Merge pull request #590 from CarloLucibello/cl/findnz2

rrule for findnz

Project.toml

@@ -1,6 +1,6 @@
 name = "ChainRules"
 uuid = "082447d4-558c-5d27-93f4-14fc19e9eca2"
-version = "1.26.1"
+version = "1.27.0"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

src/rulesets/SparseArrays/sparsematrix.jl

@@ -10,16 +10,42 @@ function rrule(::typeof(sparse), I::AbstractVector, J::AbstractVector, V::Abstra
     return sparse(I, J, V, m, n, combine), sparse_pullback
 end
 
-function rrule(::Type{T}, A::AbstractMatrix) where T <: SparseMatrixCSC
+function rrule(::Type{T}, A::AbstractMatrix) where T <: AbstractSparseMatrix
     function sparse_pullback(Ω̄)
         return NoTangent(), Ω̄
     end
     return T(A), sparse_pullback
 end
 
-function rrule(::Type{T}, v::AbstractVector) where T <: SparseVector
+function rrule(::Type{T}, v::AbstractVector) where T <: AbstractSparseVector
     function sparse_pullback(Ω̄)
         return NoTangent(), Ω̄
     end
     return T(v), sparse_pullback
 end
+
+function rrule(::typeof(findnz), A::AbstractSparseMatrix)
+    I, J, V = findnz(A)
+    m, n = size(A)
+
+    function findnz_pullback(Δ)
+        _, _, V̄ = unthunk(Δ)
+        V̄ isa AbstractZero && return (NoTangent(), V̄)
+        return NoTangent(), sparse(I, J, V̄, m, n)
+    end
+
+    return (I, J, V), findnz_pullback
+end
+
+function rrule(::typeof(findnz), v::AbstractSparseVector)
+    I, V = findnz(v)
+    n = length(v)
+
+    function findnz_pullback(Δ)
+        _, V̄ = unthunk(Δ)
+        V̄ isa AbstractZero && return (NoTangent(), V̄)
+        return NoTangent(), sparsevec(I, V̄, n)
+    end
+
+    return (I, V), findnz_pullback
+end

test/rulesets/SparseArrays/sparsematrix.jl

@@ -9,11 +9,27 @@ end
 @testset "SparseMatrixCSC(A)" begin
     A = rand(5, 3)
     test_rrule(SparseMatrixCSC, A)
-    test_rrule(SparseMatrixCSC{Float32,Int}, A, rtol=1e-5)
+    test_rrule(SparseMatrixCSC{Float32,Int}, A, rtol=1e-4)
 end
 
 @testset "SparseVector(v)" begin
     v = rand(5)
     test_rrule(SparseVector, v)
-    test_rrule(SparseVector{Float32}, Float32.(v), rtol=1e-5)
+    test_rrule(SparseVector{Float32}, Float32.(v), rtol=1e-4)
+end
+
+@testset "findnz" begin
+    A = sprand(5, 5, 0.5)
+    dA = similar(A)
+    rand!(dA.nzval)
+    I, J, V = findnz(A)
+    V̄ = rand!(similar(V))
+    test_rrule(findnz, A ⊢ dA, output_tangent=(zeros(length(I)), zeros(length(J)), V̄))
+
+    v = sprand(5, 0.5)
+    dv = similar(v)
+    rand!(dv.nzval)
+    I, V = findnz(v)
+    V̄ = rand!(similar(V))
+    test_rrule(findnz, v ⊢ dv, output_tangent=(zeros(length(I)), V̄))
 end