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Accumulate derivative into Adjoint's original elements #184

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KDr2
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@KDr2 KDr2 commented Sep 14, 2021

Try to fix #183.

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codecov-commenter commented Sep 14, 2021

Codecov Report

Merging #184 (de22270) into master (01041c8) will decrease coverage by 0.12%.
The diff coverage is 40.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #184      +/-   ##
==========================================
- Coverage   84.36%   84.24%   -0.13%     
==========================================
  Files          18       18              
  Lines        1721     1726       +5     
==========================================
+ Hits         1452     1454       +2     
- Misses        269      272       +3     
Impacted Files Coverage Δ
src/derivatives/propagation.jl 85.14% <25.00%> (-2.49%) ⬇️
src/api/tape.jl 75.00% <100.00%> (+0.28%) ⬆️

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KDr2 commented Sep 14, 2021

The adjoint rule is causing other issues:
https://github.com/JuliaDiff/ReverseDiff.jl/pull/184/checks?check_run_id=3595074063#step:6:462

Another solution is that we don't deal with Adjoint as before, just leave it to ForwardDiff (also, as an optimization), to do so, we can change

for ... in DiffRules.diffrules()
    ...

to something like:

rules = ...DiffRules except [adjoint, conj]
for ... in rules
    ...

to fix the problem.

What do think @yebai @mohamed82008 @devmotion

@KDr2 KDr2 marked this pull request as ready for review September 14, 2021 13:31
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I don't think these rules should be excluded: #183 (comment)

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KDr2 commented Sep 15, 2021

We have two ways to fix this:

  1. accumulate the derivatives into Adjoint's original matrix
  2. materialize Adjoint to a plain Array before doing broadcast

Because there's not a concise way to tackle all the broadcasting, I am trying the first one.

@@ -212,6 +212,8 @@ end
# JacobianTape #
################

LinearAlgebra.lu(x::Adjoint, args...) = LinearAlgebra.lu(Array(x), args...)
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This is a quite terrible type piracy 😥

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@yebai yebai Sep 15, 2021

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would it be possible to definite a lu(x::TrackedArray{Adjoint,..}, ...) instead here to avoid/reduce type piracy?

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I'm not sure, since this is so unrelated to the other changes to me it seems generally a bit weird. Why do we have to "fix" lu if the problem is the accumulation of the derivatives? I understand (or assume) it is necessary to fix some test errors but I think this points to another deeper problem or at least requires a more general solution.

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Yeah, the introduction of adjoint in DiffRules also causes failure of another test case which is unrelative to broadcasting on Adjoint:
https://github.com/JuliaDiff/ReverseDiff.jl/blob/master/test/api/JacobianTests.jl#L293

My intention was indeed to fix it, but I am not familiar with LA and Jacobian Matrix, I just went through the error log and found it needs such a method. Sorry about that. I hope somebody would like to dig deeper into this. Thanks.

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No worries 🙂 I just found #183 (comment), so there's definitely a lot of not nice/non-general code regarding Adjoint already in ReverseDiff 🙈 Would make it even nicer to fix these problems more generally.

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Since this is functionally correct, shall we 1) open a new issue 2) leave more improvements as separate PR?

@yebai yebai requested a review from mohamed82008 September 15, 2021 17:00
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#183 (also for transpose) will be fixed by JuliaDiff/DiffRules.jl#67.

@devmotion devmotion closed this Sep 17, 2021
@KDr2 KDr2 deleted the adjoint branch October 29, 2021 05:50
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Incorrect result on function contains adjoint.
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