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Fix Enzyme extension and add new broken test (#151)
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* Fix Enzyme extension and add new test

* Adapt to latest version

* No function annotation

* Test broken

* Fix tests

* Mode

* Const

* Bump version and move constructor doc
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gdalle committed Aug 12, 2024
1 parent e0f156c commit 6195cd3
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Showing 5 changed files with 35 additions and 26 deletions.
6 changes: 3 additions & 3 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "ImplicitDifferentiation"
uuid = "57b37032-215b-411a-8a7c-41a003a55207"
authors = ["Guillaume Dalle", "Mohamed Tarek and contributors"]
version = "0.6.0"
version = "0.6.1"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Expand All @@ -21,9 +21,9 @@ ImplicitDifferentiationEnzymeExt = "Enzyme"
ImplicitDifferentiationForwardDiffExt = "ForwardDiff"

[compat]
ADTypes = "1.0"
ADTypes = "1.7.1"
ChainRulesCore = "1.23.0"
DifferentiationInterface = "0.5"
DifferentiationInterface = "0.5.12"
Enzyme = "0.11.20,0.12"
ForwardDiff = "0.10.36"
Krylov = "0.9.5"
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3 changes: 3 additions & 0 deletions examples/3_tricks.jl
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ We demonstrate several features that may come in handy for some users.
=#

using ComponentArrays
using Enzyme #src
using ForwardDiff
using ImplicitDifferentiation
using Krylov
Expand Down Expand Up @@ -67,6 +68,8 @@ J = ForwardDiff.jacobian(forward_components, x) #src
Zygote.jacobian(implicit_components, x)[1]
@test Zygote.jacobian(implicit_components, x)[1] J #src

@test_broken Enzyme.jacobian(Enzyme.Forward, implicit_components, x) J #src

#- The full differentiable pipeline looks like this

function full_pipeline(a, b, m)
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7 changes: 4 additions & 3 deletions ext/ImplicitDifferentiationEnzymeExt.jl
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,8 @@ using Enzyme
using Enzyme.EnzymeCore
using ImplicitDifferentiation: ImplicitFunction, build_A, build_B, byproduct, output

const FORWARD_BACKEND = AutoEnzyme(; mode=Enzyme.Forward, function_annotation=Enzyme.Const)

function EnzymeRules.forward(
func::Const{<:ImplicitFunction},
RT::Type{<:Union{BatchDuplicated,BatchDuplicatedNoNeed}},
Expand All @@ -20,12 +22,11 @@ function EnzymeRules.forward(
y = output(y_or_yz)
Y = typeof(y)

suggested_backend = AutoEnzyme(Enzyme.Forward)
suggested_backend = FORWARD_BACKEND
A = build_A(implicit, x, y_or_yz, args...; suggested_backend)
B = build_B(implicit, x, y_or_yz, args...; suggested_backend)

dx_batch = reduce(hcat, dx)
dc_batch = mapreduce(hcat, eachcol(dx_batch)) do dₖx
dc_batch = mapreduce(hcat, dx) do dₖx
B * dₖx
end
dy_batch = implicit.linear_solver(A, -dc_batch)
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41 changes: 23 additions & 18 deletions src/implicit_function.jl
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Expand Up @@ -60,6 +60,26 @@ The value of `lazy` must be chosen together with the `linear_solver`, see below.
- `conditions_x_backend`: how the conditions will be differentiated w.r.t. the first argument `x`
- `conditions_y_backend`: how the conditions will be differentiated w.r.t. the second argument `y`
# Constructors
ImplicitFunction(
forward, conditions;
linear_solver=KrylovLinearSolver(),
conditions_x_backend=nothing,
conditions_x_backend=nothing,
)
Picks the `lazy` parameter automatically based on the `linear_solver`, using the following heuristic: `lazy = linear_solver != \\`.
ImplicitFunction{lazy}(
forward, conditions;
linear_solver=lazy ? KrylovLinearSolver() : \\,
conditions_x_backend=nothing,
conditions_y_backend=nothing,
)
Picks the `linear_solver` automatically based on the `lazy` parameter.
# Function signatures
There are two possible signatures for `forward` and `conditions`, which must be consistent with one another:
Expand Down Expand Up @@ -87,8 +107,10 @@ Typically, direct solvers work best with dense Jacobians (`lazy = false`) while
# Condition backends
The provided `conditions_x_backend` and `conditions_y_backend` can be either:
- `nothing` (the default), in which case the outer backend (the one differentiating through the `ImplicitFunction`) is used.
- an object subtyping `AbstractADType` from [ADTypes.jl](https://github.com/SciML/ADTypes.jl);
- `nothing`, in which case the outer backend (the one differentiating through the `ImplicitFunction`) is used.
When differentiating with Enzyme as an outer backend, the default setting assumes that `conditions` does not contain writeable data involved in derivatives.
"""
struct ImplicitFunction{
lazy,F,C,L,B1<:Union{Nothing,AbstractADType},B2<:Union{Nothing,AbstractADType}
Expand All @@ -101,14 +123,7 @@ struct ImplicitFunction{
end

"""
ImplicitFunction{lazy}(
forward, conditions;
linear_solver=lazy ? KrylovLinearSolver() : \\,
conditions_x_backend=nothing,
conditions_y_backend=nothing,
)
Constructor for an [`ImplicitFunction`](@ref) which picks the `linear_solver` automatically based on the `lazy` parameter.
"""
function ImplicitFunction{lazy}(
forward::F,
Expand All @@ -126,16 +141,6 @@ function ImplicitFunction{lazy}(
)
end

"""
ImplicitFunction(
forward, conditions;
linear_solver=KrylovLinearSolver(),
conditions_x_backend=nothing,
conditions_x_backend=nothing,
)
Constructor for an [`ImplicitFunction`](@ref) which picks the `lazy` parameter automatically based on the `linear_solver`, using the following heuristic: `lazy = linear_solver != \\`.
"""
function ImplicitFunction(
forward,
conditions;
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4 changes: 2 additions & 2 deletions test/systematic.jl
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ include("utils.jl")

backends = [
AutoForwardDiff(; chunksize=1), #
AutoEnzyme(Enzyme.Forward),
AutoEnzyme(; mode=Enzyme.Forward, function_annotation=Enzyme.Const),
AutoZygote(),
]

Expand All @@ -24,7 +24,7 @@ linear_solver_candidates = (
conditions_backend_candidates = (
nothing, #
AutoForwardDiff(; chunksize=1),
AutoEnzyme(Enzyme.Forward),
AutoEnzyme(; mode=Enzyme.Forward, function_annotation=Enzyme.Const),
);

x_candidates = (
Expand Down

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@gdalle gdalle commented on 6195cd3 Aug 12, 2024

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Registration pull request created: JuliaRegistries/General/112927

Tip: Release Notes

Did you know you can add release notes too? Just add markdown formatted text underneath the comment after the text
"Release notes:" and it will be added to the registry PR, and if TagBot is installed it will also be added to the
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@JuliaRegistrator register

Release notes:

## Breaking changes

- blah

To add them here just re-invoke and the PR will be updated.

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.6.1 -m "<description of version>" 6195cd3cafcb71dfb677f9776f8e86763cace4bd
git push origin v0.6.1

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