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Simpler defaults without FiniteDifferences special cases #96

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Merged
merged 3 commits into from
Sep 21, 2023
Merged

Simpler defaults without FiniteDifferences special cases #96

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17ca2c8
Simpler defaults without FiniteDifferences special cases
devmotion Jul 28, 2023
fa13589
Merge branch 'master' into dw/simpler_default
devmotion Sep 20, 2023
4c55550
Remove support for macros that were reintroduced unintentionally
devmotion Sep 21, 2023
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94 changes: 24 additions & 70 deletions src/AbstractDifferentiation.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -66,21 +66,8 @@ function value_and_gradient(ab::AbstractBackend, f, xs...)
return value, reshape.(adjoint.(jacs),size.(xs))
end
function value_and_jacobian(ab::AbstractBackend, f, xs...)
local value
primalcalled = false
if lowest(ab) isa AbstractFiniteDifference
value = primal_value(ab, nothing, f, xs)
primalcalled = true
end
jacs = jacobian(lowest(ab), (_xs...,) -> begin
v = f(_xs...)
if !primalcalled
value = primal_value(ab, v, f, xs)
primalcalled = true
end
return v
end, xs...)

value = f(xs...)
jacs = jacobian(lowest(ab), f, xs...)
return value, jacs
end
function value_and_hessian(ab::AbstractBackend, f, x)
Expand All @@ -89,71 +76,54 @@ function value_and_hessian(ab::AbstractBackend, f, x)
x = only(x)
end

local value
primalcalled = false
if ab isa AbstractFiniteDifference
value = primal_value(ab, nothing, f, (x,))
primalcalled = true
end
value = f(x)
hess = jacobian(second_lowest(ab), _x -> begin
v, g = value_and_gradient(lowest(ab), f, _x)
if !primalcalled
value = primal_value(ab, v, f, (x,))
primalcalled = true
end
g = gradient(lowest(ab), f, _x)
return g[1] # gradient returns a tuple
end, x)

return value, hess
end
function value_and_hessian(ab::HigherOrderBackend, f, x)
if x isa Tuple
# only support computation of Hessian for functions with single input argument
x = only(x)
end
local value
primalcalled = false

value = f(x)
hess = jacobian(second_lowest(ab), (_x,) -> begin
v, g = value_and_gradient(lowest(ab), f, _x)
if !primalcalled
value = primal_value(ab, v, f, (x,))
primalcalled = true
end
g = gradient(lowest(ab), f, _x)
return g[1] # gradient returns a tuple
end, x)

return value, hess
end
function value_gradient_and_hessian(ab::AbstractBackend, f, x)
if x isa Tuple
# only support computation of Hessian for functions with single input argument
x = only(x)
end
local value
primalcalled = false

value = f(x)
grads, hess = value_and_jacobian(second_lowest(ab), _x -> begin
v, g = value_and_gradient(lowest(ab), f, _x)
if !primalcalled
value = primal_value(second_lowest(ab), v, f, (x,))
primalcalled = true
end
g = gradient(lowest(ab), f, _x)
return g[1] # gradient returns a tuple
end, x)

return value, (grads,), hess
end
function value_gradient_and_hessian(ab::HigherOrderBackend, f, x)
if x isa Tuple
# only support computation of Hessian for functions with single input argument
x = only(x)
end
local value
primalcalled = false

value = f(x)
grads, hess = value_and_jacobian(second_lowest(ab), _x -> begin
v, g = value_and_gradient(lowest(ab), f, _x)
if !primalcalled
value = primal_value(second_lowest(ab), v, f, (x,))
primalcalled = true
end
g = gradient(lowest(ab), f, _x)
return g[1] # gradient returns a tuple
end, x)

return value, (grads,), hess
end

Expand All @@ -180,26 +150,16 @@ function value_and_pushforward_function(
f,
xs...,
)
return (ds) -> begin
n = length(xs)
value = f(xs...)
pf_function = pushforward_function(lowest(ab), f, xs...)

return ds -> begin
if !(ds isa Tuple)
ds = (ds,)
end
@assert length(ds) == length(xs)
local value
primalcalled = false
if ab isa AbstractFiniteDifference
value = primal_value(ab, nothing, f, xs)
primalcalled = true
end
pf = pushforward_function(lowest(ab), (_xs...,) -> begin
vs = f(_xs...)
if !primalcalled
value = primal_value(lowest(ab), vs, f, xs)
primalcalled = true
end
return vs
end, xs...)(ds)

@assert length(ds) == n
pf = pf_function(ds)
return value, pf
end
end
Expand Down Expand Up @@ -476,12 +436,6 @@ macro primitive(expr)
return define_pushforward_function_and_friends(fdef) |> esc
elseif name == :value_and_pullback_function
return define_value_and_pullback_function_and_friends(fdef) |> esc
elseif name == :jacobian
return define_jacobian_and_friends(fdef) |> esc
elseif name == :primal_value
return define_primal_value(fdef) |> esc
elseif name == :pullback_function
return define_pullback_function_and_friends(fdef) |> esc
else
throw("Unsupported AD primitive.")
end
Expand Down