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Fix maporbroadcast for ReverseDiff #142

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Fix maporbroadcast for ReverseDiff #142

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88affba
fix maporbroadcast for ReverseDiff
mohamed82008 Oct 10, 2020
c238ce6
add test
mohamed82008 Oct 10, 2020
b53c8a4
fix Tracker + ReverseDiff case
mohamed82008 Oct 10, 2020
8be3f14
Update src/compat/reversediff.jl
mohamed82008 Oct 11, 2020
4bfdc81
Update test/runtests.jl
yebai Jan 28, 2021
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2 changes: 0 additions & 2 deletions src/Bijectors.jl
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Expand Up @@ -243,8 +243,6 @@ end

include("interface.jl")

# Broadcasting here breaks Tracker for some reason
maporbroadcast(f, x::AbstractArray{<:Any, N}...) where {N} = map(f, x...)
Comment on lines -246 to -247
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I still think it would make sense to keep this definition (and only change it for ReverseDiff). If the arrays are of the same dimension, it should be simpler to not invoke the broadcast machinery (for which adjoints require quite complex implementations e.g. in Tracker and Zygote that even make use of ForwardDiff).

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Tracker's map also reduces to an array of TrackedReals even when the input is a TrackedArray. So broadcasting by default is needed for 2 out of 3 AD backends. So it makes sense as the default. Only when we have mixed TrackedArrays and arrays of TrackedReals that Tracker fails hence the need for the map workaround. ReverseDiff broadcasting doesn't fail in this case.

maporbroadcast(f, x::AbstractArray...) = f.(x...)

# optional dependencies
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4 changes: 3 additions & 1 deletion src/compat/reversediff.jl
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@@ -1,7 +1,7 @@
module ReverseDiffCompat

using ..ReverseDiff: ReverseDiff, @grad, value, track, TrackedReal, TrackedVector,
TrackedMatrix
TrackedMatrix, TrackedArray
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using Requires, LinearAlgebra

using ..Bijectors: Log, SimplexBijector, maphcat, simplex_link_jacobian,
Expand Down Expand Up @@ -46,6 +46,8 @@ function Base.maximum(d::LocationScale{<:TrackedReal})
end
end

maporbroadcast(f, x::Union{AbstractArray, TrackedArray, AbstractArray{<:TrackedReal}}...) = f.(x...)

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logabsdetjac(b::Log{1}, x::Union{TrackedVector, TrackedMatrix}) = track(logabsdetjac, b, x)
@grad function logabsdetjac(b::Log{1}, x::AbstractVector)
return -sum(log, value(x)), Δ -> (nothing, -Δ ./ value(x))
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2 changes: 2 additions & 0 deletions src/compat/tracker.jl
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Expand Up @@ -12,6 +12,8 @@ using .Tracker: Tracker,
using Compat: eachcol
using LinearAlgebra

# Broadcasting here breaks Tracker for some reason
maporbroadcast(f, x::Union{AbstractArray, TrackedArray, AbstractArray{<:TrackedReal}}...) = map(f, x...)
maporbroadcast(f, x::TrackedArray...) = f.(x...)
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function maporbroadcast(
f,
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