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@@ -68,6 +68,7 @@ jacobian | |
| jacobian! | ||
| value_and_jacobian | ||
| value_and_jacobian! | ||
| MixedMode | ||
| ``` | ||
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| ## Second order | ||
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16
DifferentiationInterface/ext/DifferentiationInterfaceSparseMatrixColoringsExt/jacobian.jl
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231
...entiationInterface/ext/DifferentiationInterfaceSparseMatrixColoringsExt/jacobian_mixed.jl
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| ## Preparation | ||
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| struct MixedModeSparseJacobianPrep{ | ||
| BSf<:BatchSizeSettings, | ||
| BSr<:BatchSizeSettings, | ||
| C<:AbstractColoringResult{:nonsymmetric,:bidirectional}, | ||
| M<:AbstractMatrix{<:Real}, | ||
| Sf<:Vector{<:NTuple}, | ||
| Sr<:Vector{<:NTuple}, | ||
| Rf<:Vector{<:NTuple}, | ||
| Rr<:Vector{<:NTuple}, | ||
| Ef<:PushforwardPrep, | ||
| Er<:PullbackPrep, | ||
| } <: SparseJacobianPrep | ||
| batch_size_settings_forward::BSf | ||
| batch_size_settings_reverse::BSr | ||
| coloring_result::C | ||
| compressed_matrix_forward::M | ||
| compressed_matrix_reverse::M | ||
| batched_seeds_forward::Sf | ||
| batched_seeds_reverse::Sr | ||
| batched_results_forward::Rf | ||
| batched_results_reverse::Rr | ||
| pushforward_prep::Ef | ||
| pullback_prep::Er | ||
| end | ||
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| function DI.prepare_jacobian( | ||
| f::F, backend::AutoSparse{<:MixedMode}, x, contexts::Vararg{Context,C} | ||
| ) where {F,C} | ||
| y = f(x, map(unwrap, contexts)...) | ||
| return _prepare_mixed_sparse_jacobian_aux(y, (f,), backend, x, contexts...) | ||
| end | ||
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| function DI.prepare_jacobian( | ||
| f!::F, y, backend::AutoSparse{<:MixedMode}, x, contexts::Vararg{Context,C} | ||
| ) where {F,C} | ||
| return _prepare_mixed_sparse_jacobian_aux(y, (f!, y), backend, x, contexts...) | ||
| end | ||
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| function _prepare_mixed_sparse_jacobian_aux( | ||
| y, f_or_f!y::FY, backend::AutoSparse{<:MixedMode}, x, contexts::Vararg{Context,C} | ||
| ) where {FY,C} | ||
| dense_backend = dense_ad(backend) | ||
| sparsity = jacobian_sparsity( | ||
| fy_with_contexts(f_or_f!y..., contexts...)..., x, sparsity_detector(backend) | ||
| ) | ||
| problem = ColoringProblem{:nonsymmetric,:bidirectional}() | ||
| coloring_result = coloring( | ||
| sparsity, | ||
| problem, | ||
| coloring_algorithm(backend); | ||
| decompression_eltype=promote_type(eltype(x), eltype(y)), | ||
| ) | ||
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| Nf = length(column_groups(coloring_result)) | ||
| Nr = length(row_groups(coloring_result)) | ||
| batch_size_settings_forward = pick_batchsize(forward_backend(dense_backend), Nf) | ||
| batch_size_settings_reverse = pick_batchsize(reverse_backend(dense_backend), Nr) | ||
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| return _prepare_mixed_sparse_jacobian_aux_aux( | ||
| batch_size_settings_forward, | ||
| batch_size_settings_reverse, | ||
| coloring_result, | ||
| y, | ||
| f_or_f!y, | ||
| backend, | ||
| x, | ||
| contexts..., | ||
| ) | ||
| end | ||
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| function _prepare_mixed_sparse_jacobian_aux_aux( | ||
| batch_size_settings_forward::BatchSizeSettings{Bf}, | ||
| batch_size_settings_reverse::BatchSizeSettings{Br}, | ||
| coloring_result::AbstractColoringResult{:nonsymmetric,:bidirectional}, | ||
| y, | ||
| f_or_f!y::FY, | ||
| backend::AutoSparse{<:MixedMode}, | ||
| x, | ||
| contexts::Vararg{Context,C}, | ||
| ) where {Bf,Br,FY,C} | ||
| Nf, Af = batch_size_settings_forward.N, batch_size_settings_forward.A | ||
| Nr, Ar = batch_size_settings_reverse.N, batch_size_settings_reverse.A | ||
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| dense_backend = dense_ad(backend) | ||
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| groups_forward = column_groups(coloring_result) | ||
| groups_reverse = row_groups(coloring_result) | ||
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| seeds_forward = [ | ||
| multibasis(backend, x, eachindex(x)[group]) for group in groups_forward | ||
| ] | ||
| seeds_reverse = [ | ||
| multibasis(backend, y, eachindex(y)[group]) for group in groups_reverse | ||
| ] | ||
|
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| compressed_matrix_forward = stack(_ -> vec(similar(y)), groups_forward; dims=2) | ||
| compressed_matrix_reverse = stack(_ -> vec(similar(x)), groups_reverse; dims=1) | ||
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| batched_seeds_forward = [ | ||
| ntuple(b -> seeds_forward[1 + ((a - 1) * Bf + (b - 1)) % Nf], Val(Bf)) for a in 1:Af | ||
| ] | ||
| batched_seeds_reverse = [ | ||
| ntuple(b -> seeds_reverse[1 + ((a - 1) * Br + (b - 1)) % Nr], Val(Br)) for a in 1:Ar | ||
| ] | ||
|
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| batched_results_forward = [ | ||
| ntuple(b -> similar(y), Val(Bf)) for _ in batched_seeds_forward | ||
| ] | ||
| batched_results_reverse = [ | ||
| ntuple(b -> similar(x), Val(Br)) for _ in batched_seeds_reverse | ||
| ] | ||
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| pushforward_prep = prepare_pushforward( | ||
| f_or_f!y..., | ||
| forward_backend(dense_backend), | ||
| x, | ||
| batched_seeds_forward[1], | ||
| contexts..., | ||
| ) | ||
| pullback_prep = prepare_pullback( | ||
| f_or_f!y..., | ||
| reverse_backend(dense_backend), | ||
| x, | ||
| batched_seeds_reverse[1], | ||
| contexts..., | ||
| ) | ||
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| return MixedModeSparseJacobianPrep( | ||
| batch_size_settings_forward, | ||
| batch_size_settings_reverse, | ||
| coloring_result, | ||
| compressed_matrix_forward, | ||
| compressed_matrix_reverse, | ||
| batched_seeds_forward, | ||
| batched_seeds_reverse, | ||
| batched_results_forward, | ||
| batched_results_reverse, | ||
| pushforward_prep, | ||
| pullback_prep, | ||
| ) | ||
| end | ||
|
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| ## Common auxiliaries | ||
|
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| function _sparse_jacobian_aux!( | ||
| f_or_f!y::FY, | ||
| jac, | ||
| prep::MixedModeSparseJacobianPrep{<:BatchSizeSettings{Bf},<:BatchSizeSettings{Br}}, | ||
| backend::AutoSparse, | ||
| x, | ||
| contexts::Vararg{Context,C}, | ||
| ) where {FY,Bf,Br,C} | ||
| (; | ||
| batch_size_settings_forward, | ||
| batch_size_settings_reverse, | ||
| coloring_result, | ||
| compressed_matrix_forward, | ||
| compressed_matrix_reverse, | ||
| batched_seeds_forward, | ||
| batched_seeds_reverse, | ||
| batched_results_forward, | ||
| batched_results_reverse, | ||
| pushforward_prep, | ||
| pullback_prep, | ||
| ) = prep | ||
|
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| dense_backend = dense_ad(backend) | ||
| Nf = batch_size_settings_forward.N | ||
| Nr = batch_size_settings_reverse.N | ||
|
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| pushforward_prep_same = prepare_pushforward_same_point( | ||
| f_or_f!y..., | ||
| pushforward_prep, | ||
| forward_backend(dense_backend), | ||
| x, | ||
| batched_seeds_forward[1], | ||
| contexts..., | ||
| ) | ||
| pullback_prep_same = prepare_pullback_same_point( | ||
| f_or_f!y..., | ||
| pullback_prep, | ||
| reverse_backend(dense_backend), | ||
| x, | ||
| batched_seeds_reverse[1], | ||
| contexts..., | ||
| ) | ||
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| for a in eachindex(batched_seeds_forward, batched_results_forward) | ||
| pushforward!( | ||
| f_or_f!y..., | ||
| batched_results_forward[a], | ||
| pushforward_prep_same, | ||
| forward_backend(dense_backend), | ||
| x, | ||
| batched_seeds_forward[a], | ||
| contexts..., | ||
| ) | ||
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| for b in eachindex(batched_results_forward[a]) | ||
| copyto!( | ||
| view(compressed_matrix_forward, :, 1 + ((a - 1) * Bf + (b - 1)) % Nf), | ||
| vec(batched_results_forward[a][b]), | ||
| ) | ||
| end | ||
| end | ||
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| for a in eachindex(batched_seeds_reverse, batched_results_reverse) | ||
| pullback!( | ||
| f_or_f!y..., | ||
| batched_results_reverse[a], | ||
| pullback_prep_same, | ||
| reverse_backend(dense_backend), | ||
| x, | ||
| batched_seeds_reverse[a], | ||
| contexts..., | ||
| ) | ||
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| for b in eachindex(batched_results_reverse[a]) | ||
| copyto!( | ||
| view(compressed_matrix_reverse, 1 + ((a - 1) * Br + (b - 1)) % Nr, :), | ||
| vec(batched_results_reverse[a][b]), | ||
| ) | ||
| end | ||
| end | ||
|
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| decompress!(jac, compressed_matrix_reverse, compressed_matrix_forward, coloring_result) | ||
|
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| return jac | ||
| end |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,27 @@ | ||
| """ | ||
| MixedMode | ||
| Combination of a forward and a reverse mode backend for mixed-mode Jacobian computation. | ||
| !!! danger | ||
| `MixedMode` backends only support [`jacobian`](@ref) and its variants. | ||
| # Constructor | ||
| MixedMode(forward_backend, reverse_backend) | ||
| """ | ||
| struct MixedMode{F<:AbstractADType,R<:AbstractADType} <: AbstractADType | ||
| forward::F | ||
| reverse::R | ||
| function MixedMode(forward::AbstractADType, reverse::AbstractADType) | ||
| @assert pushforward_performance(forward) isa PushforwardFast | ||
| @assert pullback_performance(reverse) isa PullbackFast | ||
| return new{typeof(forward),typeof(reverse)}(forward, reverse) | ||
| end | ||
| end | ||
|
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| forward_backend(m::MixedMode) = m.forward | ||
| reverse_backend(m::MixedMode) = m.reverse | ||
|
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| struct ForwardAndReverseMode <: ADTypes.AbstractMode end | ||
| ADTypes.mode(::MixedMode) = ForwardAndReverseMode() |
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@JuliaRegistrator register subdir=DifferentiationInterface
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Registration pull request created: JuliaRegistries/General/119001
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