Comments (3)
MikeInnes
commented on July 22, 2024
1
I expect this has an identical root cause as #5, though the specific error has come out differently. The same bandaid works – 0.5(x'*S*x).
julia> derivative(g, @SVector randn(4))
4-element SArray{Tuple{4},Float64,1,4}:
-8.43300310272326
28.03595720287608
-4.489528942268124
-6.965151312812216As an aside, it's very pleasing that custom array types already work nicely like this; it's not something I had tested up to now. StaticArrays are an interesting case, because for things like this they should be very fast.
from zygote.jl.
chriselrod
commented on July 22, 2024
1
Feel free to close this issue in favor of the old one. This works for me.
Thanks for the great work here - I'm excitedly following the development of this and Capstan.
from zygote.jl.
chriselrod
commented on July 22, 2024
Right now, this code is type stable, but much slower than ForwardDiff (or the analytic gradient):
julia> using StaticArrays, BenchmarkTools, ForwardDiff
julia> import Zygote: gradient #always re-precompiles?
[ Info: Precompiling Zygote [e88e6eb3-aa80-5325-afca-941959d7151f]
[ Info: Precompiling IRTools [7869d1d1-7146-5819-86e3-90919afe41df]
julia> const S = (@SMatrix randn(6,4)) |> x -> x' * x;
julia> g(x) = 0.5 * (x' * S * x);
julia> x = @SVector randn(4);
julia> g(x)
12.515760061124144
julia> x' * S
1×4 LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}}:
-1.82664 -13.4078 -5.39434 1.61724
julia> gradient(g, x)
([-1.82664, -13.4078, -5.39434, 1.61724],)
julia> ForwardDiff.gradient(g, x)'
1×4 LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}}:
-1.82664 -13.4078 -5.39434 1.61724
julia> @benchmark gradient(g, $x)
BenchmarkTools.Trial:
memory estimate: 1.64 KiB
allocs estimate: 22
--------------
minimum time: 1.327 μs (0.00% GC)
median time: 1.374 μs (0.00% GC)
mean time: 2.254 μs (35.01% GC)
maximum time: 5.420 ms (99.91% GC)
--------------
samples: 10000
evals/sample: 10
julia> @benchmark ForwardDiff.gradient(g, $x)
BenchmarkTools.Trial:
memory estimate: 0 bytes
allocs estimate: 0
--------------
minimum time: 47.753 ns (0.00% GC)
median time: 48.698 ns (0.00% GC)
mean time: 48.696 ns (0.00% GC)
maximum time: 70.348 ns (0.00% GC)
--------------
samples: 10000
evals/sample: 988
julia> @benchmark $x' * S
BenchmarkTools.Trial:
memory estimate: 0 bytes
allocs estimate: 0
--------------
minimum time: 4.029 ns (0.00% GC)
median time: 4.034 ns (0.00% GC)
mean time: 4.209 ns (0.00% GC)
maximum time: 18.588 ns (0.00% GC)
--------------
samples: 10000
evals/sample: 1000
julia> @code_warntype gradient(g, x)
Body::Tuple{SArray{Tuple{4},Float64,1,4}}
32 1 ── %1 = (getfield)(args, 1)::SArray{Tuple{4},Float64,1,4} │
│ %2 = Zygote.nothing::Nothing │╻╷ forward
│ %3 = %new(Zygote.Context, %2)::Zygote.Context ││┃││ _forward
│ %4 = %new(LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}}, %1)::LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}}
│ %5 = Main.S::SArray{Tuple{4,4},Float64,2,16} ││││
│ %6 = invoke Zygote._forward(%3::Zygote.Context, Main.:*::typeof(*), %4::LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}}, $(QuoteNode([4.22863 0.218509 -1.17347 1.24761; 0.218509 8.47895 2.104 0.21028; -1.17347 2.104 3.31319 -1.31538; 1.24761 0.21028 -1.31538 3.23605]))::SArray{Tuple{4,4},Float64,2,16}, %1::SArray{Tuple{4},Float64,1,4})::Tuple{Float64,Zygote.J{Tuple{typeof(*),LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16},SArray{Tuple{4},Float64,1,4}},Tuple{typeof(*),LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16},SArray{Tuple{4},Float64,1,4},Tuple{},getfield(Zygote, Symbol("##165#back2#123")){getfield(Zygote, Symbol("##121#122")){Tuple{Tuple{Nothing,Nothing},Tuple{}},Zygote.J{Tuple{typeof(Base.afoldl),typeof(*),Float64},Tuple{typeof(Base.afoldl),typeof(*),Float64}}}},getfield(Zygote, Symbol("##147#back2#110")){typeof(identity)},getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4},Float64,1,4}}},getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16}}}}}}
│ %7 = (Base.getfield)(%6, 1, true)::Float64 ││││╻ getindex
│ %8 = (Base.getfield)(%6, 2, true)::Zygote.J{Tuple{typeof(*),LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16},SArray{Tuple{4},Float64,1,4}},Tuple{typeof(*),LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16},SArray{Tuple{4},Float64,1,4},Tuple{},getfield(Zygote, Symbol("##165#back2#123")){getfield(Zygote, Symbol("##121#122")){Tuple{Tuple{Nothing,Nothing},Tuple{}},Zygote.J{Tuple{typeof(Base.afoldl),typeof(*),Float64},Tuple{typeof(Base.afoldl),typeof(*),Float64}}}},getfield(Zygote, Symbol("##147#back2#110")){typeof(identity)},getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4},Float64,1,4}}},getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16}}}}}
└─── (Base.mul_float)(0.5, %7) │││││╻╷ macro expansion
34 2 ┄─ (Base.mul_float)(1.0, %7) │╻╷╷╷╷╷ #66
│ %11 = (Base.mul_float)(1.0, 0.5)::Float64 ││╻ g
│ %12 = (Base.getfield)(%8, :t)::Tuple{typeof(*),LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16},SArray{Tuple{4},Float64,1,4},Tuple{},getfield(Zygote, Symbol("##165#back2#123")){getfield(Zygote, Symbol("##121#122")){Tuple{Tuple{Nothing,Nothing},Tuple{}},Zygote.J{Tuple{typeof(Base.afoldl),typeof(*),Float64},Tuple{typeof(Base.afoldl),typeof(*),Float64}}}},getfield(Zygote, Symbol("##147#back2#110")){typeof(identity)},getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4},Float64,1,4}}},getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16}}}}
│ %13 = (Base.getfield)(%12, 8, true)::getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4},Float64,1,4}}}
│ %14 = (Base.getfield)(%12, 9, true)::getfield(Zygote, Symbol("##1014#back2#564")){getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16}}}
│ %15 = π (%11, Float64) │││││╻ #121
│ %16 = (Core.getfield)(%13, Symbol("#1013#back"))::getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4},Float64,1,4}}
│ %17 = (Core.getfield)(%16, :b)::SArray{Tuple{4},Float64,1,4} │││││╻ #562
│ (Base.ifelse)(false, 0, 4) ││││││╻╷╷╷╷╷╷╷╷╷╷╷ *
│ %19 = (Base.getfield)(%17, :data)::NTuple{4,Float64} │││││││╻╷╷╷ broadcast
│ %20 = (Base.getfield)(%19, 1, false)::Float64 ││││││││╻ broadcast
│ %21 = (Base.mul_float)(%15, %20)::Float64 │││││││││╻ materialize
│ %22 = (Base.getfield)(%17, :data)::NTuple{4,Float64} ││││││││││╻ copy
│ %23 = (Base.getfield)(%22, 2, false)::Float64 │││││││││││╻ _broadcast
│ %24 = (Base.mul_float)(%15, %23)::Float64 ││││││││││││╻ macro expansion
│ %25 = (Base.getfield)(%17, :data)::NTuple{4,Float64} │││││││││││││╻ getindex
│ %26 = (Base.getfield)(%25, 3, false)::Float64 ││││││││││││││╻ getindex
│ %27 = (Base.mul_float)(%15, %26)::Float64 ││││││││││││││╻ *
│ %28 = (Base.getfield)(%17, :data)::NTuple{4,Float64} ││││││││││││││╻ getproperty
│ %29 = (Base.getfield)(%28, 4, false)::Float64 ││││││││││││││╻ getindex
│ %30 = (Base.mul_float)(%15, %29)::Float64 ││││││││││││││╻ *
│ %31 = (StaticArrays.tuple)(%21, %24, %27, %30)::NTuple{4,Float64} │││││││││││││
│ %32 = %new(SArray{Tuple{4},Float64,1,4}, %31)::SArray{Tuple{4},Float64,1,4}│││││││││││╻ Type
└─── goto #4 │││││││││││││
3 ── $(Expr(:unreachable)) │││││││││││││
4 ┄─ goto #5 │││││││││││
5 ── goto #6 ││││││││││
6 ── goto #7 │││││││││
7 ── %38 = %new(LinearAlgebra.Transpose{Float64,SArray{Tuple{4},Float64,1,4}}, %32)::LinearAlgebra.Transpose{Float64,SArray{Tuple{4},Float64,1,4}}
└─── goto #8 ││││││││
8 ── goto #9 │││││││
9 ── %41 = (Core.getfield)(%16, :a)::LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}}
│ %42 = (Base.getfield)(%41, :parent)::SArray{Tuple{4},Float64,1,4} │││││││╻ getproperty
│ (Base.ifelse)(false, 0, 4) │││││││╻╷╷╷╷╷╷╷╷╷ broadcast
│ %44 = (Base.getfield)(%42, :data)::NTuple{4,Float64} ││││││││╻╷╷╷ materialize
│ %45 = (Base.getfield)(%44, 1, false)::Float64 │││││││││╻ copy
│ %46 = (Base.mul_float)(%45, %15)::Float64 ││││││││││╻ _broadcast
│ %47 = (Base.getfield)(%42, :data)::NTuple{4,Float64} │││││││││││╻ macro expansion
│ %48 = (Base.getfield)(%47, 2, false)::Float64 ││││││││││││╻ getindex
│ %49 = (Base.mul_float)(%48, %15)::Float64 ││││││││││││╻ *
│ %50 = (Base.getfield)(%42, :data)::NTuple{4,Float64} │││││││││││││╻ getproperty
│ %51 = (Base.getfield)(%50, 3, false)::Float64 │││││││││││││╻ getindex
│ %52 = (Base.mul_float)(%51, %15)::Float64 ││││││││││││╻ *
│ %53 = (Base.getfield)(%42, :data)::NTuple{4,Float64} │││││││││││││╻ getproperty
│ %54 = (Base.getfield)(%53, 4, false)::Float64 │││││││││││││╻ getindex
│ %55 = (Base.mul_float)(%54, %15)::Float64 ││││││││││││╻ *
└─── goto #11 ││││││││││││
10 ─ $(Expr(:unreachable)) ││││││││││││
11 ┄ goto #12 ││││││││││
12 ─ goto #13 │││││││││
13 ─ goto #14 ││││││││
14 ─ goto #15 │││││││
15 ─ goto #16 ││││││
16 ─ goto #17 │││││
17 ─ %64 = (Core.getfield)(%14, Symbol("#1013#back"))::getfield(Zygote, Symbol("##562#563")){LinearAlgebra.Adjoint{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16}}
│ %65 = invoke %64(%38::LinearAlgebra.Transpose{Float64,SArray{Tuple{4},Float64,1,4}})::Tuple{LinearAlgebra.Transpose{Float64,SArray{Tuple{4},Float64,1,4}},SArray{Tuple{4,4},Float64,2,16}}
│ %66 = (getfield)(%65, 1)::LinearAlgebra.Transpose{Float64,SArray{Tuple{4},Float64,1,4}} _gradtuple
│ %67 = (getfield)(%65, 2)::SArray{Tuple{4,4},Float64,2,16} ││││││
└─── goto #18 ││││
18 ─ invoke Zygote.accum_param(%3::Zygote.Context, %5::SArray{Tuple{4,4},Float64,2,16}, %67::SArray{Tuple{4,4},Float64,2,16})
│ %70 = (Base.getfield)(%66, :parent)::SArray{Tuple{4},Float64,1,4} ││││╻╷╷ #568
│ (Base.ifelse)(false, 0, 4) ││││╻╷╷╷╷╷╷╷╷ materialize
│ (Base.ifelse)(false, 0, 4) │││││╻╷╷╷╷╷ instantiate
│ %73 = (4 === 4)::Bool ││││││╻╷╷╷╷ combine_axes
│ %74 = (Base.and_int)(true, %73)::Bool │││││││╻ broadcast_shape
└─── goto #20 if not %74 ││││││││┃││ _bcs
19 ─ goto #21 │││││││││┃│ _bcs1
20 ─ goto #21 ││││││││││┃ _bcsm
21 ┄ %78 = φ (#19 => %74, #20 => false)::Bool ││││││││││
└─── goto #23 if not %78 ││││││││││
22 ─ goto #29 ││││││││││
23 ─ %81 = (4 === 4)::Bool │││││││││││╻╷ ==
│ %82 = (Base.and_int)(true, %81)::Bool ││││││││││││╻ &
└─── goto #25 if not %82 │││││││││││
24 ─ goto #26 │││││││││││
25 ─ goto #26 │││││││││││
26 ┄ %86 = φ (#24 => %82, #25 => false)::Bool ││││││││││
└─── goto #28 if not %86 ││││││││││
27 ─ goto #29 ││││││││││
28 ─ %89 = %new(Base.DimensionMismatch, "arrays could not be broadcast to a common size")::DimensionMismatchpe
│ (Base.Broadcast.throw)(%89) ││││││││││
└─── $(Expr(:unreachable)) ││││││││││
29 ┄ goto #30 │││││││││
30 ─ goto #31 ││││││││
31 ─ goto #32 │││││││
32 ─ goto #33 │││││╻ instantiate
33 ─ %96 = (Base.getfield)(%70, :data)::NTuple{4,Float64} ││││││╻╷╷╷ _broadcast
│ %97 = (Base.getfield)(%96, 1, false)::Float64 │││││││╻ macro expansion
│ %98 = (Base.add_float)(%46, %97)::Float64 ││││││││╻ accum
│ %99 = (Base.getfield)(%70, :data)::NTuple{4,Float64} │││││││││╻ getproperty
│ %100 = (Base.getfield)(%99, 2, false)::Float64 │││││││││╻ getindex
│ %101 = (Base.add_float)(%49, %100)::Float64 │││││││││╻ +
│ %102 = (Base.getfield)(%70, :data)::NTuple{4,Float64} │││││││││╻ getproperty
│ %103 = (Base.getfield)(%102, 3, false)::Float64 │││││││││╻ getindex
│ %104 = (Base.add_float)(%52, %103)::Float64 │││││││││╻ +
│ %105 = (Base.getfield)(%70, :data)::NTuple{4,Float64} │││││││││╻ getproperty
│ %106 = (Base.getfield)(%105, 4, false)::Float64 │││││││││╻ getindex
│ %107 = (Base.add_float)(%55, %106)::Float64 │││││││││╻ +
│ %108 = (StaticArrays.tuple)(%98, %101, %104, %107)::NTuple{4,Float64} ││││││││
│ %109 = %new(SArray{Tuple{4},Float64,1,4}, %108)::SArray{Tuple{4},Float64,1,4}│││││╻ Type
└─── goto #35 ││││││││
34 ─ $(Expr(:unreachable)) ││││││││
35 ┄ goto #36 ││││││
36 ─ goto #37 │││││
37 ─ goto #38 ││││
38 ─ goto #39 │││
39 ─ %116 = (Core.tuple)(%109)::Tuple{SArray{Tuple{4},Float64,1,4}} │││╻ tail
└─── goto #40 ││
40 ─ return %116 │
41 ─ goto #2 I also do not see any change from Zygote.refresh():
julia> using Zygote
julia> Zygote.refresh()
julia> gradient(g, x)
([-1.82664, -13.4078, -5.39434, 1.61724],)
julia> @benchmark gradient(g, $x)
BenchmarkTools.Trial:
memory estimate: 1.64 KiB
allocs estimate: 22
--------------
minimum time: 1.346 μs (0.00% GC)
median time: 1.393 μs (0.00% GC)
mean time: 2.312 μs (35.93% GC)
maximum time: 5.704 ms (99.92% GC)
--------------
samples: 10000
evals/sample: 10from zygote.jl.
Related Issues (20)
- `repeat(X; outer, inner)` triggers scalar indexing error with CUDA HOT 1
- Missing support for muladd in case of brodcasting with a complex argument HOT 1
- `nothing` in output of a `pullback` HOT 2
- Assignment to multiple arrays is not differentiable on GPU since Zygote.jl 0.6.67 HOT 5
- Spurious "Output is complex, so the gradient is not defined" error HOT 2
- NaN in gradient of abs() on complex 0 HOT 1
- Pullback on mean() gives illegal memory access code 700 HOT 32
- test
- Type unstable gradients (@code_warntype) HOT 1
- Type unstable gradients HOT 1
- Zygote gradients different from ForwardDiff/ReverseDiff on Julia 1.10-rc2 HOT 3
- try/catch is not supported when attempting to use `remake` with Zygote HOT 1
- gradient of SVD not working for complex input HOT 1
- `Zygote` doesn't properly work with `Metal.jl` and half precision. HOT 4
- `gradient` broken for `(*)(::Diagonal{Real}, ::Matrix{Complex}, ::Diagonal{Real})` when updating Julia 1.8 -> 1.9 HOT 6
- Method ambiguities reported by Aqua
- slow/high allocation gradient with mapreduce and iterators HOT 11
- error in summation of product iterator HOT 2
- `sort(x; rev=true)` is not supported HOT 1
- Incorrect gradients for `plan_rfft(x) * x` HOT 2
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from zygote.jl.