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Enzyme: add runtime activity #124

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Enzyme: add runtime activity #124

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917b21b
Enzyme: add runtime activity
wsmoses Oct 7, 2024
40887e8
Update OptimizationEnzymeExt.jl
wsmoses Oct 8, 2024
7cc8baf
Merge pull request #123 from wsmoses/rta
Vaibhavdixit02 Oct 9, 2024
36e1b97
Update OptimizationEnzymeExt.jl
wsmoses Oct 9, 2024
97ec67b
Merge pull request #125 from wsmoses/patch-2
Vaibhavdixit02 Oct 9, 2024
b13c812
Apply suggestions from code review
Vaibhavdixit02 Oct 14, 2024
1cb3aa3
format
Vaibhavdixit02 Oct 15, 2024
7e75714
mtk load in test
Vaibhavdixit02 Oct 15, 2024
9d1354f
mode in stoch ad tests for enzyme
Vaibhavdixit02 Oct 15, 2024
2885da4
Separate CI for 1.10 and 1.11
Vaibhavdixit02 Oct 15, 2024
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1 change: 0 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,6 @@ uuid = "bca83a33-5cc9-4baa-983d-23429ab6bcbb"
authors = ["Vaibhav Dixit <[email protected]> and contributors"]
version = "2.3.0"


[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
Expand Down
109 changes: 68 additions & 41 deletions ext/OptimizationEnzymeExt.jl
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Expand Up @@ -17,8 +17,8 @@ using Core: Vararg
end
end

function inner_grad(θ, bθ, f, p)
Enzyme.autodiff_deferred(Enzyme.Reverse,
function inner_grad(mode::Mode, θ, bθ, f, p) where {Mode}
Enzyme.autodiff(mode,
Const(firstapply),
Active,
Const(f),
Expand All @@ -28,19 +28,9 @@ function inner_grad(θ, bθ, f, p)
return nothing
end

function inner_grad_primal(θ, bθ, f, p)
Enzyme.autodiff_deferred(Enzyme.ReverseWithPrimal,
Const(firstapply),
Active,
Const(f),
Enzyme.Duplicated(θ, bθ),
Const(p)
)[2]
end

function hv_f2_alloc(x, f, p)
function hv_f2_alloc(mode::Mode, x, f, p) where {Mode}
dx = Enzyme.make_zero(x)
Enzyme.autodiff_deferred(Enzyme.Reverse,
Enzyme.autodiff(mode,
Const(firstapply),
Active,
Const(f),
Expand All @@ -57,9 +47,9 @@ function inner_cons(x, fcons::Function, p::Union{SciMLBase.NullParameters, Nothi
return res[i]
end

function cons_f2(x, dx, fcons, p, num_cons, i)
function cons_f2(mode, x, dx, fcons, p, num_cons, i)
Enzyme.autodiff_deferred(
Enzyme.Reverse, Const(inner_cons), Active, Enzyme.Duplicated(x, dx),
mode, Const(inner_cons), Active, Enzyme.Duplicated(x, dx),
Const(fcons), Const(p), Const(num_cons), Const(i))
return nothing
end
Expand All @@ -70,9 +60,9 @@ function inner_cons_oop(
return fcons(x, p)[i]
end

function cons_f2_oop(x, dx, fcons, p, i)
function cons_f2_oop(mode, x, dx, fcons, p, i)
Enzyme.autodiff_deferred(
Enzyme.Reverse, Const(inner_cons_oop), Active, Enzyme.Duplicated(x, dx),
mode, Const(inner_cons_oop), Active, Enzyme.Duplicated(x, dx),
Const(fcons), Const(p), Const(i))
return nothing
end
Expand All @@ -83,22 +73,38 @@ function lagrangian(x, _f::Function, cons::Function, p, λ, σ = one(eltype(x)))
return σ * _f(x, p) + dot(λ, res)
end

function lag_grad(x, dx, lagrangian::Function, _f::Function, cons::Function, p, σ, λ)
function lag_grad(mode, x, dx, lagrangian::Function, _f::Function, cons::Function, p, σ, λ)
Enzyme.autodiff_deferred(
Enzyme.Reverse, Const(lagrangian), Active, Enzyme.Duplicated(x, dx),
mode, Const(lagrangian), Active, Enzyme.Duplicated(x, dx),
Const(_f), Const(cons), Const(p), Const(λ), Const(σ))
return nothing
end

function set_runtime_activity2(
a::Mode1, ::Enzyme.Mode{ABI, Err, RTA}) where {Mode1, ABI, Err, RTA}
Enzyme.set_runtime_activity(a, RTA)
end
function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
adtype::AutoEnzyme, p, num_cons = 0;
g = false, h = false, hv = false, fg = false, fgh = false,
cons_j = false, cons_vjp = false, cons_jvp = false, cons_h = false,
lag_h = false)
rmode = if adtype.mode isa Nothing
Enzyme.Reverse
else
set_runtime_activity2(Enzyme.Reverse, adtype.mode)
end

fmode = if adtype.mode isa Nothing
Enzyme.Forward
else
set_runtime_activity2(Enzyme.Forward.adtype.mode)
end

if g == true && f.grad === nothing
function grad(res, θ, p = p)
Enzyme.make_zero!(res)
Enzyme.autodiff(Enzyme.Reverse,
Enzyme.autodiff(rmode,
Const(firstapply),
Active,
Const(f.f),
Expand All @@ -115,7 +121,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
if fg == true && f.fg === nothing
function fg!(res, θ, p = p)
Enzyme.make_zero!(res)
y = Enzyme.autodiff(Enzyme.ReverseWithPrimal,
y = Enzyme.autodiff(WithPrimal(rmode),
Const(firstapply),
Active,
Const(f.f),
Expand Down Expand Up @@ -145,8 +151,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
Enzyme.make_zero!(bθ)
Enzyme.make_zero!.(vdbθ)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
inner_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, vdθ),
Enzyme.BatchDuplicatedNoNeed(bθ, vdbθ),
Const(f.f),
Expand All @@ -168,8 +175,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
vdθ = Tuple((Array(r) for r in eachrow(I(length(θ)) * one(eltype(θ)))))
vdbθ = Tuple(zeros(eltype(θ), length(θ)) for i in eachindex(θ))

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
inner_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, vdθ),
Enzyme.BatchDuplicatedNoNeed(G, vdbθ),
Const(f.f),
Expand All @@ -189,7 +197,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
if hv == true && f.hv === nothing
function hv!(H, θ, v, p = p)
H .= Enzyme.autodiff(
Enzyme.Forward, hv_f2_alloc, Duplicated(θ, v),
fmode, hv_f2_alloc, Const(rmode), Duplicated(θ, v),
Const(f.f), Const(p)
)[1]
end
Expand Down Expand Up @@ -221,7 +229,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
Enzyme.make_zero!(Jaccache[i])
end
Enzyme.make_zero!(y)
Enzyme.autodiff(Enzyme.Forward, f.cons, BatchDuplicated(y, Jaccache),
Enzyme.autodiff(fmode, f.cons, BatchDuplicated(y, Jaccache),
BatchDuplicated(θ, seeds), Const(p))
for i in eachindex(θ)
if J isa Vector
Expand Down Expand Up @@ -254,7 +262,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
Enzyme.make_zero!(res)
Enzyme.make_zero!(cons_res)

Enzyme.autodiff(Enzyme.Reverse,
Enzyme.autodiff(rmode,
f.cons,
Const,
Duplicated(cons_res, v),
Expand All @@ -275,7 +283,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
Enzyme.make_zero!(res)
Enzyme.make_zero!(cons_res)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
f.cons,
Duplicated(cons_res, res),
Duplicated(θ, v),
Expand All @@ -297,8 +305,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
for i in 1:num_cons
Enzyme.make_zero!(cons_bθ)
Enzyme.make_zero!.(cons_vdbθ)
Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
cons_f2,
Const(rmode),
Enzyme.BatchDuplicated(θ, cons_vdθ),
Enzyme.BatchDuplicated(cons_bθ, cons_vdbθ),
Const(f.cons),
Expand Down Expand Up @@ -332,8 +341,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
Enzyme.make_zero!(lag_bθ)
Enzyme.make_zero!.(lag_vdbθ)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
lag_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, lag_vdθ),
Enzyme.BatchDuplicatedNoNeed(lag_bθ, lag_vdbθ),
Const(lagrangian),
Expand All @@ -357,8 +367,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
Enzyme.make_zero!(lag_bθ)
Enzyme.make_zero!.(lag_vdbθ)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
lag_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, lag_vdθ),
Enzyme.BatchDuplicatedNoNeed(lag_bθ, lag_vdbθ),
Const(lagrangian),
Expand Down Expand Up @@ -410,11 +421,23 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
g = false, h = false, hv = false, fg = false, fgh = false,
cons_j = false, cons_vjp = false, cons_jvp = false, cons_h = false,
lag_h = false)
rmode = if adtype.mode isa Nothing
Enzyme.Reverse
else
set_runtime_activity2(Enzyme.Reverse, adtype.mode)
end

fmode = if adtype.mode isa Nothing
Enzyme.Forward
else
set_runtime_activity2(Enzyme.Forward, adtype.mode)
end

if g == true && f.grad === nothing
res = zeros(eltype(x), size(x))
function grad(θ, p = p)
Enzyme.make_zero!(res)
Enzyme.autodiff(Enzyme.Reverse,
Enzyme.autodiff(rmode,
Const(firstapply),
Active,
Const(f.f),
Expand All @@ -433,7 +456,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
res_fg = zeros(eltype(x), size(x))
function fg!(θ, p = p)
Enzyme.make_zero!(res_fg)
y = Enzyme.autodiff(Enzyme.ReverseWithPrimal,
y = Enzyme.autodiff(WithPrimal(rmode),
Const(firstapply),
Active,
Const(f.f),
Expand All @@ -457,8 +480,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
Enzyme.make_zero!(bθ)
Enzyme.make_zero!.(vdbθ)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
inner_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, vdθ),
Enzyme.BatchDuplicated(bθ, vdbθ),
Const(f.f),
Expand All @@ -485,8 +509,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
Enzyme.make_zero!(H_fgh)
Enzyme.make_zero!.(vdbθ_fgh)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
inner_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, vdθ_fgh),
Enzyme.BatchDuplicatedNoNeed(G_fgh, vdbθ_fgh),
Const(f.f),
Expand All @@ -507,7 +532,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
if hv == true && f.hv === nothing
function hv!(θ, v, p = p)
return Enzyme.autodiff(
Enzyme.Forward, hv_f2_alloc, DuplicatedNoNeed, Duplicated(θ, v),
fmode, hv_f2_alloc, DuplicatedNoNeed, Const(rmode), Duplicated(θ, v),
Const(_f), Const(f.f), Const(p)
)[1]
end
Expand All @@ -533,7 +558,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
for i in eachindex(Jaccache)
Enzyme.make_zero!(Jaccache[i])
end
Jaccache, y = Enzyme.autodiff(Enzyme.ForwardWithPrimal, f.cons, Duplicated,
Jaccache, y = Enzyme.autodiff(WithPrimal(fmode), f.cons, Duplicated,
BatchDuplicated(θ, seeds), Const(p))
if size(y, 1) == 1
return reduce(vcat, Jaccache)
Expand All @@ -555,7 +580,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
Enzyme.make_zero!(res_vjp)
Enzyme.make_zero!(cons_vjp_res)

Enzyme.autodiff(Enzyme.Reverse,
Enzyme.autodiff(WithPrimal(rmode),
f.cons,
Const,
Duplicated(cons_vjp_res, v),
Expand All @@ -578,7 +603,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
Enzyme.make_zero!(res_jvp)
Enzyme.make_zero!(cons_jvp_res)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
f.cons,
Duplicated(cons_jvp_res, res_jvp),
Duplicated(θ, v),
Expand All @@ -601,8 +626,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
return map(1:num_cons) do i
Enzyme.make_zero!(cons_bθ)
Enzyme.make_zero!.(cons_vdbθ)
Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
cons_f2_oop,
Const(rmode),
Enzyme.BatchDuplicated(θ, cons_vdθ),
Enzyme.BatchDuplicated(cons_bθ, cons_vdbθ),
Const(f.cons),
Expand Down Expand Up @@ -631,8 +657,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
Enzyme.make_zero!(lag_bθ)
Enzyme.make_zero!.(lag_vdbθ)

Enzyme.autodiff(Enzyme.Forward,
Enzyme.autodiff(fmode,
lag_grad,
Const(rmode),
Enzyme.BatchDuplicated(θ, lag_vdθ),
Enzyme.BatchDuplicatedNoNeed(lag_bθ, lag_vdbθ),
Const(lagrangian),
Expand Down
4 changes: 2 additions & 2 deletions test/adtests.jl
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Expand Up @@ -1174,8 +1174,8 @@ using MLUtils
optf = OptimizationBase.instantiate_function(
optf, rand(3), AutoEnzyme(), iterate(data)[1], g = true, fg = true)
G0 = zeros(3)
@test_broken optf.grad(G0, ones(3), (x, y))
stochgrads = []
@test_broken optf.grad(G0, ones(3), (x0, y0))
# stochgrads = []
# for (x,y) in data
# G = zeros(3)
# optf.grad(G, ones(3), (x,y))
Expand Down
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