Merge pull request #144 from mcabbott/bc_norm

Make ClipNorm work on GPU Broadcasted

Author: mcabbott

Project.toml

@@ -1,7 +1,7 @@
 name = "Optimisers"
 uuid = "3bd65402-5787-11e9-1adc-39752487f4e2"
 authors = ["Mike J Innes <[email protected]>"]
-version = "0.2.18"
+version = "0.2.19"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

src/rules.jl

@@ -611,7 +611,7 @@ ClipNorm(ω = 10f0, p = 2; throw::Bool = true) = ClipNorm{float(typeof(ω))}(ω,
 init(o::ClipNorm, x::AbstractArray) = nothing
 
 function apply!(o::ClipNorm, state, x, dx)
-  nrm = norm(dx, o.p)
+  nrm = _norm(dx, o.p)
   if o.throw && !isfinite(nrm)
     throw(DomainError("gradient has $(o.p)-norm $nrm, for array $(summary(x))"))
   end
@@ -620,6 +620,29 @@ function apply!(o::ClipNorm, state, x, dx)
   return state, @lazy dx * λ
 end
 
+_norm(dx::AbstractArray, p::Real) = norm(dx, p)  # LinearAlgebra, CUDA
+function _norm(dx::Broadcast.Broadcasted, p::Real)
+  if p == 2
+    # This lacks the undeflow/overflow tests of LinearAlgebra's version
+    sqrt(sum(abs2, dx))
+  elseif p == 1
+    float(sum(abs, dx))
+  elseif p == Inf
+    float(maximum(abs, dx))
+  elseif p == 0
+    cnt = count(!iszero, dx)
+    T = Base.@default_eltype dx
+    T <: Number ? convert(float(T), cnt) : cnt
+  elseif p == -Inf
+    float(minimum(abs, dx))
+  else
+    # This isn't optimally fast but does ensure p::Float64 doesn't promote
+    tmp = abs.(dx)
+    q = convert(float(eltype(tmp)), p)
+    sum(tmp .^ q) ^ (1/q)
+  end
+end
+
 """
     OptimiserChain(opts...)
 

test/runtests.jl

@@ -2,6 +2,7 @@ using Optimisers
 using ChainRulesCore, Functors, StaticArrays, Zygote, Yota
 using LinearAlgebra, Statistics, Test, Random
 using Optimisers: @.., @lazy
+using Base.Broadcast: broadcasted, instantiate, Broadcasted
 
 Random.seed!(1)
 
@@ -89,7 +90,8 @@ y2z(x) = x
       _, m2 = Optimisers.update(s2, m, (α = ([0.1], nothing), γ = [1,10,100],))
       @test only(m.α[1] .- m2.α[1]) ≈ 0.1
       @test norm(m.γ .- m2.γ) ≈ 10
-      @test_throws DomainError Optimisers.update(s2, m, (α = [0.1], γ = [1,10,NaN],))
+      # This error is thrown by apply! due to NaN input.
+      @test_throws DomainError Optimisers.update(s2, m, (α = ([0.1], nothing), γ = [1,10,NaN],))
 
       s3 = Optimisers.setup(ClipNorm(5, 1; throw=false), m)
       _, m3 = Optimisers.update(s3, m, (α = ([0.1], nothing), γ = [1,10,100],))
@@ -506,6 +508,19 @@ y2z(x) = x
       y = Optimisers.subtract!(x, nothing)
       @test y === x
     end
+
+    @testset "_norm(dx, p) works" begin
+      bc = instantiate(broadcasted(+, randn(Float32, 10), randn(Float32, 10)'));
+      arr = collect(bc)
+      bc2 = instantiate(broadcasted(+, [1, 0, -3, 4], 0))
+      arr2 = collect(bc2)
+      for p in (-Inf, -3, -1, 0, 0.5, 1, 1.5, 2, 3f0, Inf32)
+        @test Optimisers._norm(bc, p) ≈ norm(arr, p)
+        @test Optimisers._norm(bc, p) isa Float32
+        @test Optimisers._norm(bc2, p) ≈ norm(arr2, p)
+        @test Optimisers._norm(bc2, p) isa Float64
+      end
+    end
   end
   @testset verbose=true "Destructure" begin
     include("destructure.jl")