fix: improve ForwardDiff tagging for HVP (#596)

* Improve ForwardDiff tagging

* Remove tag unwrapping for FixTail

* Cov

* Bump DI

Author: gdalle

DifferentiationInterface/Project.toml

@@ -1,7 +1,7 @@
 name = "DifferentiationInterface"
 uuid = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63"
 authors = ["Guillaume Dalle", "Adrian Hill"]
-version = "0.6.17"
+version = "0.6.18"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

DifferentiationInterface/ext/DifferentiationInterfaceForwardDiffExt/DifferentiationInterfaceForwardDiffExt.jl

@@ -7,7 +7,9 @@ using DifferentiationInterface:
     BatchSizeSettings,
     Cache,
     Constant,
+    PrepContext,
     Context,
+    FixTail,
     DerivativePrep,
     DifferentiateWith,
     GradientPrep,
@@ -21,6 +23,7 @@ using DifferentiationInterface:
     SecondOrder,
     inner,
     outer,
+    shuffled_gradient,
     unwrap,
     with_contexts
 import ForwardDiff.DiffResults as DR

DifferentiationInterface/ext/DifferentiationInterfaceForwardDiffExt/secondorder.jl

@@ -1,23 +1,6 @@
-struct ForwardDiffOverSomethingHVPWrapper{F}
-    f::F
-end
-
-"""
-    tag_backend_hvp(f, ::AutoForwardDiff, x)
-
-Return a new `AutoForwardDiff` backend with a fixed tag linked to `f`, so that we know how to prepare the inner gradient of the HVP without depending on what that gradient closure looks like.
-"""
-tag_backend_hvp(f, backend::AutoForwardDiff, x) = backend
-
-function tag_backend_hvp(f::F, ::AutoForwardDiff{chunksize,Nothing}, x) where {F,chunksize}
-    tag = ForwardDiff.Tag(ForwardDiffOverSomethingHVPWrapper(f), eltype(x))
-    return AutoForwardDiff{chunksize,typeof(tag)}(tag)
-end
-
-struct ForwardDiffOverSomethingHVPPrep{B<:AutoForwardDiff,G,E<:PushforwardPrep} <: HVPPrep
-    tagged_outer_backend::B
-    inner_gradient::G
-    outer_pushforward_prep::E
+struct ForwardDiffOverSomethingHVPPrep{E1<:GradientPrep,E2<:PushforwardPrep} <: HVPPrep
+    inner_gradient_prep::E1
+    outer_pushforward_prep::E2
 end
 
 function DI.prepare_hvp(
@@ -27,65 +10,94 @@ function DI.prepare_hvp(
     tx::NTuple,
     contexts::Vararg{Context,C},
 ) where {F,C}
-    rewrap = Rewrap(contexts...)
-    tagged_outer_backend = tag_backend_hvp(f, outer(backend), x)
-    T = tag_type(f, tagged_outer_backend, x)
+    T = tag_type(shuffled_gradient, outer(backend), x)
     xdual = make_dual(T, x, tx)
-    gradient_prep = DI.prepare_gradient(f, inner(backend), xdual, contexts...)
-    # TODO: get rid of closure?
-    function inner_gradient(x, unannotated_contexts...)
-        annotated_contexts = rewrap(unannotated_contexts...)
-        return DI.gradient(f, gradient_prep, inner(backend), x, annotated_contexts...)
-    end
-    outer_pushforward_prep = DI.prepare_pushforward(
-        inner_gradient, tagged_outer_backend, x, tx, contexts...
+    inner_gradient_prep = DI.prepare_gradient(f, inner(backend), xdual, contexts...)
+    rewrap = Rewrap(contexts...)
+    new_contexts = (
+        Constant(f),
+        PrepContext(inner_gradient_prep),
+        Constant(inner(backend)),
+        Constant(rewrap),
+        contexts...,
     )
-    return ForwardDiffOverSomethingHVPPrep(
-        tagged_outer_backend, inner_gradient, outer_pushforward_prep
+    outer_pushforward_prep = DI.prepare_pushforward(
+        shuffled_gradient, outer(backend), x, tx, new_contexts...
     )
+    return ForwardDiffOverSomethingHVPPrep(inner_gradient_prep, outer_pushforward_prep)
 end
 
 function DI.hvp(
     f::F,
     prep::ForwardDiffOverSomethingHVPPrep,
-    ::SecondOrder{<:AutoForwardDiff},
+    backend::SecondOrder{<:AutoForwardDiff},
     x,
     tx::NTuple,
     contexts::Vararg{Context,C},
 ) where {F,C}
-    (; tagged_outer_backend, inner_gradient, outer_pushforward_prep) = prep
+    (; inner_gradient_prep, outer_pushforward_prep) = prep
+    rewrap = Rewrap(contexts...)
+    new_contexts = (
+        Constant(f),
+        PrepContext(inner_gradient_prep),
+        Constant(inner(backend)),
+        Constant(rewrap),
+        contexts...,
+    )
     return DI.pushforward(
-        inner_gradient, outer_pushforward_prep, tagged_outer_backend, x, tx, contexts...
+        shuffled_gradient, outer_pushforward_prep, outer(backend), x, tx, new_contexts...
     )
 end
 
 function DI.hvp!(
     f::F,
     tg::NTuple,
     prep::ForwardDiffOverSomethingHVPPrep,
-    ::SecondOrder{<:AutoForwardDiff},
+    backend::SecondOrder{<:AutoForwardDiff},
     x,
     tx::NTuple,
     contexts::Vararg{Context,C},
 ) where {F,C}
-    (; tagged_outer_backend, inner_gradient, outer_pushforward_prep) = prep
-    DI.pushforward!(
-        inner_gradient, tg, outer_pushforward_prep, tagged_outer_backend, x, tx, contexts...
+    (; inner_gradient_prep, outer_pushforward_prep) = prep
+    rewrap = Rewrap(contexts...)
+    new_contexts = (
+        Constant(f),
+        PrepContext(inner_gradient_prep),
+        Constant(inner(backend)),
+        Constant(rewrap),
+        contexts...,
+    )
+    return DI.pushforward!(
+        shuffled_gradient,
+        tg,
+        outer_pushforward_prep,
+        outer(backend),
+        x,
+        tx,
+        new_contexts...,
     )
     return tg
 end
 
 function DI.gradient_and_hvp(
     f::F,
     prep::ForwardDiffOverSomethingHVPPrep,
-    ::SecondOrder{<:AutoForwardDiff},
+    backend::SecondOrder{<:AutoForwardDiff},
     x,
     tx::NTuple,
     contexts::Vararg{Context,C},
 ) where {F,C}
-    (; tagged_outer_backend, inner_gradient, outer_pushforward_prep) = prep
+    (; inner_gradient_prep, outer_pushforward_prep) = prep
+    rewrap = Rewrap(contexts...)
+    new_contexts = (
+        Constant(f),
+        PrepContext(inner_gradient_prep),
+        Constant(inner(backend)),
+        Constant(rewrap),
+        contexts...,
+    )
     return DI.value_and_pushforward(
-        inner_gradient, outer_pushforward_prep, tagged_outer_backend, x, tx, contexts...
+        shuffled_gradient, outer_pushforward_prep, outer(backend), x, tx, new_contexts...
     )
 end
 
@@ -94,14 +106,28 @@ function DI.gradient_and_hvp!(
     grad,
     tg::NTuple,
     prep::ForwardDiffOverSomethingHVPPrep,
-    ::SecondOrder{<:AutoForwardDiff},
+    backend::SecondOrder{<:AutoForwardDiff},
     x,
     tx::NTuple,
     contexts::Vararg{Context,C},
 ) where {F,C}
-    (; tagged_outer_backend, inner_gradient, outer_pushforward_prep) = prep
+    (; inner_gradient_prep, outer_pushforward_prep) = prep
+    rewrap = Rewrap(contexts...)
+    new_contexts = (
+        Constant(f),
+        PrepContext(inner_gradient_prep),
+        Constant(inner(backend)),
+        Constant(rewrap),
+        contexts...,
+    )
     new_grad, _ = DI.value_and_pushforward!(
-        inner_gradient, tg, outer_pushforward_prep, tagged_outer_backend, x, tx, contexts...
+        shuffled_gradient,
+        tg,
+        outer_pushforward_prep,
+        outer(backend),
+        x,
+        tx,
+        new_contexts...,
     )
     return copyto!(grad, new_grad), tg
 end

DifferentiationInterface/ext/DifferentiationInterfaceForwardDiffExt/utils.jl

@@ -85,6 +85,7 @@ function mypartials!(::Type{T}, ty::NTuple{B}, ydual) where {T,B}
 end
 
 _translate(::Type{T}, ::Val{B}, c::Constant) where {T,B} = unwrap(c)
+_translate(::Type{T}, ::Val{B}, c::PrepContext) where {T,B} = unwrap(c)
 
 function _translate(::Type{T}, ::Val{B}, c::Cache) where {T,B}
     c0 = unwrap(c)

DifferentiationInterface/src/first_order/gradient.jl

@@ -128,3 +128,14 @@ function shuffled_gradient(
 ) where {F,C}
     return gradient(f, backend, x, rewrap(unannotated_contexts...)...)
 end
+
+function shuffled_gradient(
+    x,
+    f::F,
+    prep::GradientPrep,
+    backend::AbstractADType,
+    rewrap::Rewrap{C},
+    unannotated_contexts::Vararg{Any,C},
+) where {F,C}
+    return gradient(f, prep, backend, x, rewrap(unannotated_contexts...)...)
+end

DifferentiationInterface/src/utils/context.jl

@@ -74,6 +74,12 @@ unwrap(c::Cache) = c.data
 
 Base.:(==)(c1::Cache, c2::Cache) = c1.data == c2.data
 
+struct PrepContext{T<:Prep} <: Context
+    data::T
+end
+
+unwrap(c::PrepContext) = c.data
+
 struct Rewrap{C,T}
     context_makers::T
     function Rewrap(contexts::Vararg{Context,C}) where {C}