add orthogonal init function

Project.toml

@@ -14,6 +14,7 @@ Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
 GPUArrays = "0c68f7d7-f131-5f86-a1c3-88cf8149b2d7"
 ImageTransformations = "02fcd773-0e25-5acc-982a-7f6622650795"
 JLD = "4138dd39-2aa7-5051-a626-17a0bb65d9c8"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 Markdown = "d6f4376e-aef5-505a-96c1-9c027394607a"
 ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"

src/extensions/Flux.jl

@@ -1,8 +1,9 @@
-export seed_glorot_normal, seed_glorot_uniform
+export seed_glorot_normal, seed_glorot_uniform, seed_orthogonal
 
 import Flux: glorot_uniform, glorot_normal
 
 using Random
+using LinearAlgebra
 
 glorot_uniform(rng::AbstractRNG, dims...) =
     (rand(rng, Float32, dims...) .- 0.5f0) .* sqrt(24.0f0 / sum(Flux.nfan(dims...)))
@@ -13,3 +14,22 @@ seed_glorot_uniform(; seed = nothing) =
     (dims...) -> glorot_uniform(MersenneTwister(seed), dims...)
 seed_glorot_normal(; seed = nothing) =
     (dims...) -> glorot_normal(MersenneTwister(seed), dims...)
+
+# https://github.com/FluxML/Flux.jl/pull/1171/
+# https://www.tensorflow.org/api_docs/python/tf/keras/initializers/Orthogonal
+function orthogonal_matrix(rng::AbstractRNG, nrow, ncol)
+  shape = reverse(minmax(nrow, ncol))
+  a = randn(rng, Float32, shape)
+  q, r = qr(a)
+  q = Matrix(q) * diagm(sign.(diag(r)))
+  nrow < ncol ? permutedims(q) : q
+end
+
+function orthogonal(rng::AbstractRNG, d1, rest_dims...)
+    m = orthogonal_matrix(rng, d1, *(rest_dims...))
+    reshape(m, d1, rest_dims...)
+end
+
+orthogonal(dims...) = orthogonal(Random.GLOBAL_RNG, dims...)
+
+seed_orthogonal(;seed = nothing) = (dims...) -> orthogonal(MersenneTwister(seed), dims...)