Merge branch 'master' into wct/fix-getindex

Author: MikeInnes

LICENSE.md

@@ -1,6 +1,6 @@
 The Tracker.jl package is licensed under the MIT "Expat" License:
 
-> Copyright (c) 2016: Mike Innes.
+> Copyright (c) 2016-19: Julia Computing, Inc., Mike J Innes, and Contributors
 >
 > Permission is hereby granted, free of charge, to any person obtaining
 > a copy of this software and associated documentation files (the

Manifest.toml

@@ -29,15 +29,15 @@ version = "0.2.0"
 
 [[Compat]]
 deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
-git-tree-sha1 = "49269e311ffe11ac5b334681d212329002a9832a"
+git-tree-sha1 = "84aa74986c5b9b898b0d1acaf3258741ee64754f"
 uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
-version = "1.5.1"
+version = "2.1.0"
 
-[[DataStructures]]
-deps = ["InteractiveUtils", "OrderedCollections", "Random", "Serialization", "Test"]
-git-tree-sha1 = "ca971f03e146cf144a9e2f2ce59674f5bf0e8038"
-uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
-version = "0.15.0"
+[[Crayons]]
+deps = ["Test"]
+git-tree-sha1 = "f621b8ef51fd2004c7cf157ea47f027fdeac5523"
+uuid = "a8cc5b0e-0ffa-5ad4-8c14-923d3ee1735f"
+version = "4.0.0"
 
 [[Dates]]
 deps = ["Printf"]
@@ -49,28 +49,28 @@ uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
 
 [[DiffResults]]
 deps = ["Compat", "StaticArrays"]
-git-tree-sha1 = "db8acf46717b13d6c48deb7a12007c7f85a70cf7"
+git-tree-sha1 = "34a4a1e8be7bc99bc9c611b895b5baf37a80584c"
 uuid = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
-version = "0.0.3"
+version = "0.0.4"
 
 [[DiffRules]]
 deps = ["Random", "Test"]
-git-tree-sha1 = "09d69da75967ec48a8b1ad0897ec9144ee052bf9"
+git-tree-sha1 = "dc0869fb2f5b23466b32ea799bd82c76480167f7"
 uuid = "b552c78f-8df3-52c6-915a-8e097449b14b"
-version = "0.0.8"
+version = "0.0.10"
 
 [[Distributed]]
-deps = ["LinearAlgebra", "Random", "Serialization", "Sockets"]
+deps = ["Random", "Serialization", "Sockets"]
 uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 
 [[ForwardDiff]]
 deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "InteractiveUtils", "LinearAlgebra", "NaNMath", "Random", "SparseArrays", "SpecialFunctions", "StaticArrays", "Test"]
-git-tree-sha1 = "e393bd3b9102659fb24fe88caedec41f2bc2e7de"
+git-tree-sha1 = "4c4d727f1b7e0092134fabfab6396b8945c1ea5b"
 uuid = "f6369f11-7733-5829-9624-2563aa707210"
-version = "0.10.2"
+version = "0.10.3"
 
 [[InteractiveUtils]]
-deps = ["LinearAlgebra", "Markdown"]
+deps = ["Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 
 [[LibGit2]]
@@ -88,43 +88,29 @@ uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
 
 [[MacroTools]]
 deps = ["Compat"]
-git-tree-sha1 = "c443e1c8d58a4e9f61b708ad0a88286c7042145b"
+git-tree-sha1 = "3fd1a3022952128935b449c33552eb65895380c1"
 uuid = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
-version = "0.4.4"
+version = "0.4.5"
 
 [[Markdown]]
 deps = ["Base64"]
 uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
 
-[[Missings]]
-deps = ["Dates", "InteractiveUtils", "SparseArrays", "Test"]
-git-tree-sha1 = "d1d2585677f2bd93a97cfeb8faa7a0de0f982042"
-uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
-version = "0.4.0"
-
 [[Mmap]]
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
 [[NNlib]]
-deps = ["Libdl", "LinearAlgebra", "MacroTools", "Requires", "Test"]
-git-tree-sha1 = "5a8ed87d61b1ccb71d99235c2a96287addebbb9f"
-repo-rev = "master"
-repo-url = "https://github.com/FluxML/NNlib.jl.git"
+deps = ["Libdl", "LinearAlgebra", "Requires", "Statistics", "TimerOutputs"]
+git-tree-sha1 = "0c667371391fc6bb31f7f12f96a56a17098b3de8"
 uuid = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"
-version = "0.4.3+"
+version = "0.6.0"
 
 [[NaNMath]]
 deps = ["Compat"]
 git-tree-sha1 = "ce3b85e484a5d4c71dd5316215069311135fa9f2"
 uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
 version = "0.3.2"
 
-[[OrderedCollections]]
-deps = ["Random", "Serialization", "Test"]
-git-tree-sha1 = "85619a3f3e17bb4761fe1b1fd47f0e979f964d5b"
-uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
-version = "1.0.2"
-
 [[Pkg]]
 deps = ["Dates", "LibGit2", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
 uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
@@ -160,12 +146,6 @@ uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"
 [[Sockets]]
 uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
 
-[[SortingAlgorithms]]
-deps = ["DataStructures", "Random", "Test"]
-git-tree-sha1 = "03f5898c9959f8115e30bc7226ada7d0df554ddd"
-uuid = "a2af1166-a08f-5f64-846c-94a0d3cef48c"
-version = "0.3.1"
-
 [[SparseArrays]]
 deps = ["LinearAlgebra", "Random"]
 uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
@@ -178,32 +158,32 @@ version = "0.7.2"
 
 [[StaticArrays]]
 deps = ["InteractiveUtils", "LinearAlgebra", "Random", "Statistics", "Test"]
-git-tree-sha1 = "1eb114d6e23a817cd3e99abc3226190876d7c898"
+git-tree-sha1 = "3841b39ed5f047db1162627bf5f80a9cd3e39ae2"
 uuid = "90137ffa-7385-5640-81b9-e52037218182"
-version = "0.10.2"
+version = "0.10.3"
 
 [[Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
-[[StatsBase]]
-deps = ["DataStructures", "DelimitedFiles", "LinearAlgebra", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics", "Test"]
-git-tree-sha1 = "7b596062316c7d846b67bf625d5963a832528598"
-uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
-version = "0.27.0"
-
 [[Test]]
 deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
+[[TimerOutputs]]
+deps = ["Crayons", "Printf", "Test", "Unicode"]
+git-tree-sha1 = "b80671c06f8f8bae08c55d67b5ce292c5ae2660c"
+uuid = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
+version = "0.5.0"
+
 [[URIParser]]
 deps = ["Test", "Unicode"]
 git-tree-sha1 = "6ddf8244220dfda2f17539fa8c9de20d6c575b69"
 uuid = "30578b45-9adc-5946-b283-645ec420af67"
 version = "0.4.0"
 
 [[UUIDs]]
-deps = ["Random"]
+deps = ["Random", "SHA"]
 uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
 
 [[Unicode]]

Project.toml

@@ -1,5 +1,6 @@
 name = "Tracker"
 uuid = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
+version = "0.2.1"
 
 [deps]
 Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
@@ -15,3 +16,7 @@ Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+julia = "0.7, 1"
+NNlib = ">= 0.6"

src/back.jl

@@ -171,18 +171,10 @@ gradient(f, xs...; nest = false) =
 
 Calculate the output jacobian `J = d/dx m(x)` such that each row `i` of `J` corresponds to the gradient `J[i,:] = ∇ₓ(m(x)[i])`
 """
-function jacobian(m,x)
-    xp = param(x)
-    y  = m(xp)
-    k  = length(y)
-    n  = length(x)
-    J  = Matrix{eltype(x)}(undef,k,n)
-    for i = 1:k
-        back!(y[i], once = false) # Populate gradient accumulator
-        J[i,:] = xp.grad
-        xp.grad .= 0 # Reset gradient accumulator
-    end
-    J
+function jacobian(f, x::AbstractVector)
+  y::AbstractVector, back = forward(f, x)
+  ȳ(i) = [i == j for j = 1:length(y)]
+  vcat([transpose(back(ȳ(i))[1]) for i = 1:length(y)]...)
 end
 
 hessian(f, x) = jacobian(x -> gradient(f, x, nest=true)[1], x)