add HyperHessian definition (#146)

* add HyperHessian definition

ref JuliaDiff/DifferentiationInterface.jl#940

* add to docs

Author: KristofferC

docs/src/index.md

@@ -36,6 +36,7 @@ Taylor mode:
 ```@docs
 AutoGTPSA
 AutoTaylorDiff
+AutoHyperHessians
 ```
 
 ### Reverse mode

src/ADTypes.jl

@@ -36,6 +36,7 @@ export AutoChainRules,
     AutoFiniteDifferences,
     AutoForwardDiff,
     AutoGTPSA,
+    AutoHyperHessians,
     AutoModelingToolkit,
     AutoMooncake,
     AutoMooncakeForward,

src/dense.jl

@@ -562,6 +562,38 @@ struct AutoZygote <: AbstractADType end
 
 mode(::AutoZygote) = ReverseMode()
 
+"""
+    AutoHyperHessians{chunksize}
+
+Struct used to select the [HyperHessians.jl](https://github.com/KristofferC/HyperHessians.jl) backend for automatic differentiation.
+
+Defined by [ADTypes.jl](https://github.com/SciML/ADTypes.jl).
+
+# Constructors
+
+    AutoHyperHessians(; chunksize=nothing)
+
+# Type parameters
+
+  - `chunksize`: the preferred chunk size to evaluate several derivatives at once. If `nothing`, HyperHessians chooses automatically.
+"""
+struct AutoHyperHessians{chunksize} <: AbstractADType end
+
+function AutoHyperHessians(; chunksize::Union{Nothing, Int} = nothing)
+    if chunksize isa Int
+        chunksize > 0 || throw(ArgumentError("chunksize must be positive, got $chunksize"))
+    end
+    return AutoHyperHessians{chunksize}()
+end
+
+mode(::AutoHyperHessians) = ForwardMode()
+
+function Base.show(io::IO, ::AutoHyperHessians{chunksize}) where {chunksize}
+    print(io, AutoHyperHessians, "(")
+    chunksize !== nothing && print(io, "chunksize=", repr(chunksize; context = io))
+    return print(io, ")")
+end
+
 """
     NoAutoDiff
 

src/symbols.jl

@@ -24,8 +24,8 @@ Auto(package::Symbol, args...; kws...) = Auto(Val(package), args...; kws...)
 
 for backend in (
         :ChainRules, :Diffractor, :Enzyme, :Reactant, :FastDifferentiation,
-        :FiniteDiff, :FiniteDifferences, :ForwardDiff, :GTPSA, :Mooncake, :PolyesterForwardDiff,
-        :ReverseDiff, :Symbolics, :Tapir, :TaylorDiff, :Tracker, :Zygote,
+        :FiniteDiff, :FiniteDifferences, :ForwardDiff, :GTPSA, :HyperHessians, :Mooncake,
+        :PolyesterForwardDiff, :ReverseDiff, :Symbolics, :Tapir, :TaylorDiff, :Tracker, :Zygote,
     )
     @eval Auto(::Val{$(QuoteNode(backend))}, args...; kws...) = $(Symbol(:Auto, backend))(
         args...; kws...

test/dense.jl

@@ -160,6 +160,20 @@ end
     @test ad.descriptor == Val(:descriptor)
 end
 
+@testset "AutoHyperHessians" begin
+    ad = AutoHyperHessians()
+    @test ad isa AbstractADType
+    @test ad isa AutoHyperHessians{nothing}
+    @test mode(ad) isa ForwardMode
+
+    ad = AutoHyperHessians(; chunksize = 8)
+    @test ad isa AbstractADType
+    @test ad isa AutoHyperHessians{8}
+    @test mode(ad) isa ForwardMode
+
+    @test_throws ArgumentError AutoHyperHessians(; chunksize = -1)
+end
+
 @testset "AutoMooncake" begin
     ad = AutoMooncake(; config = :config)
     @test ad isa AbstractADType

test/runtests.jl

@@ -46,6 +46,7 @@ function every_ad()
         AutoFiniteDifferences(; fdm = :fdm),
         AutoForwardDiff(),
         AutoGTPSA(),
+        AutoHyperHessians(),
         AutoPolyesterForwardDiff(),
         AutoReverseDiff(),
         AutoSymbolics(),
@@ -72,6 +73,8 @@ function every_ad_with_options()
         AutoForwardDiff(chunksize = 3, tag = :tag),
         AutoGTPSA(),
         AutoGTPSA(descriptor = Val(:descriptor)),
+        AutoHyperHessians(),
+        AutoHyperHessians(chunksize = 8),
         AutoMooncake(; config = :config),
         AutoMooncakeForward(; config = :config),
         AutoPolyesterForwardDiff(),

test/symbols.jl

@@ -8,6 +8,7 @@ using Test
 @test ADTypes.Auto(:FiniteDiff) isa AutoFiniteDiff
 @test ADTypes.Auto(:FiniteDifferences, 1.0) isa AutoFiniteDifferences{Float64}
 @test ADTypes.Auto(:ForwardDiff) isa AutoForwardDiff
+@test ADTypes.Auto(:HyperHessians) isa AutoHyperHessians
 @test ADTypes.Auto(:Mooncake) isa AutoMooncake
 @test ADTypes.Auto(:PolyesterForwardDiff) isa AutoPolyesterForwardDiff
 @test ADTypes.Auto(:ReverseDiff) isa AutoReverseDiff