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[Merged by Bors] - Fix Zygote issue with dot_observe #236

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[Merged by Bors] - Fix Zygote issue with dot_observe #236

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25a43e9
Fix Zygote issue with `dot_observe`
devmotion Apr 27, 2021
6d9a4b9
Bump version
devmotion Apr 27, 2021
e9b8ffa
Remove empty line
devmotion Apr 27, 2021
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4 changes: 3 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "DynamicPPL"
uuid = "366bfd00-2699-11ea-058f-f148b4cae6d8"
version = "0.10.16"
version = "0.10.17"

[deps]
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
Expand All @@ -11,6 +11,7 @@ Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
NaturalSort = "c020b1a1-e9b0-503a-9c33-f039bfc54a85"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"

[compat]
AbstractMCMC = "2, 3.0"
Expand All @@ -20,4 +21,5 @@ ChainRulesCore = "0.9.7"
Distributions = "0.23.8, 0.24"
MacroTools = "0.5.6"
NaturalSort = "1"
ZygoteRules = "0.2"
julia = "1.3"
1 change: 1 addition & 0 deletions src/DynamicPPL.jl
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Expand Up @@ -9,6 +9,7 @@ import AbstractMCMC
import ChainRulesCore
import NaturalSort
import MacroTools
import ZygoteRules

import Random

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14 changes: 14 additions & 0 deletions src/compat/ad.jl
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Expand Up @@ -12,3 +12,17 @@ ChainRulesCore.@non_differentiable updategid!(
vn::VarName,
spl::Sampler,
)

# https://github.com/TuringLang/Turing.jl/issues/1595
ZygoteRules.@adjoint function dot_observe(
spl::Union{SampleFromPrior, SampleFromUniform},
dists::AbstractArray{<:Distribution},
value::AbstractArray,
vi,
)
function dot_observe_fallback(spl, dists, value, vi)
increment_num_produce!(vi)
return sum(map(Distributions.loglikelihood, dists, value))
end
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@torfjelde torfjelde Sep 9, 2021 •
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I was just making some changes to #309 and noticed the adjoint introduced here. Isn't this wrong? If dists = [Normal()] and value = [1.0, 2.0], then we'd end up with sum([loglikelihood(Normal(), 1.0)]), right? 😕

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@devmotion devmotion Sep 9, 2021

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I agree, but at least back then this case was not supported by the primal definition so it did not seem to be necessary to consider it here: https://github.com/TuringLang/DynamicPPL.jl/pull/235/files

It seems the primal definition was removed/changed though, maybe it's not even needed anymore?

return ZygoteRules.pullback(__context__, dot_observe_fallback, spl, dists, value, vi)
end
25 changes: 25 additions & 0 deletions test/compat/ad.jl
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Expand Up @@ -24,4 +24,29 @@

test_model_ad(wishart_ad(), logp_wishart_ad)
end

# https://github.com/TuringLang/Turing.jl/issues/1595
@testset "dot_observe" begin
function f_dot_observe(x)
return DynamicPPL.dot_observe(SampleFromPrior(), [Normal(), Normal(-1.0, 2.0)], x, VarInfo())
end
function f_dot_observe_manual(x)
return logpdf(Normal(), x[1]) + logpdf(Normal(-1.0, 2.0), x[2])
end

# Manual computation of the gradient.
x = randn(2)
val = f_dot_observe_manual(x)
grad = ForwardDiff.gradient(f_dot_observe_manual, x)

@test ForwardDiff.gradient(f_dot_observe, x) ≈ grad

y, back = Tracker.forward(f_dot_observe, x)
@test Tracker.data(y) ≈ val
@test Tracker.data(back(1)[1]) ≈ grad

y, back = Zygote.pullback(f_dot_observe, x)
@test y ≈ val
@test back(1)[1] ≈ grad
end
end