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Merge pull request #133 from SciML/ap/reversediff
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,60 @@ | ||
| module SimpleNonlinearSolveReverseDiffExt | ||
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| using ArrayInterface, DiffEqBase, ReverseDiff, SciMLBase, SimpleNonlinearSolve | ||
| import ReverseDiff: TrackedArray, TrackedReal | ||
| import SimpleNonlinearSolve: __internal_solve_up | ||
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| function __internal_solve_up( | ||
| prob::NonlinearProblem, sensealg, u0::TrackedArray, u0_changed, | ||
| p::TrackedArray, p_changed, alg, args...; kwargs...) | ||
| return ReverseDiff.track(__internal_solve_up, prob, sensealg, u0, | ||
| u0_changed, p, p_changed, alg, args...; kwargs...) | ||
| end | ||
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| function __internal_solve_up( | ||
| prob::NonlinearProblem, sensealg, u0, u0_changed, | ||
| p::TrackedArray, p_changed, alg, args...; kwargs...) | ||
| return ReverseDiff.track(__internal_solve_up, prob, sensealg, u0, | ||
| u0_changed, p, p_changed, alg, args...; kwargs...) | ||
| end | ||
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| function __internal_solve_up( | ||
| prob::NonlinearProblem, sensealg, u0::TrackedArray, u0_changed, | ||
| p, p_changed, alg, args...; kwargs...) | ||
| return ReverseDiff.track(__internal_solve_up, prob, sensealg, u0, | ||
| u0_changed, p, p_changed, alg, args...; kwargs...) | ||
| end | ||
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| function __internal_solve_up(prob::NonlinearProblem, sensealg, | ||
| u0::AbstractArray{<:TrackedReal}, u0_changed, p::AbstractArray{<:TrackedReal}, | ||
| p_changed, alg, args...; kwargs...) | ||
| return __internal_solve_up( | ||
| prob, sensealg, ArrayInterface.aos_to_soa(u0), true, | ||
| ArrayInterface.aos_to_soa(p), true, alg, args...; kwargs...) | ||
| end | ||
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| function __internal_solve_up(prob::NonlinearProblem, sensealg, u0, u0_changed, | ||
| p::AbstractArray{<:TrackedReal}, p_changed, alg, args...; kwargs...) | ||
| return __internal_solve_up( | ||
| prob, sensealg, u0, true, ArrayInterface.aos_to_soa(p), true, alg, args...; kwargs...) | ||
| end | ||
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| function __internal_solve_up(prob::NonlinearProblem, sensealg, | ||
| u0::AbstractArray{<:TrackedReal}, u0_changed, p, p_changed, alg, args...; kwargs...) | ||
| return __internal_solve_up( | ||
| prob, sensealg, u0, true, ArrayInterface.aos_to_soa(p), true, alg, args...; kwargs...) | ||
| end | ||
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| ReverseDiff.@grad function __internal_solve_up( | ||
| prob::NonlinearProblem, sensealg, u0, u0_changed, p, p_changed, alg, args...; kwargs...) | ||
| out, ∇internal = DiffEqBase._solve_adjoint( | ||
| prob, sensealg, ReverseDiff.value(u0), ReverseDiff.value(p), | ||
| SciMLBase.ReverseDiffOriginator(), alg, args...; kwargs...) | ||
| function ∇__internal_solve_up(_args...) | ||
| ∂prob, ∂sensealg, ∂u0, ∂p, ∂originator, ∂args... = ∇internal(_args...) | ||
| return (∂prob, ∂sensealg, ∂u0, nothing, ∂p, nothing, nothing, ∂args...) | ||
| end | ||
| return Array(out), ∇__internal_solve_up | ||
| end | ||
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| end |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,42 @@ | ||
| module SimpleNonlinearSolveTrackerExt | ||
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| using DiffEqBase, SciMLBase, SimpleNonlinearSolve, Tracker | ||
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| function SimpleNonlinearSolve.__internal_solve_up(prob::NonlinearProblem, | ||
| sensealg, u0::TrackedArray, u0_changed, p, p_changed, alg, args...; kwargs...) | ||
| return Tracker.track( | ||
| SimpleNonlinearSolve.__internal_solve_up, prob, sensealg, u0, u0_changed, | ||
| p, p_changed, alg, args...; kwargs...) | ||
| end | ||
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| function SimpleNonlinearSolve.__internal_solve_up( | ||
| prob::NonlinearProblem, sensealg, u0::TrackedArray, u0_changed, | ||
| p::TrackedArray, p_changed, alg, args...; kwargs...) | ||
| return Tracker.track( | ||
| SimpleNonlinearSolve.__internal_solve_up, prob, sensealg, u0, u0_changed, | ||
| p, p_changed, alg, args...; kwargs...) | ||
| end | ||
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| function SimpleNonlinearSolve.__internal_solve_up(prob::NonlinearProblem, | ||
| sensealg, u0, u0_changed, p::TrackedArray, p_changed, alg, args...; kwargs...) | ||
| return Tracker.track( | ||
| SimpleNonlinearSolve.__internal_solve_up, prob, sensealg, u0, u0_changed, | ||
| p, p_changed, alg, args...; kwargs...) | ||
| end | ||
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| Tracker.@grad function SimpleNonlinearSolve.__internal_solve_up(_prob::NonlinearProblem, | ||
| sensealg, u0_, u0_changed, p_, p_changed, alg, args...; kwargs...) | ||
| u0, p = Tracker.data(u0_), Tracker.data(p_) | ||
| prob = remake(_prob; u0, p) | ||
| out, ∇internal = DiffEqBase._solve_adjoint(prob, sensealg, u0, p, | ||
| SciMLBase.TrackerOriginator(), alg, args...; kwargs...) | ||
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| function ∇__internal_solve_up(Δ) | ||
| ∂prob, ∂sensealg, ∂u0, ∂p, ∂originator, ∂args... = ∇internal(Δ) | ||
| return (∂prob, ∂sensealg, ∂u0, nothing, ∂p, nothing, nothing, ∂args...) | ||
| end | ||
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| return out, ∇__internal_solve_up | ||
| end | ||
|
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| end |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,14 +1,21 @@ | ||
| @testitem "Simple Adjoint Test" begin | ||
| using ForwardDiff, SciMLSensitivity, Zygote | ||
| using ForwardDiff, ReverseDiff, SciMLSensitivity, Tracker, Zygote | ||
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| ff(u, p) = u .^ 2 .- p | ||
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| function solve_nlprob(p) | ||
| prob = NonlinearProblem{false}(ff, [1.0, 2.0], p) | ||
| return sum(abs2, solve(prob, SimpleNewtonRaphson()).u) | ||
| sol = solve(prob, SimpleNewtonRaphson()) | ||
| res = sol isa AbstractArray ? sol : sol.u | ||
| return sum(abs2, res) | ||
| end | ||
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| p = [3.0, 2.0] | ||
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| @test only(Zygote.gradient(solve_nlprob, p)) ≈ ForwardDiff.gradient(solve_nlprob, p) | ||
| ∂p_zygote = only(Zygote.gradient(solve_nlprob, p)) | ||
| ∂p_forwarddiff = ForwardDiff.gradient(solve_nlprob, p) | ||
| ∂p_tracker = Tracker.data(only(Tracker.gradient(solve_nlprob, p))) | ||
| ∂p_reversediff = ReverseDiff.gradient(solve_nlprob, p) | ||
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| @test ∂p_zygote ≈ ∂p_forwarddiff ≈ ∂p_tracker ≈ ∂p_reversediff | ||
| end |
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@JuliaRegistrator register
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Registration pull request created: JuliaRegistries/General/102673
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