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Merge remote-tracking branch 'origin/main' into gd/forward_mooncake
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‎DifferentiationInterface/docs/src/explanation/backends.md‎

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@@ -97,7 +97,7 @@ In general, using a forward outer backend over a reverse inner backend will yiel
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The wrapper [`DifferentiateWith`](@ref) allows you to switch between backends.
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It takes a function `f` and specifies that `f` should be differentiated with the substitute backend of your choice, instead of whatever true backend the surrounding code is trying to use.
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In other words, when someone tries to differentiate `dw = DifferentiateWith(f, substitute_backend)` with `true_backend`, then `substitute_backend` steps in and `true_backend` does not dive into the function `f` itself.
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At the moment, `DifferentiateWith` only works when `true_backend` is either [ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl) or a [ChainRules.jl](https://github.com/JuliaDiff/ChainRules.jl)-compatible backend.
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At the moment, `DifferentiateWith` only works when `true_backend` is either [ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl), [Mooncake.jl](https://github.com/chalk-lab/Mooncake.jl), or a [ChainRules.jl](https://github.com/JuliaDiff/ChainRules.jl)-compatible backend (e.g., [Zygote.jl](https://github.com/FluxML/Zygote.jl)).
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## Implementations
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‎DifferentiationInterface/docs/src/faq/differentiability.md‎

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@@ -111,4 +111,5 @@ There are, however, translation utilities:
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### Backend switch
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Also note the existence of [`DifferentiationInterface.DifferentiateWith`](@ref), which allows the user to wrap a function that should be differentiated with a specific backend.
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Right now it only targets ForwardDiff.jl and ChainRulesCore.jl, but PRs are welcome to define Enzyme.jl and Mooncake.jl rules for this object.
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Right now, it only targets [ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl), [Mooncake.jl](), [ChainRules.jl](https://juliadiff.org/ChainRulesCore.jl/stable/)-compatible backends (e.g., [Zygote.jl](https://github.com/FluxML/Zygote.jl)), but PRs are welcome to define Enzyme.jl rules for this object.

‎DifferentiationInterface/ext/DifferentiationInterfaceChainRulesCoreExt/differentiate_with.jl‎

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@@ -1,7 +1,7 @@
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function ChainRulesCore.rrule(dw::DI.DifferentiateWith, x)
22
(; f, backend) = dw
33
y = f(x)
4-
prep_same = DI.prepare_pullback_same_point_nokwarg(Val(true), f, backend, x, (y,))
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prep_same = DI.prepare_pullback_same_point_nokwarg(Val(false), f, backend, x, (y,))
55
function pullbackfunc(dy)
66
tx = DI.pullback(f, prep_same, backend, x, (dy,))
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return (NoTangent(), only(tx))

‎DifferentiationInterface/ext/DifferentiationInterfaceMooncakeExt/DifferentiationInterfaceMooncakeExt.jl‎

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@@ -3,6 +3,7 @@ module DifferentiationInterfaceMooncakeExt
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using ADTypes: ADTypes, AutoMooncake, AutoMooncakeForward
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import DifferentiationInterface as DI
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using Mooncake:
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Mooncake,
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CoDual,
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Config,
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Dual,
@@ -17,6 +18,16 @@ using Mooncake:
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value_and_pullback!!,
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zero_dual,
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zero_tangent,
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rdata_type,
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fdata,
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rdata,
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tangent_type,
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NoTangent,
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@is_primitive,
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zero_fcodual,
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MinimalCtx,
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NoRData,
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primal,
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_copy_output,
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_copy_to_output!!
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@@ -31,5 +42,6 @@ include("onearg.jl")
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include("twoarg.jl")
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include("forward_onearg.jl")
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include("forward_twoarg.jl")
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include("differentiate_with.jl")
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end

‎DifferentiationInterface/ext/DifferentiationInterfaceMooncakeExt/differentiate_with.jl‎

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@@ -0,0 +1,84 @@
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@is_primitive MinimalCtx Tuple{DI.DifferentiateWith,<:Any}
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struct MooncakeDifferentiateWithError <: Exception
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F::Type
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X::Type
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Y::Type
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function MooncakeDifferentiateWithError(::F, ::X, ::Y) where {F,X,Y}
8+
return new(F, X, Y)
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end
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end
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12+
function Base.showerror(io::IO, e::MooncakeDifferentiateWithError)
13+
return print(
14+
io,
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"MooncakeDifferentiateWithError: For the function type $(e.F) and input type $(e.X), the output type $(e.Y) is currently not supported.",
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)
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end
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function Mooncake.rrule!!(dw::CoDual{<:DI.DifferentiateWith}, x::CoDual{<:Number})
20+
primal_func = primal(dw)
21+
primal_x = primal(x)
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(; f, backend) = primal_func
23+
y = zero_fcodual(f(primal_x))
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25+
# output is a vector, so we need to use the vector pullback
26+
function pullback_array!!(dy::NoRData)
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tx = DI.pullback(f, backend, primal_x, (y.dx,))
28+
@assert rdata(only(tx)) isa rdata_type(tangent_type(typeof(primal_x)))
29+
return NoRData(), rdata(only(tx))
30+
end
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32+
# output is a scalar, so we can use the scalar pullback
33+
function pullback_scalar!!(dy::Number)
34+
tx = DI.pullback(f, backend, primal_x, (dy,))
35+
@assert rdata(only(tx)) isa rdata_type(tangent_type(typeof(primal_x)))
36+
return NoRData(), rdata(only(tx))
37+
end
38+
39+
pullback = if primal(y) isa Number
40+
pullback_scalar!!
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elseif primal(y) isa AbstractArray
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pullback_array!!
43+
else
44+
throw(MooncakeDifferentiateWithError(primal_func, primal_x, primal(y)))
45+
end
46+
47+
return y, pullback
48+
end
49+
50+
function Mooncake.rrule!!(
51+
dw::CoDual{<:DI.DifferentiateWith}, x::CoDual{<:AbstractArray{<:Number}}
52+
)
53+
primal_func = primal(dw)
54+
primal_x = primal(x)
55+
fdata_arg = x.dx
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(; f, backend) = primal_func
57+
y = zero_fcodual(f(primal_x))
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59+
# output is a vector, so we need to use the vector pullback
60+
function pullback_array!!(dy::NoRData)
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tx = DI.pullback(f, backend, primal_x, (y.dx,))
62+
@assert rdata(first(only(tx))) isa rdata_type(tangent_type(typeof(first(primal_x))))
63+
fdata_arg .+= only(tx)
64+
return NoRData(), dy
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end
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67+
# output is a scalar, so we can use the scalar pullback
68+
function pullback_scalar!!(dy::Number)
69+
tx = DI.pullback(f, backend, primal_x, (dy,))
70+
@assert rdata(first(only(tx))) isa rdata_type(tangent_type(typeof(first(primal_x))))
71+
fdata_arg .+= only(tx)
72+
return NoRData(), NoRData()
73+
end
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75+
pullback = if primal(y) isa Number
76+
pullback_scalar!!
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elseif primal(y) isa AbstractArray
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pullback_array!!
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else
80+
throw(MooncakeDifferentiateWithError(primal_func, primal_x, primal(y)))
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end
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83+
return y, pullback
84+
end

‎DifferentiationInterface/src/misc/differentiate_with.jl‎

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Original file line numberDiff line numberDiff line change
@@ -13,9 +13,13 @@ Moreover, any larger algorithm `alg` that calls `f2` instead of `f` will also be
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!!! warning
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`DifferentiateWith` only supports out-of-place functions `y = f(x)` without additional context arguments.
16-
It only makes these functions differentiable if the true backend is either [ForwardDiff](https://github.com/JuliaDiff/ForwardDiff.jl) or automatically importing rules from [ChainRules](https://github.com/JuliaDiff/ChainRules.jl) (e.g. [Zygote](https://github.com/FluxML/Zygote.jl)). Some backends are also able to [manually import rules](https://juliadiff.org/ChainRulesCore.jl/stable/#Packages-supporting-importing-rules-from-ChainRules.) from ChainRules.
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It only makes these functions differentiable if the true backend is either [ForwardDiff](https://github.com/JuliaDiff/ForwardDiff.jl), [Mooncake](https://github.com/chalk-lab/Mooncake.jl) or automatically importing rules from [ChainRules](https://github.com/JuliaDiff/ChainRules.jl) (e.g. [Zygote](https://github.com/FluxML/Zygote.jl)). Some backends are also able to [manually import rules](https://juliadiff.org/ChainRulesCore.jl/stable/#Packages-supporting-importing-rules-from-ChainRules.) from ChainRules.
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For any other true backend, the differentiation behavior is not altered by `DifferentiateWith` (it becomes a transparent wrapper).
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!!! warning
20+
When using `DifferentiateWith(f, AutoSomething())`, the function `f` must not close over any active data.
21+
As of now, we cannot differentiate with respect to parameters stored inside `f`.
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# Fields
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- `f`: the function in question, with signature `f(x)`

‎DifferentiationInterface/test/Back/DifferentiateWith/test.jl‎

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Original file line numberDiff line numberDiff line change
@@ -1,29 +1,106 @@
11
using Pkg
2-
Pkg.add(["FiniteDiff", "ForwardDiff", "Zygote"])
2+
Pkg.add(["ChainRulesTestUtils", "FiniteDiff", "ForwardDiff", "Zygote", "Mooncake"])
33

4+
using ChainRulesTestUtils: ChainRulesTestUtils
45
using DifferentiationInterface, DifferentiationInterfaceTest
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import DifferentiationInterfaceTest as DIT
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using FiniteDiff: FiniteDiff
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using ForwardDiff: ForwardDiff
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using Zygote: Zygote
10+
using Mooncake: Mooncake
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using StableRNGs
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using Test
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1114
LOGGING = get(ENV, "CI", "false") == "false"
1215

16+
struct ADBreaker{F}
17+
f::F
18+
end
19+
20+
function (adb::ADBreaker)(x::Number)
21+
copyto!(Float64[0], x) # break ForwardDiff and Zygote
22+
return adb.f(x)
23+
end
24+
25+
function (adb::ADBreaker)(x::AbstractArray)
26+
copyto!(similar(x, Float64), x) # break ForwardDiff and Zygote
27+
return adb.f(x)
28+
end
29+
1330
function differentiatewith_scenarios()
14-
bad_scens = # these closurified scenarios have mutation and type constraints
15-
filter(default_scenarios(; include_normal=false, include_closurified=true)) do scen
16-
DIT.function_place(scen) == :out
17-
end
31+
outofplace_scens = filter(DIT.default_scenarios()) do scen
32+
DIT.function_place(scen) == :out
33+
end
34+
# with bad_scens, everything would break
35+
bad_scens = map(outofplace_scens) do scen
36+
DIT.change_function(scen, ADBreaker(scen.f))
37+
end
38+
# with good_scens, everything is fixed
1839
good_scens = map(bad_scens) do scen
1940
DIT.change_function(scen, DifferentiateWith(scen.f, AutoFiniteDiff()))
2041
end
2142
return good_scens
2243
end
2344

2445
test_differentiation(
25-
[AutoForwardDiff(), AutoZygote()],
46+
[AutoForwardDiff(), AutoZygote(), AutoMooncake(; config=nothing)],
2647
differentiatewith_scenarios();
2748
excluded=SECOND_ORDER,
2849
logging=LOGGING,
50+
testset_name="DI tests",
2951
)
52+
53+
@testset "ChainRules tests" begin
54+
@testset for scen in filter(differentiatewith_scenarios()) do scen
55+
DIT.operator(scen) == :pullback
56+
end
57+
ChainRulesTestUtils.test_rrule(scen.f, scen.x; rtol=1e-4)
58+
end
59+
end;
60+
61+
@testset "Mooncake tests" begin
62+
@testset for scen in filter(differentiatewith_scenarios()) do scen
63+
DIT.operator(scen) == :pullback
64+
end
65+
Mooncake.TestUtils.test_rule(StableRNG(0), scen.f, scen.x; is_primitive=true)
66+
end
67+
end;
68+
69+
@testset "Mooncake errors" begin
70+
MooncakeDifferentiateWithError =
71+
Base.get_extension(DifferentiationInterface, :DifferentiationInterfaceMooncakeExt).MooncakeDifferentiateWithError
72+
73+
e = MooncakeDifferentiateWithError(identity, 1.0, 2.0)
74+
@test sprint(showerror, e) ==
75+
"MooncakeDifferentiateWithError: For the function type typeof(identity) and input type Float64, the output type Float64 is currently not supported."
76+
77+
f_num2tup(x::Number) = (x,)
78+
f_vec2tup(x::Vector) = (first(x),)
79+
f_tup2num(x::Tuple{<:Number}) = only(x)
80+
f_tup2vec(x::Tuple{<:Number}) = [only(x)]
81+
82+
@test_throws MooncakeDifferentiateWithError pullback(
83+
DifferentiateWith(f_num2tup, AutoFiniteDiff()),
84+
AutoMooncake(; config=nothing),
85+
1.0,
86+
((2.0,),),
87+
)
88+
@test_throws MooncakeDifferentiateWithError pullback(
89+
DifferentiateWith(f_vec2tup, AutoFiniteDiff()),
90+
AutoMooncake(; config=nothing),
91+
[1.0],
92+
((2.0,),),
93+
)
94+
@test_throws MethodError pullback(
95+
DifferentiateWith(f_tup2num, AutoFiniteDiff()),
96+
AutoMooncake(; config=nothing),
97+
(1.0,),
98+
(2.0,),
99+
)
100+
@test_throws MethodError pullback(
101+
DifferentiateWith(f_tup2vec, AutoFiniteDiff()),
102+
AutoMooncake(; config=nothing),
103+
(1.0,),
104+
([2.0],),
105+
)
106+
end

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