Merge pull request #272 from avik-pal/ap/fix_nonsq_vecjac

Rework VecJac Operator

Author: ChrisRackauckas

Project.toml

@@ -1,7 +1,7 @@
 name = "SparseDiffTools"
 uuid = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 authors = ["Pankaj Mishra <[email protected]>", "Chris Rackauckas <[email protected]>"]
-version = "2.9.2"
+version = "2.10.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

ext/SparseDiffToolsZygoteExt.jl

@@ -13,20 +13,21 @@ import SparseDiffTools: __f̂, __jacobian!, __gradient, __gradient!
 import ADTypes: AutoZygote, AutoSparseZygote
 
 ## Satisfying High-Level Interface for Sparse Jacobians
-function __gradient(::Union{AutoSparseZygote, AutoZygote}, f, x, cols)
+function __gradient(::Union{AutoSparseZygote, AutoZygote}, f::F, x, cols) where {F}
     _, ∂x, _ = Zygote.gradient(__f̂, f, x, cols)
     return vec(∂x)
 end
 
-function __gradient!(::Union{AutoSparseZygote, AutoZygote}, f!, fx, x, cols)
+function __gradient!(::Union{AutoSparseZygote, AutoZygote}, f!::F, fx, x, cols) where {F}
     return error("Zygote.jl cannot differentiate in-place (mutating) functions.")
 end
 
 # Zygote doesn't provide a way to accumulate directly into `J`. So we modify the code from
 # https://github.com/FluxML/Zygote.jl/blob/82c7a000bae7fb0999275e62cc53ddb61aed94c7/src/lib/grad.jl#L140-L157C4
 import Zygote: _jvec, _eyelike, _gradcopy!
 
-@views function __jacobian!(J::AbstractMatrix, ::Union{AutoSparseZygote, AutoZygote}, f, x)
+@views function __jacobian!(J::AbstractMatrix, ::Union{AutoSparseZygote, AutoZygote}, f::F,
+        x) where {F}
     y, back = Zygote.pullback(_jvec ∘ f, x)
     δ = _eyelike(y)
     for k in LinearIndices(y)
@@ -36,13 +37,13 @@ import Zygote: _jvec, _eyelike, _gradcopy!
     return J
 end
 
-function __jacobian!(J, ::Union{AutoSparseZygote, AutoZygote}, f!, fx, x)
+function __jacobian!(_, ::Union{AutoSparseZygote, AutoZygote}, f!::F, fx, x) where {F}
     return error("Zygote.jl cannot differentiate in-place (mutating) functions.")
 end
 
 ### Jac, Hes products
 
-function numback_hesvec!(dy, f, x, v, cache1 = similar(v), cache2 = similar(v))
+function numback_hesvec!(dy, f::F, x, v, cache1 = similar(v), cache2 = similar(v)) where {F}
     g = let f = f
         (dx, x) -> dx .= first(Zygote.gradient(f, x))
     end
@@ -57,15 +58,14 @@ function numback_hesvec!(dy, f, x, v, cache1 = similar(v), cache2 = similar(v))
     @. dy = (cache1 - cache2) / (2ϵ)
 end
 
-function numback_hesvec(f, x, v)
-    g = x -> first(Zygote.gradient(f, x))
+function numback_hesvec(f::F, x, v) where {F}
     T = eltype(x)
     # Should it be min? max? mean?
     ϵ = sqrt(eps(real(T))) * max(one(real(T)), abs(norm(x)))
     x += ϵ * v
-    gxp = g(x)
+    gxp = first(Zygote.gradient(f, x))
     x -= 2ϵ * v
-    gxm = g(x)
+    gxm = first(Zygote.gradient(f, x))
     (gxp - gxm) / (2ϵ)
 end
 
@@ -94,61 +94,51 @@ end
 ## VecJac products
 
 # VJP methods
-function auto_vecjac!(du, f, x, v)
+function auto_vecjac!(du, f::F, x, v) where {F}
     !static_hasmethod(f, typeof((x,))) &&
         error("For inplace function use autodiff = AutoFiniteDiff()")
     du .= reshape(SparseDiffTools.auto_vecjac(f, x, v), size(du))
 end
 
-function auto_vecjac(f, x, v)
+function auto_vecjac(f::F, x, v) where {F}
     y, back = Zygote.pullback(f, x)
-    return vec(back(reshape(v, size(y)))[1])
+    return vec(only(back(reshape(v, size(y)))))
 end
 
 # overload operator interface
-function SparseDiffTools._vecjac(f, u, autodiff::AutoZygote)
-    cache = ()
+function SparseDiffTools._vecjac(f::F, _, u, autodiff::AutoZygote) where {F}
+    !static_hasmethod(f, typeof((u,))) &&
+        error("For inplace function use autodiff = AutoFiniteDiff()")
     pullback = Zygote.pullback(f, u)
-
-    return AutoDiffVJP(f, u, cache, autodiff, pullback)
+    return AutoDiffVJP(f, u, (), autodiff, pullback)
 end
 
 function update_coefficients(L::AutoDiffVJP{<:AutoZygote}, u, p, t; VJP_input = nothing)
     VJP_input !== nothing && (@set! L.u = VJP_input)
-
     @set! L.f = update_coefficients(L.f, L.u, p, t)
     @set! L.pullback = Zygote.pullback(L.f, L.u)
+    return L
 end
 
 function update_coefficients!(L::AutoDiffVJP{<:AutoZygote}, u, p, t; VJP_input = nothing)
     VJP_input !== nothing && copy!(L.u, VJP_input)
-
     update_coefficients!(L.f, L.u, p, t)
     L.pullback = Zygote.pullback(L.f, L.u)
-
     return L
 end
 
 # Interpret the call as df/du' * v
 function (L::AutoDiffVJP{<:AutoZygote})(v, p, t; VJP_input = nothing)
     # ignore VJP_input as pullback was computed in update_coefficients(...)
     y, back = L.pullback
-    V = reshape(v, size(y))
-
-    return vec(first(back(V)))
+    return vec(only(back(reshape(v, size(y)))))
 end
 
 # prefer non in-place method
-function (L::AutoDiffVJP{<:AutoZygote, IIP, true})(dv, v, p, t;
-        VJP_input = nothing) where {IIP}
+function (L::AutoDiffVJP{<:AutoZygote})(dv, v, p, t; VJP_input = nothing)
     # ignore VJP_input as pullback was computed in update_coefficients!(...)
-
-    _dv = L(v, p, t; VJP_input = VJP_input)
+    _dv = L(v, p, t; VJP_input)
     copy!(dv, _dv)
 end
 
-function (L::AutoDiffVJP{<:AutoZygote, true, false})(args...; kwargs...)
-    error("Zygote requires an out of place method with signature f(u).")
-end
-
 end # module