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] add Zygote

Zygote is a working prototype for source-to-source automatic differentiation (AD) in Julia, and the next-gen AD system for the Flux differentiable programming framework. For more details and benchmarks of Zygote's technique, see our paper.

You probably don't want to use Zygote yet (except as a preview of the future). Instead use Flux's built-in AD, which is API-compatible, and at some point in the near future you'll get a free speed boost.

julia> using Zygote

julia> f(x) = 5x + 3

julia> f(10), f'(10)
(53, 5)

julia> @code_llvm f'(10)
define i64 @"julia_#625_38792"(i64) {
  ret i64 5

"Source-to-source" means that Zygote hooks into Julia's compiler, and generates the backwards pass for you – as if you had written it by hand.

Without compromising on performance, Zygote supports the full flexibility and dynamism of the Julia language, including control flow, recursion, closures, structs, dictionaries, and more.

julia> fs = Dict("sin" => sin, "cos" => cos, "tan" => tan);

julia> gradient(x -> fs[readline()](x), 1)

Defining custom gradients is a cinch, and errors have good stacktraces.

julia> using Zygote: @adjoint

julia> add(a, b) = a + b

julia> @adjoint add(a, b) = add(a, b), Δ -> (Δ, Δ)

To support large machine learning models with many parameters, Zygote can differentiate implicitly-used parameters, as opposed to just function arguments.

julia> W, b = rand(2, 3), rand(2);

julia> predict(x) = W*x .+ b;

julia> g = gradient(Params([W, b])) do

julia> g[W], g[b]
([1.0 2.0 3.0; 1.0 2.0 3.0], [1.0, 1.0])

Caveat Emptor

Zygote is in an early stage and may break, but issue reports and beta testing are welcome. In particular Zygote does not yet have comprehensive gradient definitions and may fail if it hits complex code in Base Julia.

Zygote's runtime performance should generally be good, but compile times are not optimised, so calling gradient the first time can have noticeable lag. BenchmarkTools is recommended to avoid measuring JIT time.

A current limitation is that Zygote will not automatically see redefined functions (for example if you call gradient(f, x), then redefine f, then take the gradient again). You can call Zygote.refresh() to completely reset what Zygote sees. It's often useful to have this in your script/notebook after function definitions.

The Julia compiler does not yet support all features needed to make Zygote fast, particularly in the presence of control flow. Until these are officially supported Zygote contains a flag to enable faster operation. If you can handle the additional caveats it's a good way to see Zygote's peak performance.

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