Conditional expressions erroneously skip operations for AD<AD<double> >

[joaoleal]

The optimize() method in ADFun will determine which operations can be skipped when using conditional expressions so that only the required branch needs to be evaluated.
When using AD<AD<double> > or AD<CG<double> > these operations should not be skipped.

Here is a file to reproduce the issue:

#! /bin/bash -e
# $Id$
# -----------------------------------------------------------------------------
# CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-13 Bradley M. Bell
#
# CppAD is distributed under multiple licenses. This distribution is under
# the terms of the 
#                     Eclipse Public License Version 1.0.
#
# A copy of this license is included in the COPYING file of this distribution.
# Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
# -----------------------------------------------------------------------------
cat << EOF
Description
EOF
cat << EOF > bug.$$
#include <iostream>
#include <cppad/cppad.hpp>
int main(void) {
    using namespace CppAD;

    typedef AD<double> adouble;
    typedef AD<adouble> a2double;

    std::vector<double> x{0, 1};

    /**
     * First tape 
     * (using AD<AD<double> >)
     */
    std::vector<a2double> a2x(x.size());
    for (size_t i = 0; i < a2x.size(); i++) {
        a2x[i] = adouble(x[i]);
    }
    Independent(a2x);

    std::vector<a2double> a2y(1);
    a2double a = a2x[0] * a2x[1];
    a2y[0] = CondExpEq(a2x[0], a2double(1.0), a, a2double(0.0));

    // create f: X -> Y 
    ADFun<adouble> f1(a2x, a2y);
    f1.optimize(); //  <<<<<<<<<<<<<<< causes the issue

    /**
     * Second tape
     * (using AD<double>)
     */
    std::vector<adouble> ax{adouble(1), adouble(0)};
    Independent(ax);

    std::vector<adouble> ay = f1.Forward(0, ax);// <<<<<<<<<<<< assertion fails here!

    CppAD::ADFun<double> f2(ax, ay);

    /**
     * Use second tape
     */
    x = {1, 0.5};

    std::vector<double> y = f2.Forward(0, x);

    //std::cout << y[0] << std::endl;
    assert(std::abs(y[0] - x[0] * x[1]) < 1e-10);

}
EOF
# -----------------------------------------------------------------------------
if [ ! -e build ]
then
    mkdir build
fi
cd build
echo "$0"
name=`echo $0 | sed -e 's|.*/||' -e 's|\..*||'`
mv ../bug.$$ $name.cpp
echo "g++ -I../.. --std=c++11 -g $name.cpp -o $name"
g++ -I../.. --std=c++11 -g $name.cpp -o $name
#
echo "./$name"
if ./$name
then
    echo "OK"
else
    echo "Error"
fi

[bradbell]

This bug has been verified; see
https://github.com/coin-or/CppAD/blob/master/bug/cond_exp.sh

[bradbell]

I have added a temporary (undocumented) feature
f.optimize("no_conditional_skip")
should work with the case above. This is a temporary fix that is necessary when the base type can correspond to variables. A better solution (which does automatic detection of this variability for each conditional expression) will be added to the wish list.

[joaoleal]

Thank you!
This fixes the issue as long as people remember to use this option.
Would it be possible to define default behavior for specific data types?
Some like this:

template<class Base>
struct CppADOptimizationOptions {
    static inline bool multiLevelADType() {
        return false;
    }
    // more option related methods here
};

template<>
template<class Base>
struct CppADOptimizationOptions<CppAD::AD<Base> > {
    static inline bool multiLevelADType() {
        return true;
    }
};

[bradbell]

In the long term, I plan to add information to the tape that informs the
optimizer when a variables base type value is IdenticalPar
http://www.coin-or.org/CppAD/Doc/base_identical.xml#Identical.IdenticalPar
Even in the multilevel AD case, there can be conditional comparisons
that can be skipped (once this information is available on the tape). I
will not be able to work on this for a few months.

For this reason, I have not made
f.optimize("no_conditional_skip")
part of the CppAD API. If the plan above works, at this point I plan to
remove the option (with a message that explains it is no longer necessary).

Brad.

On 3/2/2015 3:13 AM, João Rui Leal wrote:

Thank you!
This fixes the issue as long as people remember to use this option.
Would it be possible to define default behavior for specific data types?
Some like this:

|template
struct CppADOptimizationOptions {
static inline bool multiLevelADType() {
return false;
}
// more option related methods here
};

template<>
template
struct CppADOptimizationOptionsCppAD::AD {
static inline bool multiLevelADType() {
return true;
}
};
|

—
Reply to this email directly or view it on GitHub
#7 (comment).

[bradbell]

I think that I have fixed this issue with the following commit
b564688
and it is not longer necessary to use the
f.optimize("no_conditional_skip")
option. The complication was the difference between parameters and variables at the AD and Base levels. The doxygen documentation for
https://github.com/coin-or/CppAD/blob/master/cppad/local/cskip_op.hpp
discusses this issue.

[joaoleal]

Thank you!
I tested with CppADCodegen and it works fine without the
"no_conditional_skip" argument.

2015-05-27 6:57 GMT+01:00 Brad Bell notifications@github.com:

Reopened #7 #7.

—
Reply to this email directly or view it on GitHub
#7 (comment).

[bradbell]

This issue has been fixed.