Package: torchlpc
TorchLPCtorchlpcprovides a PyTorch implementation of the Linear Predictive Coding (LPC) filter, also known as IIR filtering.
It's fast, differentiable, and supports batched inputs with time-varying filter coefficients.
The computation is done as follows:Given an input signal $\mathbf{x} \in \mathbb{R}^T$ and time-varying LPC coefficients $\mathbf{A} \in \mathbb{R}^{T \times N}$ with an order of $N$, the LPC filter is defined as:$$
y_t = x_t - \sum_{i=1}^N A_{t,i} y_{t-i}.
$$It's still in early development, so please open an issue if you find any bugs.Usageimporttorchfromtorchlpcimportsample_wise_lpc# Create a batch of 10 signals, each with 100 time stepsx=torch.randn(10,100)# Create a batch of 10 sets of LPC coefficients, each with 100 time steps and an order of 3A=torch.randn(10,100,3)# Apply LPC filteringy=sample_wise_lpc(x,A)# Optionally, you can provide initial values for the output signal (default is 0)zi=torch.randn(10,3)y=sample_wise_lpc(x,A,zi=zi)Installationpipinstalltorchlpcor from sourcepipinstallgit+https://github.com/yoyololicon/torchlpc.gitDerivation of the gradients of the LPC filterWill (not) be added soon... I'm not good at math :sweat_smile:.
But the implementation passed bothgradcheckandgradgradchecktests, so I think it's 99.99% correct and workable :laughing:.To make the filter be differentiable and efficient at the same time, I derived the closed formulation of backpropagating gradients through a time-varying IIR filter and use non-differentiable implementation of IIR filters for both forward and backward computation.
The algorithm is extended from our recent paperGOLF[^1].In the following derivations, I assume $x_t$, $y_t$, and $A_{t, :}$ are zeros for $t \leq 0, t > T$ cuz we're dealing with finite signal.
$\mathcal{L}$ represents the loss evaluated with a chosen function.Propagating gradients to the input $x_t$Firstly, let me introduce $\hat{A}_{t,i}  = -A_{t,i}$ so we can get rid of the (a bit annoying) minus sign and write the filter as (equation 1):y_t = x_t + \sum_{i=1}^N \hat{A}_{t,i} y_{t-i}.The time-varying IIR filter is equivalent to the following time-varying FIR filter (equation 2):y_t = x_t + \sum_{i=1}^{t-1} B_{t,i} x_{t-i},B_{t,i} 
= \sum_{j=1}^i 
\sum_{\mathbf{\beta} \in Q_i^j}
\prod_{k=1}^j \hat{A}_{t - f(\mathbf{\beta})_k, \beta_{k+1}},f(\mathbf{\beta})_k = \sum_{l=1}^k\beta_{l},Q_i^j = \{[0; \mathbf{\alpha}]: \mathbf{\alpha} \in  [1, i - j + 1]^j, \sum_{k=1}^j \alpha_k = i\}.(The exact value of $B_{t,i}$ is just for completeness and doesn't matter for the following proof.)It's clear that $\frac{\partial y_t}{\partial x_l}|_{l < t} = B_{t, t-l}$ and $\frac{\partial y_t}{\partial x_t} = 1$.
Our target, $\frac{\partial \mathcal{L}}{\partial x_t}$, depends on all future outputs $y_{t+i}|_{i \geq 1}$, equals (equation 3)\frac{\partial \mathcal{L}}{\partial x_t} 
= \frac{\partial \mathcal{L}}{\partial y_t}
+ \sum_{i=1}^{T - t} \frac{\partial \mathcal{L}}{\partial y_{t+i}} \frac{\partial y_{t+i}}{\partial x_t} \\
= \frac{\partial \mathcal{L}}{\partial y_t}
+ \sum_{i = 1}^{T - t} \frac{\partial \mathcal{L}}{\partial y_{t+i}} B_{t+i,i}.Interestingly, the time-varying FIR formulation (Eq. 2) equals Eq. 3 if we set $x_t := \frac{\partial \mathcal{L}}{\partial y_{T - t + 1}}$ and $B_{t, i} := B_{t + i, i}$.
Moreover, we can get $B_{t + i, i}$ by setting $A_{t,i} := A_{t+i,i}$, implies that\frac{\partial \mathcal{L}}{\partial x_t} 
= \frac{\partial \mathcal{L}}{\partial y_t}
+ \sum_{i=1}^{T - t} \hat{A}_{t+i,i} \frac{\partial \mathcal{L}}{\partial x_{t+i}}.In summary, getting the gradients for the time-varying IIR filter inputs is easy as filtering the backpropagated gradients backwards with the coefficient matrix shifted column-wised.Propagating gradients to the coefficients $\mathbf{A}$The explanation of this section is based on a high-level view of backpropagation.In each step $t$, we feed two types of variables to the system.
One is $x_t$, the rest are $\hat{A}_{t,1}y_{t-1}, \hat{A}_{t,2}y_{t-2} \dots$.
Clearly, the gradients arrived at $t$ are the same for all variables ($\frac{\partial \mathcal{L}}{\partial \hat{A}_{t,i}y_{t-i}}|_{1 \leq i \leq N} = \frac{\partial \mathcal{L}}{\partial x_t}$).
Thus,\frac{\partial \mathcal{L}}{\partial A_{t,i}}
= \frac{\partial \mathcal{L}}{\partial \hat{A}_{t,i}y_{t-i}}
\frac{\partial \hat{A}_{t,i}y_{t-i}}{\partial \hat{A}_{t,i}}
\frac{\partial \hat{A}_{t,i}}{\partial A_{t,i}}
= -\frac{\partial \mathcal{L}}{\partial x_t} y_{t-i}.We don't need to evaluate $\frac{\partial y_{t-i}}{\partial \hat{A}_{t,i}}$ because of causality.
In summary, the whole backpropagation runs as the following.
It uses the same filter coefficients to get $\frac{\partial \mathcal{L}}{\partial \mathbf{x}}$ first, and then $\frac{\partial \mathcal{L}}{\partial \mathbf{A}}$ is simply doing matrices multiplication $-\mathbf{D}_{\frac{\partial \mathcal{L}}{\partial \mathbf{x}}} \mathbf{Y}$ where\mathbf{D}_{\frac{\partial \mathcal{L}}{\partial \mathbf{x}}} = 
\begin{vmatrix}
\frac{\partial \mathcal{L}}{\partial x_1} & 0 & \dots & 0 \\
0 & \frac{\partial \mathcal{L}}{\partial x_2} & \dots & 0 \\
\vdots & \vdots & \ddots & \vdots \\
0 & 0 & \dots & \frac{\partial \mathcal{L}}{\partial x_t}
\end{vmatrix}
,
\mathbf{Y} = 
\begin{vmatrix}
y_0 & y_{-1} & \dots & y_{-N + 1} \\
y_1 & y_0 & \dots & y_{-N + 2} \\
\vdots & \vdots & \ddots & \vdots \\
y_{T-1} & y_{T - 2} & \dots & y_{T - N}
\end{vmatrix}
.Gradients for the initial condition $y_t|_{t \leq 0}$The algorithm could be extended for modelling initial conditions based on the same idea from the previoussection.
The initial conditions are the inputs to the system when $t \leq 0$, so their gradients equal $\frac{\partial \mathcal{L}}{\partial x_t}|_{-N < t \leq 0}$.
You can imaginate that $x_t|_{1 \leq t \leq T}$ just represent a segment of the whole signal $x_t$ and $y_t|_{t \leq 0}$ are the system outputs based on $x_t|_{t \leq 0}$.
Theinitial rest conditionstill holds but happens somewhere $t \leq -N$.
In practice, we get the gradients by running the backward filter for $N$ more steps at the end.Time-invariant filteringIn the time-invariant setting, $A_{t', i} = A_{t, i} \forall t, t' \in [1, T]$ and the filter is simplified toy_t = x_t - \sum_{i=1}^N a_i y_{t-i}, \mathbf{a} = A_{1,:}.The gradients $\frac{\partial \mathcal{L}}{\partial \mathbf{x}}$ are filtering $\frac{\partial \mathcal{L}}{\partial \mathbf{y}}$ with $\mathbf{a}$ backwards in time, same as in the time-varying case.
For $\frac{\partial \mathcal{L}}{\partial \mathbf{a}}$, instead of matrices multiplication, we do a vecotr-matrix multiplication $-\frac{\partial \mathcal{L}}{\partial \mathbf{x}} \mathbf{Y}$.
You can think of the difference as summarising the gradients for $a_i$ at all the time steps, eliminating the time axis.
This algorithm is more efficient than [^1] because it only needs one pass of filtering to get the two gradients while the latter needs two.[^1]:Singing Voice Synthesis Using Differentiable LPC and Glottal-Flow-Inspired Wavetables.TODOUse PyTorch C++ extension for faster computation.Use native CUDA kernels for GPU computation.Add examples.CitationIf you find this repository useful in your research, please cite the repository with the following BibTex entry:@software{torchlpc,author={Chin-Yun Yu},title={{TorchLPC}: fast, efficient, and differentiable time-varying {LPC} filtering in {PyTorch}},year={2023},version={0.1.0},url={https://github.com/yoyololicon/torchlpc},}