + v
        par(i,nvars,
            (u+i+1,dx),(v+i+1,dx+1) // du/dx_i + dv/dx_i
            with {
                dx = 2*i+3; // Start of derivatives wrt ith var
            }
        )
    ) with {
        nIN = 2+2*nvars;
        nOUT = nIN;
        u = 1;
        v = u+nvars+1;
    } : +,par(i, nvars, +);

diffMul(nvars) = route(nIN,nOUT,
        (u,1),(v,2), // u * v
        par(i,nvars,
            (u,dx),(dvdx,dx+1),   // u * dv/dx_i
            (dudx,dx+2),(v,dx+3)  // du/dx_i * v
            with {
                dx = 4*i+3; // Start of derivatives wrt ith var
                dudx = u+i+1;
                dvdx = v+i+1;
            }
        )
    ) with {
        nIN = 2+2*nvars;
        nOUT = 2+4*nvars;
        u = 1;
        v = u+nvars+1;
    } : *,par(i, nvars, *,* : +);

The routing for diffAdd and diffMul is a bit more involved, but the same principle applies as for the univariate differentiable addition primitive. Our dual signal representation now consists, for each primitive, of the undifferentiated primitive, and, in parallel, nvars partial derivatives, each with respect to the $i^\text{th}$ variable of interest. Accordingly, the differentiable slider now needs to know which value of $i$ to take to ensure that the appropriate combination of partial derivatives can be generated.

Armed with the above we can write the differentiable equivalent of our gain+DC example:

NVARS = 2;
x1 = diffSlider(NVARS,1,.5,0,1,.1);
x2 = diffSlider(NVARS,2,0,-1,1,.1);
process = diffInput(NVARS),x1 : diffMul(NVARS),x2 : diffAdd(NVARS);

Estimating Hidden Parameters

Assigning the above algorithm to a variable estimate, we can compare its first output, $y$, with target output, $\hat{y}$, produced by a groundTruth algorithm with hard-coded gain and DC values. We'll use Faust's default sine wave oscillator as input to both algorithms, and, to perform the comparison, we'll use a time-domain L1-norm loss function:

$$ \mathcal{L}(y,\hat{y}) = ||y-\hat{y}|| $$

import("stdfaust.lib"); // For os.osc, si.bus, etc.
process = os.osc(440.) <: groundTruth,estimate : loss,si.bus(NVARS)
with {
    groundTruth = _,.5 : *,-.5 : +;

    NVARS = 2;
    x1 = diffSlider(NVARS,1,1,0,1,.1);
    x2 = diffSlider(NVARS,2,0,-1,1,.1);
    estimate = diffInput(NVARS),x1 : diffMul(NVARS),x2 : diffAdd(NVARS);

    loss = ro.cross(2) : - : abs <: attach(hbargraph("loss",0,2));
};

Running this in the Faust web IDE, we can drag the sliders x1 and x2 around until we minimise the value reported by the loss function, thus discovering the "hidden" parameters of the ground truth.

TODO: loss gif

Gradient Descent

So far we haven't made use of our Faust program's partial derivatives. Our next step is to automate parameter estimation by incorporating these derivatives into a gradient descent algorithm.

Gradients are found as the derivative of the loss function with respect to $\mathbf{x}$ at time $t$. To get $\mathbf{x}_{t+1}$, we scale the gradients by a learning rate, $\alpha$, and subtract the result from $\mathbf{x}_t$. For our L1-norm loss function that looks like this:

$$ \begin{align*} \mathbf{x}_{t+1} &= \mathbf{x}_t - \alpha\frac{\partial\mathcal{L}}{\partial \mathbf{x}_t} \\ &= \mathbf{x}_t - \alpha\frac{\partial y}{\partial \mathbf{x}_t}\frac{y-\hat{y}}{|y-\hat{y}|}. \end{align*} $$

In Faust, we can't programmatically update the value of a slider.3 What we ought to do at this point, to automate the estimation of parameter values, is invert our approach; we'll use sliders for our "hidden" parameters, and define a differentiable variable to represent their "learnable" counterparts:

diffVar(nvars,I,graph) = -~_ <: attach(graph),par(i,nvars,i+1==I);

diffVar handles the subtraction of the scaled gradient, and we can pass it a bargraph to display the current parameter value.

To supply gradients to the learnable parameters the program has to be set up as a rather grand recursion:

import("stdfaust.lib");

process = os.osc(440.) 
    : hgroup("DDSP",(route(1+NVARS,2+NVARS,(1+NVARS,1),(1+NVARS,2),par(i,NVARS,(i+1,i+3))) 
        : vgroup("[0]Parameters",groundTruth,learnable)
        : route(2+NVARS,4+NVARS,(1,1),(2,2),(1,3),(2,4),par(i,NVARS,(i+3,i+5))) 
        : vgroup("[1]Loss & Gradients",loss,gradients)
    )) ~ (!,si.bus(NVARS))
with {
    groundTruth = vgroup("Hidden", 
        _,hslider("[0]gain",.5,0,1,.1) : *,hslider("[1]DC",-.5,-1,1,.1) : +
    );

    NVARS = 2;

    x1 = diffVar(NVARS,1,hbargraph("[0]gain", 0, 1));
    x2 = diffVar(NVARS,2,hbargraph("[1]DC", -1, 1));
    learnable = vgroup("Learned", diffInput(NVARS),x1,_ : diffMul(NVARS),x2 : diffAdd(NVARS));

    loss = ro.cross(2) : - : abs <: attach(hbargraph("[1]loss",0.,2));
    alpha = hslider("[0]Learning rate [scale:log]", 1e-4, 1e-6, 1e-1, 1e-6);
    gradients = (ro.cross(2): -),si.bus(NVARS)
        : route(NVARS+1,2*NVARS+1,(1,1),par(i,NVARS,(1,i*2+3),(i+2,2*i+2)))
        : (abs,1e-10 : max),par(i,NVARS, *)
        : route(NVARS+1,NVARS*2,par(i,NVARS,(1,2*i+2),(i+2,2*i+1)))
        : par(i,NVARS, /,alpha : * <: attach(hbargraph("gradient %i",-1e-2,1e-2)));
};

Running this code in the web IDE, we see the learned gain and DC values leap (more or less eagerly depending on the learning rate) to meet the hidden values.

Note that we actually needn't compute the loss function, unless we wanted to use some low threshold on $\mathcal{L}$ to halt the learning process. Also, we're not producing any true audio output,4 though we could easily route the first signal produced by the learnable algorithm to output by modifying the first route() instance in vgroup("DDSP",...).

The example we've just considered is a pretty basic one, and if the inputs to groundTruth and learnable were out of phase by, say, 25 samples, it would be a lot harder to minimise the loss function. To work around this we might take time-domain loss over windowed chunks of input, or compute phase-invariant loss in the frequency domain.

The diff Library

To include the diff library, use Faust's library expression:

df = library("/path/to/diff.lib");

The library defines a selection of differentiable primitives and helper functions for describing differentiable Faust programs.

diff uses Faust's pattern matching feature where possible.

The Autodiff Environment

To avoid having to pass the number of differentiable parameters to each primitive, differentiable primitives are defined within an environment expression named df.env. Begin by defining parameters with df.vars and then call df.env, passing in the parameters as an argument, e.g.:

df = library("diff.lib");
...
vars = df.vars((x1,x2))
with {
    x1 = -~_ <: attach(hbargraph("x1",0,1));
    x2 = -~_ <: attach(hbargraph("x2",0,1));
};

d = df.env(vars);

Having defined a differentiable environment in this way, primitives can be called as follows, and the appropriate number of partial derivatives will be calculated:

process = d.diff(+);

Additionally, parameters themselves can be accessed with vars.var(n), where n is the parameter index, starting from 1:

df = library("diff.lib");

vars = df.vars((gain))
with {
    gain = -~_ <: attach(hbargraph("gain",0,1));
};

d = df.env(vars);

process = d.input,vars.var(1) : d.diff(*);

The number of parameters can be accessed with vars.N:

...
learnable = d.input,si.bus(vars.N) // A differentiable input, N gradients
...

Differentiable Primitives

For the examples for the primitives that follow, assume the following boilerplate:

df = library("diff.lib");
vars = df.vars((x1,x2)) with { x1 = -~_; x2 = -~_; };
d = df.env(vars);

Number Primitive

diff(x)

$$ x \rightarrow \langle x,x' \rangle = \langle x,0 \rangle $$

  • Input: a constant numerical expression, i.e. a signal of constant value x
  • Output: one dual signal consisting of the constant signal and vars.N partial derivatives, which all equal $0$.
ma = library("maths.lib");
process = d.diff(2*ma.PI);

Identity Function

diff(_)

$$ \langle u,u' \rangle = \langle u,u' \rangle $$

  • Input: one dual signal
  • Output: the unmodified dual signal
process = d.diff(_);

Cut Primitive

diff(!)

$$ \langle u,u' \rangle = \langle \rangle $$

  • Input: one dual signal
  • Output: None (no signals returned)
process = d.diff(!), _;

Add Primitive

diff(+)

$$ \langle u,u' \rangle + \langle v,v' \rangle = \langle u+v,u'+v' \rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the sum and vars.N partial derivatives
process = d.diff(+);

Subtract Primitive

diff(-)

$$ \langle u,u' \rangle - \langle v,v' \rangle = \langle u-v,u'-v' \rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the difference and vars.N partial derivatives
process = d.diff(-);

Multiply Primitive

diff(*)

$$ \langle u,u' \rangle \langle v,v' \rangle = \langle uv,u'v+v'u \rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the product and vars.N partial derivatives
process = d.diff(*);

Divide Primitive

diff(/)

$$ \frac{\langle u,u' \rangle}{\langle v,v' \rangle} = \langle \frac{u}{v}, \frac{u'v - v'u}{v^2} \rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the quotient and vars.N partial derivatives

NB. To prevent division by zero in the partial derivatives, diff(/) uses whichever is the largest of $v^2$ and $1\times10^{-10}$.

process = d.diff(/);

Power primitive

diff(^)

$$ \langle u,u' \rangle^{\langle v,v' \rangle} = \langle u^v, u^{v-1}(vu' + uv'\ln(u)) \rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the first input signal raised to the power of the second, and vars.N partial derivatives.
process = d.diff(^);

int Primitive

diff(int)

$$ \text{int}\left(\langle u, u'\rangle\right) = \langle\text{int}(u), \partial \rangle, \quad \partial = \begin{cases} u', &\sin(\pi u) = 0, u~\text{increasing} \\ -u', &\sin(\pi u) = 0, u~\text{decreasing} \\ 0, &\text{otherwise.} \end{cases} $$

  • Input: one dual signal
  • Output: one dual signal consisting of the integer cast and vars.N partial derivatives

NB. int is a discontinuous function, and its derivative is impulse-like at integer values of $u$, i.e. at $\sin(\pi u) = 0$; impulses are positive for increasing $u$, negative for decreasing.5

process = d.diff(int);

mem Primitive

diff(mem)

$$ \langle u, u'\rangle[n-1] = \langle u[n-1], u'[n-1] \rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the delayed signal and vars.N delayed partial derivatives
process = d.diff(mem);

@ Primitive

diff(@)

$$ \langle u, u' \rangle[n-\langle v, v' \rangle] = \langle u[n-v], u'[n-v] - v'(u[n-v])'_n \rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the first input signal delayed by the second, and vars.N partial derivatives of the delay expression

NB. the general time-domain expression for the derivative of a delay features a component which is a derivative with respect to (discrete) time: $(u[n-v])'_n$. This component is computed asymmetrically in time, so diff(@) is of limited use for time-variant $v$. It appears to behave well enough for fixed $v$.

process = d.input,d.diff(10) : d.diff(@);

sin Primitive

diff(sin)

$$ \sin(\langle u, u'\rangle) = \langle\sin(u), u'\cos(u)\rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the sine of the input and vars.N partial derivatives
process = d.diff(sin);

cos Primitive

diff(cos)

$$ \cos(\langle u, u'\rangle) = \langle\cos(u), -u'\sin(u)\rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the cosine of the input and vars.N partial derivatives
process = d.diff(cos);

tan Primitive

diff(tan)

$$ \tan(\langle u, u'\rangle) = \langle\tan(u), \frac{u'}{\cos^2(u)}\rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the tangent of the input and vars.N partial derivatives

NB. To prevent division by zero in the partial derivatives, diff(tan,vars.N) uses whichever is the largest of $\cos^2(u)$ and $1\times10^{-10}$.

process = d.diff(tan);

asin Primitive

diff(asin)

$$ \arcsin(\langle u, u'\rangle) = \langle\arcsin(u), \frac{u'}{\sqrt{1-u^2}}\rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the arcsine of the input and vars.N partial derivatives

NB. To prevent division by zero in the partial derivatives, diff(asin,vars.N) uses whichever is the largest of $\sqrt{1-u^2}$ and $1\times10^{-10}$.

process = d.diff(asin);

acos Primitive

diff(acos)

$$ \arccos(\langle u, u'\rangle) = \langle\arccos(u), -\frac{u'}{\sqrt{1-u^2}}\rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the arccosine of the input and vars.N partial derivatives

NB. To prevent division by zero in the partial derivatives, diff(acos,vars.N) uses whichever is the largest of $\sqrt{1-u^2}$ and $1\times10^{-10}$.

process = d.diff(acos);

atan Primitive

diff(atan)

$$ \arctan(\langle u, u'\rangle) = \langle\arctan(u), \frac{u'}{\sqrt{1+u^2}}\rangle $$

  • Input: one dual signal
  • Output: one dual signal consisting of the arctan of the input and vars.N partial derivatives
process = d.diff(atan);

atan2 Primitive

diff(atan2)

$$ \arctan2(\langle u, u'\rangle, \langle v, v' \rangle) = \langle\arctan2(u, v), \frac{u'v+v'u}{\sqrt{u^2+v^2}}\rangle $$

  • Input: two dual signals
  • Output: one dual signal consisting of the arctan2 of the input and vars.N partial derivatives
process = d.diff(atan2);

exp Primitive

diff(exp)

$$ \exp(\langle u, u'\rangle) = \langle\exp(u), u'*\exp(u)\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the exp of the input and vars.N partial derivatives
process = d.diff(exp);

log Primitive

diff(log)

$$ \log(\langle u, u'\rangle) = \langle\log(u), \frac{u'}{u}\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the log of the input and vars.N partial derivatives
process = d.diff(log);

log10 Primitive

diff(log10)

$$ \log_{10}(\langle u, u'\rangle) = \langle\log_{10}(u), \frac{u'}{u\log_{10}(u)}\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the $log_{10}$ of the input and vars.N partial derivatives
process = d.diff(log10);

sqrt Primitive

diff(sqrt)

$$ \sqrt(\langle u, u'\rangle) = \langle\sqrt(u), \frac{u'}{2*\sqrt(u)}\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the sqrt of the input and vars.N partial derivatives
process = d.diff(sqrt);

abs Primitive

diff(abs)

$$ |(\langle u, u'\rangle)| = \langle|u|, u'*\frac{u}{|u|}\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the abs of the input and vars.N partial derivatives
process = d.diff(abs);

min Primitive

diff(min)

$$ \min(\langle u, u' \rangle, \langle v, v' \rangle) = \left\langle \min(u, v), d \right\rangle \\ \text{where} \\ d = \begin{cases} u' & \text{if } u < v \\ v' & \text{if } u \geq v \end{cases} $$

  • Input: two dual signals
  • Output: one dual signal consisting of the min of the input and vars.N partial derivatives
process = d.diff(min);

max Primitive

diff(max)

$$ \max(\langle u, u' \rangle, \langle v, v' \rangle) = \left\langle \max(u, v), d \right\rangle \\ \text{where} \\ d = \begin{cases} u' & \text{if } u \geq v \\ v' & \text{if } u < v \end{cases} $$

  • Input: two dual signals
  • Output: one dual signal consisting of the max of the input and vars.N partial derivatives
process = d.diff(max);

floor Primitive

diff(floor)

$$ \lfloor(\langle u, u'\rangle)\rfloor = \langle\lfloor u \rfloor, u'\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the floor of the input and vars.N partial derivatives
process = d.diff(floor);

ceil Primitive

diff(ceil)

$$ \lceil(\langle u, u'\rangle)\rceil = \langle\lceil u \rceil, u'\rangle $$

  • Input: one dual signals
  • Output: one dual signal consisting of the floor of the input and vars.N partial derivatives
process = d.diff(ceil);

Remainder of the primitives are defined as the following:

$$ f(\langle u, u' \rangle) = \langle f(u), 0 \rangle $$

This is due to the fact that these primitives (especially bitwise primitives and such) are not well-defined in autodiff. The developers should be aware that the current system assumes that certain discontinuous functions' derivatives are 0, which may not be appropriate in all cases.

Helper Functions

Input Primitive

input

$$ u \rightarrow \langle u,u' \rangle = \langle u,0 \rangle $$

process = d.input;

Differentiable Recursive Composition

rec(f~g,ngrads)

A utility for supporting the creation of differentiable recursive circuits. Facilitates the passing of gradients into the body of the recursion.

  • Inputs:
    • f: A differentiable expression taking two dual signals as input and producing one dual signal as output.
    • g: A differentiable expression taking one dual signal as input and producing one dual signal as output.
    • ngrads: The number of differentiable variables in g, i.e. the number of gradients to be passed into the body of the recursion.
  • Outputs: One dual signal; the result of the recursion.

E.g. a differentiable 1-pole filter with one parameter, the coefficient of the feedback component:

process = gradient,d.input : df.rec(f~g,1)
with {
    vars = df.vars((a)) with { a = -~_; };
    d = df.env(vars);
    f = d.diff(+);
    g = d.diff(_),vars.var(1) : d.diff(*);
    gradient = _;
};

Differentiable Phasor

phasor(f0)

Differentiable Oscillator

osc(f0)

Differentiable sum iteration

A utility function used to iterate N times through a summation of dual signals.

sumall(N)

Machine Learning

Parameter Estimation

Backpropagation circuit

This backpropagation circuit is exclusively for parameter estimation and it functions via the creation of gradients and a loss function in order to guide the learnable parameter to the groundTruth. The available loss functions can be found below.

backprop(groundTruth, learnable, lossFunction)

NB. this is defined outside of the autodiff environment, e.g.:

df = library("diff.lib");
...
process = df.backprop(groundTruth, learnable, lossFunction);

Core Machine Learning (ML) Circuits

Optimizers

Optimizers are algorithms or methods used in ML to adjust the learning rate / gradients of a model in order to minimize the loss function.

Momentum-based optimizers

One can easily introduce the concept of momentum into their optimizer by simply modifying their variables in the diff environment to the following:

df = library("diff.lib");
vars = df.vars((x1,x2))
with {
    x1 = _ : +~(_ : *(momentum)) : -~_ <: attach(hbargraph("x1",0,1));
    x2 = _ : +~(_ : *(momentum)) : -~_<: attach(hbargraph("x2",0,1));
    momentum = 0.9;
};

We suggest the use of this only when using SGD as the optimizer.

SGD Optimizer

This is a regular stochastic gradient descent optimizer which does not account for an adaptive learning rate. This performs pure gradient descent.

optimizers.SGD(learningRate)
Adam Optimizer

This is an optimizer, implemented as per the original Adam paper6.

optimizers.Adam(learningRate, beta1, beta2)

We recommend beta1 and beta2 to be 0.9 and 0.999; similar to Kera's recommendations.

RMSProp Optimizer

This is an optimizer, implemented as per the original RMSProp presentation7.

optimizers.RMSProp(learningRate, rho)

We recommend rho to be 0.9; similar to Kera's recommendations.

An implementation of any of the above optimizers can be seen below:

df.backprop(truth,learnable,d.learnMAE(1<<5,d.optimizers.SGD(1e-3)))
Learning Rate Scheduler

This scheduler decays the learnable rate by $exp(delta)$ every $epoch$ iterations.

  • Input: learning_rate, epoch, delta
  • Output: resulting learning_rate
learning_rate : learning_rate_scheduler(epoch, delta)
Loss Functions

This loss function accepts a windowSize parameter that allows Faust to record the (ba.)slidingMean of the last windowSize inputs to the loss function. This allows the input to be averaged over a small period of time and avoid random spikes of inputs or inconsistencies in signals. This loss function also calculates the loss as well the gradients to guide the learnable parameter to the required truth parameter.

Furthermore, optimizer can be substituted with a scheduler as listed below.

L1 time-domain (MAE)
learnMAE(windowSize, optimizer)
  • Input: windowSize, optimizer
  • Output: loss, a gradient per parameter defined in the environment

Mathematically, this loss function is defined as:

$$ L = |y - \hat{y}| $$

while gradients are defined as:

$$ G = \frac{y - \hat{y}}{|y - \hat{y}|} \cdot \frac{\partial y}{\partial x} $$

where $y$ is your predicted output signal, while $\hat{y}$ is your target signal.

L2 time-domain (MSE)
learnMSE(windowSize, optimizer)
  • Input: windowSize, optimizer
  • Output: loss, a gradient per parameter defined in the environment

Mathematically, this loss function is defined as:

$$ L = (y - \hat{y})^2 $$ while, gradients are defined in autodiff as: $$ G = 2 \cdot (y - \hat{y}) \cdot \frac{\partial y}{\partial x} $$

where $y$ is your predicted output signal, while $\hat{y}$ is your target signal.

MSLE time-domain
learnMSLE(windowSize, optimizer)
  • Input: windowSize, optimizer
  • Output: loss, a gradient per parameter defined in the environment

Mathematically, this loss function is defined as:

$$ L = (\log(y + 1) - \log(\hat{y} + 1))^2 $$

while, gradients are defined in autodiff as:

$$ G = 2 \cdot \frac{\log(y + 1) - \log(\hat{y} + 1)}{y + 1} \cdot \frac{\partial y}{\partial x} $$

where $y$ is your predicted output signal, while $\hat{y}$ is your target signal.

Huber time-domain
learnHuber(windowSize, optimizer, delta)
  • Input: windowSize, optimizer, delta
  • Output: loss, a gradient per parameter defined in the environment

Mathematically, this loss function is defined as:

$$ L_\delta(y, \hat{y}) = \begin{cases} \frac{1}{2}(y - \hat{y})^2 & \text{for } |y - \hat{y}| \le \delta, \\ \delta \cdot \left(|y - \hat{y}| - \frac{1}{2}\delta\right) & \text{otherwise.} \end{cases} $$

while, gradients are defined in autodiff as:

$$ G_\delta(y, \hat{y}) = \begin{cases} (y - \hat{y})^2 \cdot \frac{\partial y}{\partial x} & \text{for } |y - \hat{y}| \le \delta, \\ \delta \cdot \left(\frac{y - \hat{y}}{|y - \hat{y}|}\right) \cdot \frac{\partial y}{\partial x} & \text{otherwise.} \end{cases} $$

where $y$ is your predicted output signal, while $\hat{y}$ is your target signal; a suggested $\delta$ is 1.0.

Linear frequency-domain

NB. This loss function converges to the global minimum for the range $[140, 1350]$ Hz. This was tested with os.osc and os.square waveform. A recurring issue one can notice is that the loss landscape is so varied that it fails to learn outside this range and gets stuck at local minima. A possible solution to this issue is to introduce a better optimizer (rather than SGD), or a learning rate scheduler to solve such an issue. We report that RMSProp seems to break out of the minimum at some threshold and it seems to train well until another minimum. As a result, we suspect that the loss landscape is a series of plateaus and hence, a suitable learning rate scheduler (such as, an oscillating learning rate) and a good optimizer is required to solve this problem.

learnLinearFreq(windowSize, optimizer)

Neural Networks

The core component of neural networks is a neuron. We introduce the concept of a neuron in this library.

The task of parameter estimation can lead to overfitting to a specific value. As a result, there is a need to create a more generalized model that can accurately predict / classify things in the audio-domain. The issue is the creation of a fully functioning ML model that can create accurate weights and biases to deal with tasks such as classification, regression and more. This can also be extended to more complex models such as the creation of generative models, such as autoencoders.

A functioning neuron

We introduce the concept of a single functioning neuron in example single_neuron.dsp. This allows us to take a single hidden layer between the input and the output. This is a classification example to illustrate how Faust can create non-linear neural structures.

The structure of a single neuron looks something like so:

In Faust, this looks something like this, along with the backpropagation algorithm:

So, what exactly happens in a neuron? Assume we use a sigmoid function as a non-linear activation function in this example. The hidden layer calculates the following:

$$ a_{1} = w1 \cdot x1 $$

$$ y = \sigma(a_{1}) $$

This example utilizes the MAE / L1-norm loss function. The loss is represented as:

$$ L = |y - \hat{y}| $$

This seems simple enough, but for defining the gradients, we need to define:

$$ G_{i} = \frac{\partial L}{\partial w_{i}} $$

We assume a symbolic approach to applying chain rule. We explain why in later sections of this documentation. These gradients need to be further simplified for our usage via chain rule, although traditional autodiff does not simplify like this:

$$ G_{i} = \frac{\partial L}{\partial w_{i}} = \frac{\partial L}{\partial y} \cdot \frac{\partial y}{\partial a_{1}} \cdot \frac{\partial a_{1}}{\partial w_{i}} \\ $$

$$ \frac{\partial L}{\partial y} = \frac{y - \hat{y}}{|y - \hat{y}|} \\ $$

$$ \frac{\partial y}{\partial a_{1}} = \frac{\partial (\sigma(a_{1}))}{\partial a_{1}} = \sigma(a_{1}) \cdot (1 - \sigma(a_{1})) \\ $$

$$ \frac{\partial a_{1}}{\partial w_{i}} = x_{i} \\ $$

This is pretty complex. Imagine the complexity for more deeper layers! You would have chains of chains of chains ... rules. As a result, there is a definite need for to create generalized routing for such gradients.

NB. This example is more indicative of a symbolic differentiation approach; but we will continue to talk about automatic differentiation throughout the next section.

Faust Neural Network Blocks

In Faust, neural network blocks are defined as different types of layers, such as fully connected, convolutional, and recurrent, commonly used in machine learning. We use the basic concept of a neuron and attempt to create more generalized blocks (such as fully connected layers) that operate on the core concept of how backpropagation would exist in a language such as Faust.

At present, only forward mode automatic differentiation is implemented in a generalisable way in Faust. In forward mode, gradients are computed during N forward passes of the chain rule (where N is the number of input variables), then propagated back to the inputs.

Fully Connected (FC) Layer

A fully connected layer, also known as a dense layer, is a fundamental component of neural networks where each neuron is connected to every neuron in the previous and subsequent layers. This layer is responsible for learning complex representations of data by performing a weighted sum of inputs, followed by the application of an activation function.

Example: One FC

Let's begin with the math involved with the forward-pass and the backward-pass in a fully connected layer (FCL). Let's first begin with a simple example of an output FC, consisting of one neuron only.

This example involves 7 signals passing through the neuron (3 weights, 1 bias, 3 inputs). We will denote weights as $w$, biases as $b$ and inputs as $x$.

In this example, let us assume the incoming signals to be $w_{1}, w_{2}, w_{3}, b, x_{1}, x_{2}, x_{3}$. The neuron appropriately routes these parameters for backpropagation. As stated earlier, gradients are applied here:

weights(n, learningRate) = par(i, n, _ : *(learningRate) : -~_ <: attach(hbargraph("weight%i", -1, 1)));
bias(learningRate) = _ : *(learningRate) : -~_ <: attach(hbargraph("bias", -1, 1));

We actively allow for the calculation of the $a_{1}$ as stated in a functioning neuron, and further calculate $y$ via an appropriate activation function (via autodiff).

Since this example exhibits only one fully connected layer (FCL), this means that the one FCL acts as the output layer. As a result, the output from the FCL must be fed to the loss function to calculate the losses and its derivatives. At the moment, the loss functions are implemented strictly for the purpose of classification with respect to a particular value. This can be extended to regression to a particular extent, which has not been experimented yet.

Since we deal with an output FCL only, we would need to calculate the losses which is done via the L1 loss function. The loss function continues autodiff and hence, produces a list of derivatives of $L$ with respect to the parameters stated above. We will cover the implementation of these loss functions in the next section.

Using the loss function (and autodiff), we produce the following from the FCL:

$$ { L, \frac{\partial L}{\partial w_{1}}, \frac{\partial L}{\partial w_{2}}, \frac{\partial L}{\partial w_{3}}, \frac{\partial L}{\partial b}, \frac{\partial L}{\partial x_{1}}, \frac{\partial L}{\partial x_{2}}, \frac{\partial L}{\partial x_{3}} } $$

Mathematically speaking, we can expect $2N+2$ signals as a output from an FCL, assuming $N$ inputs. Since this example is pretty simple, we can simply backpropagate the gradients of $w_{1}, w_{2}, w_{3}, b$ with respect to L to the FCL. Note that users using this library must know the number of weights and biases a single FC takes in. We'll cover this in the next few sections.

Example: Two+ FCs

Let's take a more complex example -- this example deals with the creation of a binary classifier (0 and 1 only). While this example focuses on binary classification, the underlying principles can be extended to regression tasks. For instance, a binary classifier could be adapted to predict whether an input waveform is sinusoidal or square (view the working of the same here -- fc-3.dsp). This will help us understand the core workings of the backpropagation algorithm in this library. We will utilize a neural network composed of three FCLs here. The first layer contains 2 neurons, the second layer contains 3 neuron and the final layer is the output layer, containing 1 neuron. From this diagram, let us assume the first FCL to be $FC_{1}$, the second FCL to be $FC_{2}$ and the third FCL to be $FC_{3}$. The inputs for $FC_{1}$ are $x_{1}$ only.

The other input signals to the FCL are the gradients of the weights and biases to each neuron. $FC_{1}$ contains 2 neurons. From each neuron, we expect the following -- since this is NOT the final layer, we do not calculate the loss yet. As a result, here is what we expect from each neuron, assuming it has one input $x_{1}$ and the weights are $w_{1}$ and bias is $b$:

$$ { y, \frac{\partial y}{\partial w_{1}}, \frac{\partial y}{\partial b}, \frac{\partial y}{\partial x_{1}} } $$

Now, since we have multiple neurons in this FC, we route all the outputs (i.e. $y$) to the top of the circuit and hence, we can appropriately use the outputs to act as the input to the next FC. Users need to note that since this layer has 2 neurons, it will have 2 outputs (1 from each). As a result, the next FC (i.e. $FC_{2}$) will need to take in 2 inputs.

What are we missing here to make these gradients appropriate for backpropagation? We're missing $\frac{\partial L}{\partial y}$ for each neuron. Since each neuron outputs a $y$, we need a partial derivative of L with respect to y in order to obtain the correct gradients for backpropagation.

Let's move on to the second FCL $FC_{2}$. The outputs of $FC_{1}$ i.e. $y1, y2$ are now the inputs to this connected layer. What now? The same operation occurs and we attempt to produce the gradients (via end-to-end autodiff). Assume the inputs to this $FC_{2}$ to be now $x_{1}', x_{2}'$ instead of $y1, y2$. This $FC_{2}$ finally produces the following, assuming $w_{1}', w_{2}', b' ...$ to be the weights and biases of this layer (3 $y$ due to 3 neurons):

$$ { y1, y2, y3, \frac{\partial y1}{\partial w_{1}'}, \frac{\partial y1}{\partial w_{2}'}, \frac{\partial y1}{\partial b'}, \frac{\partial y1}{\partial x_{1}'}, \frac{\partial y1}{\partial x_{2}'} ... } $$

The same pattern is observed for $y2$ and $y3$. The same occurs for $FC_{3}$. $FC_{2}$ had 3 neurons -- 3 outputs and hence, $FC_{3}$ must have 3 inputs. $FC_{3}$ must produce 1 output only (since we assumed that this is a classification task) and hence, we notice that it must have 1 neuron only. It produces the following, assuming $w_{1}'', w_{2}'', w_{3}'', b''$ to be the weights and biases of this layer.

$$ { L, \frac{\partial L}{\partial w_{1}''}, \frac{\partial L}{\partial w_{2}''}, \frac{\partial L}{\partial w_{3}''}, \frac{\partial L}{\partial b''}, \frac{\partial L}{\partial x_{1}''}, \frac{\partial L}{\partial x_{2}''}, \frac{\partial L}{\partial x_{3}''} } $$

Here, $x_{1}''$, $x_{2}''$, $x_{3}''$ are the inputs to $FC_{3}$ or the outputs of $FC_{2}$ (i.e. $y1, y2, y3$).

Now, we need to appropriately modify the gradients that each neuron produced by $FC_{1}$ and $FC_{2}$. We do so by the simple chain rule. This is where we see a limitation of this specific algorithm. Chain rule, in this context, is a representation of symbolic differentation.

We have $\frac{\partial L}{\partial x_{1}''}, \frac{\partial L}{\partial x_{2}''}, \frac{\partial L}{\partial x_{3}''}$ in hand. These are essentially $\frac{\partial L}{\partial y1}, \frac{\partial L}{\partial y2}, \frac{\partial L}{\partial y3}$.

We now use the chain rule to produce the following gradients:

$$ { \frac{\partial L}{\partial w_{1}'}, \frac{\partial L}{\partial w_{2}'}, \frac{\partial L}{\partial b'}, \frac{\partial L}{\partial x_{1}'}, \frac{\partial L}{\partial x_{2}'}, ... } $$

As a result, we've achieved the gradients for the weights and biases for each neuron in $FC_{2}$. We can now average (we explain why in the next paragraph) the input gradients from $FC_{2}$ to get the appropriate gradients for $FC_{1}$. This system proves that backpropagation by itself is a complex algorithm that needs to be finetuned for previous layers. Regardless, we have the following gradients left:

$$ { \frac{\partial L}{\partial x_{1}}, \frac{\partial L}{\partial x_{2}}, \frac{\partial L}{\partial x_{1}}, \frac{\partial L}{\partial x_{2}}, \frac{\partial L}{\partial x_{1}}, \frac{\partial L}{\partial x_{2}} } $$

These are just duplicates from each neuron. Typically, in machine learning applications, gradients are aggregated by taking the mean -- however, there are multiple methods of aggregation; we will stick to averaging for now. As a result, we provide these gradients (in this case, 3 gradients) for previous layer's backprop.

Limitations of the backpropagation approach

As stated above, we need input gradients from a layer to be fed into the backpropagation algorithm for a previous layer. This is to ensure that we obtain appropriate gradients for backprop. Appropriate gradients, in this context, also means the derivative of $L$ with respect to all parameters of that neuron.

Obviously, to do this, we implement the chain rule algorithm, by symbolically completing application of the chain rule as a final step. This is a major limitation we noticed during development.

FCL Algorithm

This library is specifically designed for building generalized neural networks. Users must note the following while using this library:

  • Be aware of the number of weights / biases that must enter a FC.
  • Note how to create the backpropagation environment.

As a result, we define the following functions:

Forward Pass

The forward pass includes the conversion of a neuron's parameter $w$, $b$ and $x$ to $y$ via an activation function. This is done via the FC. This FC is just a collection of multiple neurons.

df.fc(N, n, activationFn, learning_rate)

Here, $N$ = number of neurons in the FC; $n$ = number of inputs to the FC.

Activation Functions and Loss

For the FC, we need to define the activation functions and losses. The losses would be a separate block which should be seen after the last FC layer. We need to use special activation functions and loss functions which you may call using the following:

df.activations.sigmoid
...

df.losses.L1(windowSize, y, N)
...

Here, $y$ refers to the target variable that are looking for; $N$ refers to the number of inputs to the LAST FC layer.

Backpropagation

Let's first define how to create a backpropagation environment. Our backpropagation environment requires knowledge about the parameters of the entire neural network.

b = df.backpropNN((1, 3, 3, 2, 2, 1));

This is the backpropagation environment for the second example stated above. We define this environment by including the (number of neurons, number of inputs) from the last layer to the first layer. In this case, (1, 3) -> (3, 2) -> (2, 1).

To begin backpropagation itself, we ensure that it occurs in an end-to-end manner. With all signals as input, we use the following for backpropagation.

b.start(b.N - 1)

A demonstration of the backpropagation itself for a single FC can be seen here:

The internal workings of this involves using chain rule and routing mechanisms to appropriately route the gradients:

This does backpropagation of the entire neural network -- but we internally do backpropagation layer by layer (i.e. FC by FC). It ignores the last layer, since the loss function automatically provides the correct gradients for backprop. The rest of the layers use this algorithm recursively.

Gradient Averaging

Each neuron in an FC tends to produce a duplicate of the input gradients i.e. in this figure, each neuron produces input gradients (apart from the other 3 gradients):

$$ \frac{\partial L}{\partial x_{1}}, \frac{\partial L}{\partial x_{2}} $$

Three neurons do the above process. As stated in previous sections, machine learning engineers tend to aggregate these gradients by just averaging them out. We do the same -- but this process is hidden in the backpropagation environment.

df.gradAveraging(N, n)

Here, $N$ refers to the number of neurons in that FC, $n$ refers to the number of inputs in that FC.

A Generalized Example

Let's take up the example in fc.dsp and fc-3.dsp. The comments in this example are extensive and should guide you throughout the process.

This segment of code is extremely generalized and you may add more layers / more backpropagation environment elements as needed.

Final tips for creation of a neural network

  • You must know that while defining a neural network, you must use par(i, b.next_signals(N), _) to allow the gradients from all previous layers to pass through the current FC layer. $N$ in this context refers to the number of previous FC layers that were defined. Refer to the example for more understanding.
  • Note the number of weights and biases each FC should take in. The recursion should be crafted appropriately.

Bridging to a realistic example

Using fc-3.dsp as inspiration, we believe this example could serve as a foundation for generating a realistic dataset in another language, such as C++, and subsequently creating a functional neural network by integrating C++ with Faust. Additionally, this could be a stepping stone towards obtaining weights and biases and storing them in a file for offline inference.

Roadmap

  • Automatic parameter normalisation...
  • Batched training data/ground truth...
  • Offline training / inference...
  • More layers such as convoluted / recurrent...
  • Exploration of the limitation in backprop...

Footnotes

  1. This serves well enough for the example at hand, but in practice — in a machine learning implementation — a learnable parameter is more like a bargraph. We'll get to that later. ↩

  2. An input isn't strictly a Faust primitive. In fact, syntactically, what we're calling an input here is indistinguishable from Faust's identity function, or wire (_), the derivative of which is also a wire. We need a distinct expression, however, for an arbitrary signal — mic input, a soundfile, etc. — we know to be entering our program from outside, as it were, and for which we have, in principle, no analytic description. ↩

  3. Actually, programmatic parameter updates are possible via Widget Modulation, but changes aren't reflected in the UI. In the interests of keeping things intuitive and visually illustrative, we won't use widget modulation here. ↩

  4. We hear the signal produced by the loss function, however; there's plenty of fun to be had (see examples/broken-osc.dsp for example) in sonifying the byproducts of the learning process. ↩

  5. Yes, this is a bit of an abomination, mathematically-speaking. ↩

  6. https://arxiv.org/abs/1412.6980 ↩

  7. https://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf ↩