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ad.py
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# Copyright 2018 The JAX Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# https://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from __future__ import annotations
from collections.abc import Sequence
import contextlib
import functools
import itertools as it
from functools import partial
from typing import Any, Callable
import jax
from jax._src import config
from jax._src import linear_util as lu
from jax._src.interpreters import partial_eval as pe
from jax.tree_util import (tree_flatten, tree_unflatten,
register_pytree_node, Partial)
from jax._src import core
from jax._src import source_info_util
from jax._src.ad_util import (
add_jaxvals, add_jaxvals_p, replace_internal_symbolic_zeros,
replace_rule_output_symbolic_zeros, Zero, zeros_like_aval,
zeros_like_jaxval, zeros_like_p)
from jax._src.api_util import flatten_fun, flatten_fun_nokwargs
from jax._src.core import (Trace, Tracer, get_aval, call_p, Primitive, Literal,
raise_to_shaped)
from jax._src.dtypes import dtype, float0
from jax._src.util import (unzip2, safe_map, safe_zip, split_list, wrap_name,
as_hashable_function, weakref_lru_cache,
partition_list)
zip = safe_zip
map = safe_map
def identity(x): return x
def _update_annotation(
f: lu.WrappedFun,
orig_type: tuple[tuple[core.AbstractValue, bool], ...] | None,
explicit_nonzeros: list[bool]
) -> lu.WrappedFun:
if orig_type is None:
return f
# By convention, `explicit_nonzeros` only accounts for explicit arguments.
assert len(explicit_nonzeros) == sum(explicit for _, explicit in orig_type)
# Implicit arguments never have tangents, so generate the tangent part of the
# type annotation from explicit arguments only.
explicit_avals = [aval for aval, explicit in orig_type if explicit]
tan_types = [(aval.at_least_vspace(), True)
for nz, aval in zip(explicit_nonzeros, explicit_avals) if nz]
return lu.annotate(f, (*orig_type, *tan_types))
def jvp(fun: lu.WrappedFun, has_aux=False, instantiate=True,
transform_stack=True) -> Any:
if not has_aux:
return jvpfun(jvp_subtrace(fun), instantiate, transform_stack)
else:
fun, aux = jvp_subtrace_aux(fun)
return jvpfun(fun, instantiate, transform_stack), aux
@lu.transformation
def jvpfun(instantiate, transform_stack, primals, tangents):
tangents = [Zero.from_value(t) if not isinstance(t, Zero)
and dtype(t) == float0 else t for t in tangents]
ctx = (source_info_util.transform_name_stack('jvp') if transform_stack
else contextlib.nullcontext())
with core.new_main(JVPTrace) as main, ctx:
out_primals, out_tangents = yield (main, primals, tangents), {}
del main
if type(instantiate) is bool:
instantiate = [instantiate] * len(out_tangents)
out_tangents = [instantiate_zeros(t) if inst else t for t, inst
in zip(out_tangents, instantiate)]
yield out_primals, out_tangents
@lu.transformation
def jvp_subtrace(main, primals, tangents):
trace = JVPTrace(main, core.cur_sublevel())
for x in list(primals) + list(tangents):
if isinstance(x, Tracer):
if x._trace.level >= trace.level:
raise core.escaped_tracer_error(
x, f"Tracer from a higher level: {x} in trace {trace}")
assert x._trace.level < trace.level
in_tracers = [JVPTracer(trace, x, t) if type(t) is not Zero else x
for x, t in zip(primals, tangents)]
ans = yield in_tracers, {}
out_tracers = map(trace.full_raise, ans)
yield unzip2([(out_tracer.primal, out_tracer.tangent)
for out_tracer in out_tracers])
@lu.transformation_with_aux
def jvp_subtrace_aux(main, primals, tangents):
trace = JVPTrace(main, core.cur_sublevel())
for x in list(primals) + list(tangents):
if isinstance(x, Tracer):
assert x._trace.level < trace.level
ans, aux = yield map(partial(JVPTracer, trace), primals, tangents), {}
ans_tracers = map(trace.full_raise, ans)
out_primals, out_tangents = unzip2((t.primal, t.tangent) for t in ans_tracers)
aux_primals = [core.full_lower(x.primal)
if isinstance(x, JVPTracer) and x._trace.level == trace.level
else x for x in aux]
yield (out_primals, out_tangents), aux_primals
def linearize(traceable, *primals, **kwargs):
has_aux = kwargs.pop('has_aux', False)
if not has_aux:
jvpfun = jvp(traceable)
else:
jvpfun, aux = jvp(traceable, has_aux=True)
in_pvals = (tuple(pe.PartialVal.known(p) for p in primals)
+ tuple(pe.PartialVal.unknown(get_aval(p).at_least_vspace())
for p in primals))
_, in_tree = tree_flatten(((primals, primals), {}))
jvpfun_flat, out_tree = flatten_fun(jvpfun, in_tree)
jaxpr, out_pvals, consts = pe.trace_to_jaxpr_nounits(jvpfun_flat, in_pvals)
out_primals_pvals, out_tangents_pvals = tree_unflatten(out_tree(), out_pvals)
assert all(out_primal_pval.is_known() for out_primal_pval in out_primals_pvals)
out_primals_consts = [pval.get_known() for pval in out_primals_pvals]
if not has_aux:
return out_primals_consts, out_tangents_pvals, jaxpr, consts
else:
return out_primals_consts, out_tangents_pvals, jaxpr, consts, aux()
def vjp(traceable, primals, has_aux=False, reduce_axes=()):
if not has_aux:
out_primals, pvals, jaxpr, consts = linearize(traceable, *primals)
else:
out_primals, pvals, jaxpr, consts, aux = linearize(traceable, *primals, has_aux=True)
def unbound_vjp(pvals, jaxpr, consts, *cts):
cts = tuple(ct for ct, pval in zip(cts, pvals) if not pval.is_known())
dummy_args = [UndefinedPrimal(v.aval) for v in jaxpr.invars]
arg_cts = backward_pass(jaxpr, reduce_axes, True, consts, dummy_args, cts)
return map(instantiate_zeros, arg_cts)
# Ensure that vjp_ is a PyTree so that we can pass it from the forward to the backward
# pass in a custom VJP.
vjp_ = Partial(partial(unbound_vjp, pvals, jaxpr), consts)
if not has_aux:
return out_primals, vjp_
else:
return out_primals, vjp_, aux
def unpair_pval(pval):
aval, const = pval
const_1, const_2 = const
if aval is None:
return (None, const_1), (None, const_2)
else:
aval_1, aval_2 = aval
return (aval_1, const_1), (aval_2, const_2)
def replace_float0s(primal, tangent):
if dtype(tangent) == float0:
return zeros_like_jaxval(primal)
else:
return tangent
def recast_to_float0(primal, tangent):
if core.primal_dtype_to_tangent_dtype(dtype(primal)) == float0:
return Zero(get_aval(primal).at_least_vspace())
else:
return tangent
# NOTE: The FIXMEs below are caused by primal/tangent mixups (type
# errors if you will)
def backward_pass(jaxpr: core.Jaxpr, reduce_axes, transform_stack,
consts, primals_in, cotangents_in):
if all(type(ct) is Zero for ct in cotangents_in) and not jaxpr.effects:
return map(lambda v: Zero(v.aval), jaxpr.invars)
def write_cotangent(prim, v, ct):
# assert v not in primal_env
assert ct is not Zero, (prim, v.aval) # check for an old harmless type error
if ct is None or type(v) is Literal:
return
if type(ct) is Zero:
# FIXME: This triggers a lot of failures!
# assert v.aval == ct.aval, (prim, v.aval, ct.aval)
return
axes_to_reduce = tuple(axis_name for axis_name in reduce_axes
if axis_name in core.get_aval(ct).named_shape
and axis_name not in v.aval.named_shape)
if axes_to_reduce:
ct = jax.lax.psum(ct, axis_name=axes_to_reduce)
ct_env[v] = add_tangents(ct_env[v], ct) if v in ct_env else ct
# TODO(mattjj): add back these checks for dynamic shapes
# if config.enable_checks.value:
# ct_aval = core.get_aval(ct_env[v])
# joined_aval = core.lattice_join(v.aval, ct_aval).strip_weak_type().strip_named_shape()
# assert v.aval.strip_weak_type().strip_named_shape() == joined_aval, (prim, v.aval, ct_aval)
def read_cotangent(v):
return ct_env.pop(v, Zero(v.aval.at_least_vspace()))
def read_primal(v):
if type(v) is Literal:
return v.val
else:
a = v.aval
if type(a) is core.DShapedArray:
shape = [primal_env[d] if type(d) is core.Var else d for d in a.shape]
a = a.update(shape=tuple(shape))
return primal_env.get(v, UndefinedPrimal(a))
def write_primal(v, val):
if not is_undefined_primal(val):
primal_env[v] = val
primal_env: dict[Any, Any] = {}
map(write_primal, jaxpr.constvars, consts)
# FIXME: invars can contain both primal and tangent values, and this line
# forces primal_in to contain UndefinedPrimals for tangent values!
map(write_primal, jaxpr.invars, primals_in)
ct_env: dict[Any, Any] = {}
ctx = (source_info_util.transform_name_stack('transpose') if transform_stack
else contextlib.nullcontext())
with ctx:
map(partial(write_cotangent, 'outvars'), jaxpr.outvars, cotangents_in)
for eqn in jaxpr.eqns[::-1]:
invals = map(read_primal, eqn.invars)
if eqn.primitive.multiple_results:
cts_in = map(read_cotangent, eqn.outvars)
else:
cts_in, = map(read_cotangent, eqn.outvars)
name_stack = source_info_util.current_name_stack() + eqn.source_info.name_stack
with source_info_util.user_context(eqn.source_info.traceback, name_stack=name_stack):
if eqn.primitive.call_primitive or eqn.primitive.map_primitive:
cts_in_avals = [v.aval for v in eqn.outvars]
params = dict(eqn.params)
call_jaxpr = params.pop('call_jaxpr')
cts_out = get_primitive_transpose(eqn.primitive)(
params, call_jaxpr, invals, cts_in, cts_in_avals, reduce_axes)
elif eqn.primitive in reducing_transposes:
cts_out = reducing_transposes[eqn.primitive](
reduce_axes, cts_in, *invals, **eqn.params)
else:
cts_out = get_primitive_transpose(eqn.primitive)(
cts_in, *invals, **eqn.params)
cts_out = [Zero(v.aval) for v in eqn.invars] if cts_out is Zero else cts_out
# FIXME: Some invars correspond to primals!
map(partial(write_cotangent, eqn.primitive), eqn.invars, cts_out)
cotangents_out = map(read_cotangent, jaxpr.invars)
return cotangents_out
def closed_backward_pass(jaxpr: core.ClosedJaxpr, reduce_axes, transform_stack,
primals_in, cotangents_in):
return backward_pass(jaxpr.jaxpr, reduce_axes, transform_stack, jaxpr.consts,
primals_in, cotangents_in)
class UndefinedPrimal:
__slots__ = ['aval']
def __init__(self, aval):
self.aval = aval
def __repr__(self):
return f'UndefinedPrimal({self.aval})'
def is_undefined_primal(x):
return type(x) is UndefinedPrimal
register_pytree_node(UndefinedPrimal,
lambda z: ((), z.aval),
lambda aval, _: UndefinedPrimal(aval))
def get_primitive_transpose(p):
try:
return primitive_transposes[p]
except KeyError as err:
raise NotImplementedError(
"Transpose rule (for reverse-mode differentiation) for '{}' "
"not implemented".format(p)) from err
@lu.transformation_with_aux
def nonzero_tangent_outputs(*args, **kwargs):
results = (_, tangents_out) = yield args, kwargs
yield results, [type(r) is not Zero for r in tangents_out]
class JVPTrace(Trace):
def pure(self, val):
tangent_zero = Zero(get_aval(val).at_least_vspace())
return JVPTracer(self, val, tangent_zero)
def lift(self, val):
tangent_zero = Zero(get_aval(val).at_least_vspace())
return JVPTracer(self, val, tangent_zero)
def sublift(self, val):
return JVPTracer(self, val.primal, val.tangent)
def process_primitive(self, primitive, tracers, params):
primals_in, tangents_in = unzip2((t.primal, t.tangent) for t in tracers)
jvp = primitive_jvps.get(primitive)
if not jvp:
msg = f"Differentiation rule for '{primitive}' not implemented"
raise NotImplementedError(msg)
primal_out, tangent_out = jvp(primals_in, tangents_in, **params)
if primitive.multiple_results:
return [JVPTracer(self, x, t) for x, t in zip(primal_out, tangent_out)]
else:
return JVPTracer(self, primal_out, tangent_out)
def process_call(self, call_primitive, f, tracers, params):
assert call_primitive.multiple_results
primals, tangents = unzip2((t.primal, t.tangent) for t in tracers)
which_nz = [ type(t) is not Zero for t in tangents]
tangents = [t if type(t) is not Zero else None for t in tangents]
args, in_tree = tree_flatten((primals, tangents))
f_jvp = jvp_subtrace(f, self.main)
f_jvp, which_nz_out = nonzero_tangent_outputs(f_jvp)
if isinstance(call_primitive, core.MapPrimitive):
in_axes = params['in_axes']
tangent_in_axes = [ax for ax, nz in zip(in_axes, which_nz) if nz]
out_axes_thunk = params['out_axes_thunk']
# NOTE: This assumes that the output tangents being zero is a
# deterministic function of which input tangents were zero.
@as_hashable_function(closure=out_axes_thunk)
def new_out_axes_thunk():
out_ax = out_axes_thunk()
return (*out_ax, *(ax for ax, nz in zip(out_ax, which_nz_out()) if nz))
params = dict(params, in_axes=(*in_axes, *tangent_in_axes),
out_axes_thunk=new_out_axes_thunk)
f_jvp, out_tree = traceable(f_jvp, in_tree)
update_params = call_param_updaters.get(call_primitive)
new_params = update_params(params, which_nz) if update_params else params
result = call_primitive.bind(_update_annotation(f_jvp, f.in_type, which_nz),
*args, **new_params)
primal_out, tangent_out = tree_unflatten(out_tree(), result)
tangent_out = [Zero(get_aval(p).at_least_vspace()) if t is None else t
for p, t in zip(primal_out, tangent_out)]
return [JVPTracer(self, p, t) for p, t in zip(primal_out, tangent_out)]
def post_process_call(self, call_primitive, out_tracers, params):
primals, tangents = unzip2((t.primal, t.tangent) for t in out_tracers)
out, treedef = tree_flatten((primals, tangents))
tangents_nz = [type(t) is not Zero for t in tangents]
del primals, tangents
main = self.main
def todo(x):
primals, tangents = tree_unflatten(treedef, x)
trace = JVPTrace(main, core.cur_sublevel())
return map(partial(JVPTracer, trace), primals, tangents)
if call_primitive.map_primitive:
def out_axes_transform(out_axes):
return (*out_axes, *(ax for ax, nz in zip(out_axes, tangents_nz) if nz))
todo = (todo, out_axes_transform)
return out, todo
# The only difference between process_map and process_call is that
# the `in_axes` and `out_axes_thunk` params must be updated;
# that's handled in process_call.
process_map = process_call
post_process_map = post_process_call
def process_custom_jvp_call(self, _, __, f_jvp, tracers, *, symbolic_zeros):
primals_in, tangents_in = unzip2((t.primal, t.tangent) for t in tracers)
primals_in = map(core.full_lower, primals_in)
if not symbolic_zeros:
tangents_in = map(instantiate_zeros, tangents_in)
tangents_in = map(replace_float0s, primals_in, tangents_in)
else:
tangents_in = map(replace_internal_symbolic_zeros, tangents_in)
outs = f_jvp.call_wrapped(*it.chain(primals_in, tangents_in))
primals_out, tangents_out = split_list(outs, [len(outs) // 2])
tangents_out = map(replace_rule_output_symbolic_zeros, tangents_out)
tangents_out = map(recast_to_float0, primals_out, tangents_out)
return map(partial(JVPTracer, self), primals_out, tangents_out)
def post_process_custom_jvp_call(self, out_tracers, _):
raise CustomJVPException()
def process_custom_vjp_call(self, _, __, fwd, bwd, tracers, out_trees,
symbolic_zeros):
primals_in, tangents_in = unzip2((t.primal, t.tangent) for t in tracers)
fwd_in = [(core.full_lower(p), type(t) is not Zero)
for p, t in zip(primals_in, tangents_in)]
fwd_in = [x for pair in fwd_in for x in pair] # flatten
res_and_primals_out = fwd.call_wrapped(*fwd_in)
_, res_tree = out_trees()
res, primals_out = split_list(res_and_primals_out, [res_tree.num_leaves])
avals_out = [raise_to_shaped(core.get_aval(x)) for x in primals_out]
# TODO(frostig,mattjj): avoid instantiating zeros when we don't have to!
tangents_in = map(instantiate_zeros, tangents_in)
tangents_out = custom_lin_p.bind(
*res, *tangents_in, num_res=res_tree.num_leaves, bwd=bwd,
out_avals=avals_out, symbolic_zeros=symbolic_zeros)
tangents_out = map(jax._src.lax.lax.tie_p.bind, primals_out, tangents_out)
tangents_out = map(recast_to_float0, primals_out, tangents_out)
return map(partial(JVPTracer, self), primals_out, tangents_out)
def post_process_custom_vjp_call(self, out_tracers, _):
raise CustomVJPException()
def process_custom_transpose(self, prim, call, tracers, **params):
ps_in, ts_in = unzip2((t.primal, t.tangent) for t in tracers)
res_ps_in, lin_ps_in = split_list(ps_in, [params['res_tree'].num_leaves])
res_ts_in, lin_ts_in = split_list(ts_in, [params['res_tree'].num_leaves])
# TODO(frostig): Handle differentiation with respect to residual
# operands. Calling `call` twice on all operands invalid, since it
# isn't linear in the residuals. However, we know that if we
# write:
#
# jvp_call_res = lambda x: partial(jvp, lambda r: call(r, x))
#
# then:
#
# jvp(call, (r, x), (dr, dx)) == jvp_call_res(x)(r, dr) + call(r, dx)
#
# In words: a possible strategy is to take the jvp of `call` with
# respect to residuals, and with linear arguments fixed, then add
# that to a custom-transpose call to `call` (i.e. what we already
# do below in the all-linear argument case).
if any(type(t) is not Zero for t in res_ts_in):
raise NotImplementedError(
'JVP of custom transpose with respect to non-symbolic-zero residuals')
ps_out = prim.bind(call, *ps_in, **params)
lin_ts_in = map(instantiate_zeros, lin_ts_in)
ts_out = prim.bind(call, *res_ps_in, *lin_ts_in, **params)
return map(partial(JVPTracer, self), ps_out, ts_out)
def join(self, xt, yt):
xz, yz = type(xt) is Zero, type(yt) is Zero
if xz == yz:
return xt, yt
elif yz and not xz:
return xt, zeros_like_jaxval(xt)
elif xz and not yz:
return zeros_like_jaxval(yt), yt
else:
raise TypeError((xt, yt))
class JVPTracer(Tracer):
__slots__ = ['primal', 'tangent']
def __init__(self, trace, primal, tangent):
if config.enable_checks.value:
_primal_tangent_shapes_match(primal, tangent)
self._trace = trace
self.primal = primal
self.tangent = tangent
@property
def aval(self):
# TODO(dougalm): add epsilon ball
return get_aval(self.primal)
def full_lower(self):
if type(self.tangent) is Zero:
return core.full_lower(self.primal)
else:
return self
def _primal_tangent_shapes_match(primal, tangent):
if type(tangent) is not Zero:
primal_aval = raise_to_shaped(get_aval(primal), weak_type=False)
tangent_aval = raise_to_shaped(get_aval(tangent), weak_type=False)
assert core.definitely_equal_shape(primal_aval.shape, tangent_aval.shape)
expected_tangent_dtype = core.primal_dtype_to_tangent_dtype(primal_aval.dtype)
assert expected_tangent_dtype == tangent_aval.dtype, (expected_tangent_dtype, tangent_aval.dtype)
call_param_updaters: dict[core.Primitive, Callable] = {}
call_transpose_param_updaters: dict[core.Primitive, Callable] = {}
# -------------------- Primitives --------------------
primitive_jvps : dict[core.Primitive, Callable] = {}
primitive_transposes: dict[core.Primitive, Callable] = {}
# transpose rules that internally perform reductions over the given named axes
reducing_transposes: dict[core.Primitive, Callable] = {}
def deflinear(primitive, transpose_rule):
primitive_jvps[primitive] = partial(linear_jvp, primitive)
primitive_transposes[primitive] = partial(linear_transpose, transpose_rule)
def linear_jvp(primitive, primals, tangents, **params):
val_out = primitive.bind(*primals, **params)
if all(type(tangent) is Zero for tangent in tangents):
if primitive.multiple_results:
return val_out, map(Zero.from_value, val_out)
return val_out, Zero.from_value(val_out)
else:
tangents = map(instantiate_zeros, tangents)
return val_out, primitive.bind(*tangents, **params)
def linear_transpose(transpose_rule, cotangent, *args, **kwargs):
return Zero if type(cotangent) is Zero else transpose_rule(cotangent, **kwargs)
def deflinear2(primitive, transpose_rule):
primitive_jvps[primitive] = partial(linear_jvp, primitive)
primitive_transposes[primitive] = partial(linear_transpose2, transpose_rule)
def linear_transpose2(transpose_rule, cotangent, *args, **kwargs):
return Zero if type(cotangent) is Zero else transpose_rule(cotangent, *args, **kwargs)
def defjvp(primitive, *jvprules):
assert isinstance(primitive, Primitive)
assert not primitive.multiple_results
primitive_jvps[primitive] = partial(standard_jvp, jvprules, primitive)
def standard_jvp(jvprules, primitive, primals, tangents, **params):
val_out = primitive.bind(*primals, **params)
tangents_out = [rule(t, *primals, **params) for rule, t in zip(jvprules, tangents)
if rule is not None and type(t) is not Zero]
return val_out, functools.reduce(add_tangents, tangents_out, Zero.from_value(val_out))
def defjvp2(primitive, *jvprules):
assert isinstance(primitive, Primitive)
assert not primitive.multiple_results
primitive_jvps[primitive] = partial(standard_jvp2, jvprules, primitive)
def standard_jvp2(jvprules, primitive, primals, tangents, **params):
val_out = primitive.bind(*primals, **params)
tangents_out = (rule(t, val_out, *primals, **params) for rule, t in zip(jvprules, tangents)
if rule is not None and type(t) is not Zero)
tangents_out = list(tangents_out)
return val_out, functools.reduce(add_tangents, tangents_out, Zero.from_value(val_out))
def add_tangents(x, y):
if type(x) is Zero:
return y
elif type(y) is Zero:
return x
else:
return add_jaxvals(x, y)
def defbilinear(prim, lhs_rule, rhs_rule):
assert isinstance(prim, Primitive)
lhs_jvp = lambda g, x, y, **kwargs: prim.bind(g, y, **kwargs)
rhs_jvp = lambda g, x, y, **kwargs: prim.bind(x, g, **kwargs)
defjvp(prim, lhs_jvp, rhs_jvp)
primitive_transposes[prim] = partial(bilinear_transpose, lhs_rule, rhs_rule)
def bilinear_transpose(lhs_rule, rhs_rule, cotangent, x, y, **kwargs):
assert is_undefined_primal(x) ^ is_undefined_primal(y)
if type(cotangent) is Zero:
return Zero
if is_undefined_primal(x):
out = lhs_rule(cotangent, x, y, **kwargs)
return Zero if out is Zero else (out, None)
else:
out = rhs_rule(cotangent, x, y, **kwargs)
return Zero if out is Zero else (None, out)
def defjvp_zero(primitive):
assert isinstance(primitive, Primitive)
primitive_jvps[primitive] = partial(zero_jvp, primitive)
def zero_jvp(primitive, primals, tangents, **params):
r = primitive.bind(*primals, **params)
return r, Zero.from_value(r)
deflinear2(zeros_like_p, lambda t, _: [Zero.from_value(t)])
deflinear2(add_jaxvals_p, lambda t, *args: (t, t))
def instantiate_zeros(tangent):
return zeros_like_aval(tangent.aval) if type(tangent) is Zero else tangent
@lu.transformation_with_aux
def traceable(in_tree, *primals_and_tangents):
primals, tangents = tree_unflatten(in_tree, primals_and_tangents)
tangents = [Zero(get_aval(p).at_least_vspace()) if t is None else t
for p, t in zip(primals, tangents)]
primals_out, tangents_out = yield (primals, tangents), {}
tangents_out = [None if type(t) is Zero else t for t in tangents_out]
out_flat, out_tree = tree_flatten((primals_out, tangents_out))
yield out_flat, out_tree
def call_transpose(primitive, params, call_jaxpr, args, ct, _, reduce_axes):
if isinstance(call_jaxpr, core.ClosedJaxpr):
call_jaxpr, consts = call_jaxpr.jaxpr, call_jaxpr.consts
else:
consts = ()
all_args, in_tree_def = tree_flatten((consts, args, ct))
fun = lu.hashable_partial(lu.wrap_init(backward_pass), call_jaxpr,
reduce_axes, False)
fun, out_tree = flatten_fun_nokwargs(fun, in_tree_def)
update_params = call_transpose_param_updaters.get(primitive)
if update_params:
params = update_params(params, map(is_undefined_primal, args),
[type(x) is not Zero for x in ct])
if config.dynamic_shapes.value:
# TODO(mattjj,dougalm): handle consts, for now assume just args
which_lin = [is_undefined_primal(x) for x in args]
res_invars, _ = partition_list(which_lin, call_jaxpr.invars)
new_invars = [*res_invars, *call_jaxpr.outvars]
dbidx_map = {v: core.DBIdx(i) for i, v in enumerate(new_invars)}
in_type = [(v.aval.update(shape=tuple(dbidx_map.get(d, d) for d in v.aval.shape))
if type(v.aval) is core.DShapedArray else v.aval, True) for v in new_invars]
fun = lu.annotate(fun, tuple(in_type))
out_flat = primitive.bind(fun, *all_args, **params)
return tree_unflatten(out_tree(), out_flat)
primitive_transposes[core.call_p] = partial(call_transpose, call_p)
def _closed_call_transpose(params, jaxpr, args, ct, cts_in_avals, reduce_axes):
jaxpr_, consts = jaxpr.jaxpr, jaxpr.consts
jaxpr_ = pe.convert_constvars_jaxpr(jaxpr_)
return call_transpose(core.closed_call_p, params, jaxpr_, (*consts, *args),
ct, cts_in_avals, reduce_axes)
primitive_transposes[core.closed_call_p] = _closed_call_transpose
@lu.transformation_with_aux
def nonzero_outputs(*args, **kwargs):
results = yield args, kwargs
yield results, [type(r) is not Zero for r in results]
def map_transpose(primitive, params, call_jaxpr, args, ct, _, reduce_axes):
all_args, in_tree_def = tree_flatten(((), args, ct)) # empty consts
fun = lu.hashable_partial(lu.wrap_init(backward_pass), call_jaxpr, reduce_axes, False)
fun, nz_arg_cts = nonzero_outputs(fun)
fun, out_tree = flatten_fun_nokwargs(fun, in_tree_def)
# Preserve axis for primal arguments, skip tangents (represented as undefined primals).
in_axes, out_axes = params['in_axes'], params['out_axes']
new_in_axes = (*[axis for axis, x in zip(in_axes, args)
if not is_undefined_primal(x)],
*[axis for axis, x in zip(out_axes, ct)
if type(x) is not Zero])
# The interim strategy we use below (until avals-with-names) only works
# when all outputs are mapped.
assert all(out_axis is not None for out_axis in out_axes), out_axes
# NOTE: This assumes that the output cotangents being zero is a deterministic
# function of which input cotangents were zero.
@as_hashable_function(closure=(in_axes, tuple(type(c) is Zero for c in ct)))
def out_axes_thunk():
return tuple(axis or 0 for axis, nz in zip(in_axes, nz_arg_cts()) if nz)
new_params = dict(params, name=wrap_name(params['name'], 'transpose'),
in_axes=new_in_axes, out_axes_thunk=out_axes_thunk)
del new_params['out_axes']
update_params = call_transpose_param_updaters.get(primitive)
if update_params:
new_params = update_params(new_params, map(is_undefined_primal, args),
[type(x) is not Zero for x in ct])
out_flat = primitive.bind(fun, *all_args, **new_params)
arg_cts = tree_unflatten(out_tree(), out_flat)
# The freevars are being fanned out (not mapped). During transpose the
# dual of fan-out is fan-in-sum. We apply it to the unmapped invars.
assert len(in_axes) == len(arg_cts)
def unmap_zero(zero, in_axis):
return (zero if in_axis is None else
Zero(core.unmapped_aval(params['axis_size'], params['axis_name'], in_axis, zero.aval)))
arg_cts = (unmap_zero(arg_ct, in_axis) if type(arg_ct) is Zero else
arg_ct if in_axis is not None else
arg_ct.sum(0)
for arg_ct, in_axis in zip(arg_cts, in_axes))
return tuple(arg_cts)
def jvp_jaxpr(jaxpr: core.ClosedJaxpr, nonzeros: Sequence[bool],
instantiate: bool | Sequence[bool]
) -> tuple[core.ClosedJaxpr, list[bool]]:
if type(instantiate) is bool:
instantiate = (instantiate,) * len(jaxpr.out_avals)
return _jvp_jaxpr(jaxpr, tuple(nonzeros), tuple(instantiate))
@weakref_lru_cache
def _jvp_jaxpr(jaxpr, nonzeros, instantiate):
assert len(jaxpr.in_avals) == len(nonzeros)
f = lu.wrap_init(core.jaxpr_as_fun(jaxpr))
f_jvp, out_nonzeros = f_jvp_traceable(jvp(f, instantiate=instantiate, transform_stack=False),
nonzeros)
tangent_avals = [aval for aval, nz in zip(jaxpr.in_avals, nonzeros) if nz]
avals_in = list(it.chain(jaxpr.in_avals, tangent_avals))
jaxpr_out, avals_out, literals_out = pe.trace_to_jaxpr_dynamic(f_jvp, avals_in)
return core.ClosedJaxpr(jaxpr_out, literals_out), out_nonzeros()
@lu.transformation_with_aux
def f_jvp_traceable(nonzeros, *primals_and_nztangents):
num_primals = len(nonzeros)
primals = list(primals_and_nztangents[:num_primals])
nonzero_tangents = iter(primals_and_nztangents[num_primals:])
tangents = [next(nonzero_tangents) if nz else Zero.from_value(p)
for p, nz in zip(primals, nonzeros)]
primals_out, tangents_out = yield (primals, tangents), {}
out_nonzeros = [type(t) is not Zero for t in tangents_out]
nonzero_tangents_out = [t for t in tangents_out if type(t) is not Zero]
yield list(primals_out) + nonzero_tangents_out, out_nonzeros
def rearrange_binders(jaxpr: core.ClosedJaxpr, primals_in, tangents_in, primals_out, tangents_out):
new_invars = _perm(primals_in, tangents_in, jaxpr.jaxpr.invars)
new_outvars = _perm(primals_out, tangents_out, jaxpr.jaxpr.outvars)
new_jaxpr = core.Jaxpr(jaxpr.jaxpr.constvars,
new_invars, new_outvars, jaxpr.jaxpr.eqns,
jaxpr.jaxpr.effects)
return core.ClosedJaxpr(new_jaxpr, jaxpr.consts)
def _perm(primal_counts, tangent_counts, lst):
n = sum(primal_counts)
primals, tangents = lst[:n], lst[n:]
primal_groups = split_list(primals, primal_counts[:-1])
tangent_groups = split_list(tangents, tangent_counts[:-1])
return _interleave(primal_groups, tangent_groups)
def _interleave(xs, ys):
assert len(xs) == len(ys)
return [e for pair in zip(xs, ys) for l in pair for e in l]
custom_lin_p: core.Primitive = core.Primitive('custom_lin')
custom_lin_p.def_abstract_eval(lambda *_, out_avals, **__: out_avals)
custom_lin_p.multiple_results = True
def raise_custom_vjp_error_on_jvp(*_, **__):
raise TypeError("can't apply forward-mode autodiff (jvp) to a custom_vjp "
"function.")
custom_lin_p.def_impl(raise_custom_vjp_error_on_jvp)
def _custom_lin_transpose(cts_out, *invals, num_res, bwd, out_avals,
symbolic_zeros):
res, _ = split_list(invals, [num_res])
if symbolic_zeros:
cts_out = map(replace_internal_symbolic_zeros, cts_out)
else:
cts_out = map(instantiate_zeros, cts_out)
cts_in = bwd(*res, *cts_out)
cts_in = map(replace_rule_output_symbolic_zeros, cts_in)
return [None] * num_res + list(cts_in)
primitive_transposes[custom_lin_p] = _custom_lin_transpose
class CustomJVPException(Exception):
def __init__(self):
# TODO(mattjj): track source provenance on AD tracers, improve error
msg = ("Detected differentiation of a custom_jvp function with respect to "
"a closed-over value. That isn't supported because the custom JVP "
"rule only specifies how to differentiate the custom_jvp function "
"with respect to explicit input parameters. Try passing the "
"closed-over value into the custom_jvp function as an argument, and "
"adapting the custom_jvp rule.")
super().__init__(msg)
class CustomVJPException(Exception):
def __init__(self):
# TODO(mattjj): track source provenance on AD tracers, improve error
msg = ("Detected differentiation of a custom_vjp function with respect to "
"a closed-over value. That isn't supported because the custom VJP "
"rule only specifies how to differentiate the custom_vjp function "
"with respect to explicit input parameters. Try passing the "
"closed-over value into the custom_vjp function as an argument, and "
"adapting the custom_vjp fwd and bwd rules.")
super().__init__(msg)