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Restoring Zygote differentiability #282

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Merged
merged 4 commits into from
Oct 17, 2025
Merged

Restoring Zygote differentiability #282

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f7f618b
Added custom rrules for IntegralProblem
marcobonici Oct 17, 2025
2a312bd
Added rrules for the integralproblem domain
marcobonici Oct 17, 2025
eb9bf21
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marcobonici Oct 17, 2025
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marcobonici Oct 17, 2025
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21 changes: 21 additions & 0 deletions ext/IntegralsZygoteExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -12,6 +12,27 @@ ChainRulesCore.@non_differentiable Integrals.substitute_f(args...) # use ∂f/
ChainRulesCore.@non_differentiable Integrals.substitute_v(args...) # TODO for ∂f/∂u
ChainRulesCore.@non_differentiable Integrals.substitute_bv(args...) # TODO for ∂f/∂u

function ChainRulesCore.rrule(::Type{<:IntegralProblem}, f, domain, p; kwargs...)
prob = IntegralProblem(f, domain, p; kwargs...)
function IntegralProblem_pullback(Δ)
ddomain = hasproperty(Δ, :domain) ? Δ.domain : NoTangent()
dp = hasproperty(Δ, :p) ? Δ.p : NoTangent()
return NoTangent(), NoTangent(), ddomain, dp
end
return prob, IntegralProblem_pullback
end

function ChainRulesCore.rrule(
::Type{IntegralProblem{iip}}, f, domain, p; kwargs...) where {iip}
prob = IntegralProblem{iip}(f, domain, p; kwargs...)
function IntegralProblem_iip_pullback(Δ)
ddomain = hasproperty(Δ, :domain) ? Δ.domain : NoTangent()
dp = hasproperty(Δ, :p) ? Δ.p : NoTangent()
return NoTangent(), NoTangent(), ddomain, dp
end
return prob, IntegralProblem_iip_pullback
end

# TODO move this adjoint to SciMLBase
function ChainRulesCore.rrule(
::typeof(SciMLBase.build_solution), prob::IntegralProblem, alg, u, resid; kwargs...)
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