Added adjoints to fix the evaluate problem

Author: theogf

Project.toml

@@ -8,12 +8,14 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
+Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [compat]
 Distances = "0.8"
 PDMats = "0.9"
 SpecialFunctions = "0"
 StatsFuns = "0.8"
+Zygote = "0.4"
 julia = "1.0"
 
 [extras]

src/KernelFunctions.jl

@@ -16,6 +16,7 @@ export Transform, SelectTransform, ChainTransform, ScaleTransform, LowRankTransf
 
 using Distances, LinearAlgebra
 using SpecialFunctions: lgamma, besselk
+using Zygote: @adjoint
 using StatsFuns: logtwo
 using PDMats: PDMat
 
@@ -42,4 +43,6 @@ include("kernels/kernelproduct.jl")
 
 include("generic.jl")
 
+include("zygote_adjoints.jl")
+
 end

src/zygote_adjoints.jl

@@ -0,0 +1,22 @@
+@adjoint function evaluate(s::SqEuclidean, x::AbstractVector, y::AbstractVector)
+  δ = x .- y
+  sum(abs2, δ), Δ -> begin
+    x̄ = (2 * Δ) .* δ
+    (nothing, x̄, -x̄)
+  end
+end
+
+@adjoint function evaluate(s::Euclidean, x::AbstractVector, y::AbstractVector)
+  D = x.-y
+  δ = sqrt(sum(abs2,D))
+  δ, Δ -> begin
+    x̄ = Δ .* D / (δ + eps(δ))
+    (nothing, x̄, -x̄)
+  end
+end
+
+@adjoint function evaluate(s::DotProduct, x::AbstractVector, y::AbstractVector)
+  dot(x,y), Δ -> begin
+    (nothing, Δ.*y, Δ.*x)
+  end
+end