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Better HVP in reverse over forward #494

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Sep 24, 2024
Merged

Better HVP in reverse over forward #494

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55 changes: 30 additions & 25 deletions DifferentiationInterface/src/second_order/hvp.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -50,7 +50,10 @@ struct ForwardOverReverseHVPPrep{G,E<:PushforwardPrep} <: HVPPrep
outer_pushforward_prep::E
end

struct ReverseOverForwardHVPPrep <: HVPPrep end
struct ReverseOverForwardHVPPrep{P,E} <: HVPPrep
inner_pushforward::P
outer_gradient_prep::E
end

struct ReverseOverReverseHVPPrep{G,E<:PullbackPrep} <: HVPPrep
inner_gradient::G
Expand Down Expand Up @@ -111,9 +114,19 @@ function _prepare_hvp_aux(
tx::Tangents,
contexts::Vararg{Context,C},
) where {F,C}
rewrap = Rewrap(contexts...)
# gradient of pushforward
# uses dx in the closure so it can't be prepared
return ReverseOverForwardHVPPrep()
function inner_pushforward(_x, _dx, unannotated_contexts...)
annotated_contexts = rewrap(unannotated_contexts...)
ty = pushforward(
f, nested(inner(backend)), _x, Tangents(_dx), annotated_contexts...
)
return only(ty)
end
outer_gradient_prep = prepare_gradient(
inner_pushforward, outer(backend), x, contexts...
)
return ReverseOverForwardHVPPrep(inner_pushforward, outer_gradient_prep)
end

function _prepare_hvp_aux(
Expand Down Expand Up @@ -168,23 +181,15 @@ end

function hvp(
f::F,
::ReverseOverForwardHVPPrep,
prep::ReverseOverForwardHVPPrep,
backend::AbstractADType,
x,
tx::Tangents,
contexts::Vararg{Context,C},
) where {F,C}
rewrap = Rewrap(contexts...)
@compat (; inner_pushforward, outer_gradient_prep) = prep
tg = map(tx) do dx
function inner_pushforward(_x, unannotated_contexts...)
annotated_contexts = rewrap(unannotated_contexts...)
return only(
pushforward(
f, nested(inner(backend)), _x, Tangents(dx), annotated_contexts...
),
)
end
gradient(only ∘ inner_pushforward, outer(backend), x, contexts...)
gradient(inner_pushforward, outer(backend), x, Constant(dx), contexts...)
end
return tg
end
Expand Down Expand Up @@ -234,23 +239,23 @@ end
function hvp!(
f::F,
tg::Tangents,
::ReverseOverForwardHVPPrep,
prep::ReverseOverForwardHVPPrep,
backend::AbstractADType,
x,
tx::Tangents,
contexts::Vararg{Context,C},
) where {F,C}
rewrap = Rewrap(contexts...)
@compat (; inner_pushforward, outer_gradient_prep) = prep
for b in eachindex(tx.d, tg.d)
function inner_pushforward(_x, unannotated_contexts...)
annotated_contexts = rewrap(unannotated_contexts...)
return only(
pushforward(
f, nested(inner(backend)), _x, Tangents(tx.d[b]), annotated_contexts...
),
)
end
gradient!(only ∘ inner_pushforward, tg.d[b], outer(backend), x, contexts...)
gradient!(
inner_pushforward,
tg.d[b],
outer_gradient_prep,
outer(backend),
x,
Constant(tx.d[b]),
contexts...,
)
end
return tg
end
Expand Down
18 changes: 18 additions & 0 deletions DifferentiationInterface/test/Misc/FromPrimitive/test.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,17 @@ fromprimitive_backends = [ #
AutoReverseFromPrimitive(AutoForwardDiff(; chunksize=5)),
]

fromprimitive_secondorder_backends = [ #
SecondOrder(
AutoForwardFromPrimitive(AutoForwardDiff(; chunksize=5)),
AutoReverseFromPrimitive(AutoForwardDiff(; chunksize=5)),
),
SecondOrder(
AutoReverseFromPrimitive(AutoForwardDiff(; chunksize=5)),
AutoForwardFromPrimitive(AutoForwardDiff(; chunksize=5)),
),
]

for backend in vcat(fromprimitive_backends)
@test check_available(backend)
@test check_inplace(backend)
Expand All @@ -19,3 +30,10 @@ end
test_differentiation(
fromprimitive_backends, default_scenarios(; include_constantified=true); logging=LOGGING
);

test_differentiation(
fromprimitive_secondorder_backends,
default_scenarios(; include_constantified=true);
first_order=false,
logging=LOGGING,
);
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