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Use DifferentiationInterface #148
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #148 +/- ##
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- Coverage 90.60% 90.34% -0.26%
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Files 23 21 -2
Lines 1299 1202 -97
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- Hits 1177 1086 -91
+ Misses 122 116 -6 ☔ View full report in Codecov by Sentry. |
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avik-pal
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ChrisRackauckas
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May 26, 2024
|
Any issues with DI integration @avik-pal ? |
gdalle
reviewed
May 27, 2024
| mul!(reshape(du, 1, :), vec(DiffResults.value(res))', | ||
| DiffResults.jacobian(res), 2, false) | ||
| resid = __similar(du, length(sol.resid)) | ||
| v, J = DI.value_and_jacobian(_f, resid, AutoForwardDiff(), u) |
There was a problem hiding this comment.
you may want to use preparation
| 2 .* vec(DiffResults.value(res))' * DiffResults.jacobian(res), | ||
| size(u)) | ||
| _f = Base.Fix2(prob.f, p) | ||
| v, J = DI.value_and_jacobian(_f, AutoForwardDiff(), u) |
| __f = (du, u) -> f(du, u, p) | ||
| ForwardDiff.jacobian(__f, du, u) | ||
| __f = @closure (du, u) -> f(du, u, p) | ||
| return ForwardDiff.jacobian(__f, __similar(u), u) |
| return ForwardDiff.jacobian(__f, u) | ||
| end | ||
| u isa Number && return ForwardDiff.derivative(__f, u) | ||
| return ForwardDiff.jacobian(__f, u) |
| value_and_jacobian(ad, f, y, x, p, cache; J = nothing) | ||
| function value_and_jacobian( | ||
| ad, prob::AbstractNonlinearProblem, f::F, y, x, cache; J = nothing) where {F} | ||
| x isa Number && return DI.value_and_derivative(f, ad, x, cache) |
There was a problem hiding this comment.
was the cache obtained with DI.prepare_derivative(f, ad, x)?
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| H = DI.second_derivative(f, ad, x) | ||
| v, J = DI.value_and_derivative(f, ad, x) |
| return fx, dfx, d2fx | ||
| df = @closure x -> begin | ||
| res = __similar(y, promote_type(eltype(y), eltype(x))) | ||
| return DI.jacobian(f, res, ad, x) |
| res = __similar(y, promote_type(eltype(y), eltype(x))) | ||
| return DI.jacobian(f, res, ad, x) | ||
| end | ||
| J, H = DI.value_and_jacobian(df, ad, x) |
| dfx = J_fn(x) | ||
| d2fx = ForwardDiff.jacobian(J_fn, x) | ||
| return fx, dfx, d2fx | ||
| df = @closure x -> begin |
There was a problem hiding this comment.
you can use DI with functions f!(y, x) without the closure
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| @inline function __get_concrete_autodiff(prob, ad::AutoForwardDiff{nothing}; kwargs...) | ||
| return AutoForwardDiff(; chunksize = ForwardDiff.pickchunksize(length(prob.u0)), ad.tag) | ||
| end | ||
| @inline function __get_concrete_autodiff( | ||
| prob, ad::AutoPolyesterForwardDiff{nothing}; kwargs...) | ||
| return AutoPolyesterForwardDiff(; | ||
| chunksize = ForwardDiff.pickchunksize(length(prob.u0)), ad.tag) | ||
| end | ||
| @inline function __get_concrete_autodiff(prob, ::Nothing; kwargs...) | ||
| return ifelse( | ||
| ForwardDiff.can_dual(eltype(prob.u0)), AutoForwardDiff(), AutoFiniteDiff()) | ||
| return ifelse(ForwardDiff.can_dual(eltype(prob.u0)), | ||
| AutoForwardDiff(; chunksize = ForwardDiff.pickchunksize(length(prob.u0))), | ||
| AutoFiniteDiff()) | ||
| end |
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SimpleHalleynow supports in place problemsTODOs