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Merge pull request #122 from ranocha/hr/SparseConnectivityTracer
support SparseConnectivityTracer.jl
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‎README.md

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`DiffCache` is a type for doubly-preallocated vectors which are
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compatible with non-allocating forward-mode automatic differentiation by
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ForwardDiff.jl. Since ForwardDiff uses chunked duals in its forward pass, two
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[ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl).
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Since ForwardDiff.jl uses chunked duals in its forward pass, two
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vector sizes are required in order for the arrays to be properly defined.
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`DiffCache` creates a dispatching type to solve this, so that by passing a
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qualifier it can automatically switch between the required cache. This method
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is fully type-stable and non-dynamic, made for when the highest performance is
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needed.
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The `DiffCache` also supports sparsity detection via
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[SparseConnectivityTracer.jl](https://github.com/adrhill/SparseConnectivityTracer.jl/).
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However, the implementation may allocate memory in this case since we assume that
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sparsity detection happens only once (or maybe a few times). Allocating memory
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allows to save memory in the long run since no additional cache needs to be stored
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forever.
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### Using DiffCache
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```julia

‎ext/PreallocationToolsSparseConnectivityTracerExt.jl

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module PreallocationToolsSparseConnectivityTracerExt
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using PreallocationTools
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isdefined(Base, :get_extension) ? (import SparseConnectivityTracer) :
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(import ..SparseConnectivityTracer)
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using PreallocationTools: PreallocationTools, DiffCache, get_tmp
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using SparseConnectivityTracer: AbstractTracer, Dual
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function PreallocationTools.get_tmp(
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dc::DiffCache, u::T) where {T <: SparseConnectivityTracer.Dual}
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if isbitstype(T)
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nelem = div(sizeof(T), sizeof(eltype(dc.dual_du))) * length(dc.du)
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if nelem > length(dc.dual_du)
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PreallocationTools.enlargediffcache!(dc, nelem)
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end
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PreallocationTools._restructure(dc.du, reinterpret(T, view(dc.dual_du, 1:nelem)))
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else
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PreallocationTools._restructure(dc.du, zeros(T, size(dc.du)))
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end
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function PreallocationTools.get_tmp(dc::DiffCache, u::T) where {T <: Union{AbstractTracer, Dual}}
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return get_tmp(dc, typeof(u))
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end
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function PreallocationTools.get_tmp(
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dc::DiffCache, ::Type{T}) where {T <: SparseConnectivityTracer.Dual}
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if isbitstype(T)
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nelem = div(sizeof(T), sizeof(eltype(dc.dual_du))) * length(dc.du)
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if nelem > length(dc.dual_du)
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PreallocationTools.enlargediffcache!(dc, nelem)
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end
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PreallocationTools._restructure(dc.du, reinterpret(T, view(dc.dual_du, 1:nelem)))
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else
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PreallocationTools._restructure(dc.du, zeros(T, size(dc.du)))
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end
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function PreallocationTools.get_tmp(dc::DiffCache, u::AbstractArray{<:T}) where {T <: Union{AbstractTracer, Dual}}
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return get_tmp(dc, eltype(u))
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end
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function PreallocationTools.get_tmp(
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dc::DiffCache, u::AbstractArray{T}) where {T <: SparseConnectivityTracer.Dual}
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if isbitstype(T)
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nelem = div(sizeof(T), sizeof(eltype(dc.dual_du))) * length(dc.du)
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if nelem > length(dc.dual_du)
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PreallocationTools.enlargediffcache!(dc, nelem)
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end
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PreallocationTools._restructure(dc.du, reinterpret(T, view(dc.dual_du, 1:nelem)))
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else
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PreallocationTools._restructure(dc.du, zeros(T, size(dc.du)))
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end
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function PreallocationTools.get_tmp(dc::DiffCache, ::Type{T}) where {T <: Union{AbstractTracer, Dual}}
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# We allocate memory here since we assume that sparsity connection happens only
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# once (or maybe a few times). This simplifies the implementation and allows us
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# to save memory in the long run since we do not need to store an additional
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# cache for the sparsity detection that would be used only once but carried
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# around forever.
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return similar(dc.du, T)
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end
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end

‎src/PreallocationTools.jl

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Builds a `DiffCache` object that stores both a version of the cache for `u`
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and for the `Dual` version of `u`, allowing use of pre-cached vectors with
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forward-mode automatic differentiation. Supports nested AD via keyword `levels`
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or specifying an array of chunk_sizes.
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forward-mode automatic differentiation via
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[ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl).
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Supports nested AD via keyword `levels` or specifying an array of chunk sizes.
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The `DiffCache` also supports sparsity detection via
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[SparseConnectivityTracer.jl](https://github.com/adrhill/SparseConnectivityTracer.jl/).
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"""
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function DiffCache(u::AbstractArray, N::Int = ForwardDiff.pickchunksize(length(u));
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levels::Int = 1)

‎test/runtests.jl

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@safetestset "DiffCache Resizing" include("core_resizing.jl")
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@safetestset "DiffCache Nested Duals" include("core_nesteddual.jl")
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@safetestset "DiffCache Sparsity Support" include("sparsity_support.jl")
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@safetestset "DiffCache with SparseConnectivityTracer" include("sparse_connectivity_tracer.jl")
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@safetestset "LazyBufferCache" include("lbc.jl")
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@safetestset "GeneralLazyBufferCache" include("general_lbc.jl")
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end

‎test/sparse_connectivity_tracer.jl

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module TestSparseConnectivityTracer
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using PreallocationTools, SparseConnectivityTracer, ForwardDiff, SparseArrays, Test
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function f1(u, cache)
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c = get_tmp(cache, u)
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# This will throw if a fallback definition is used
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# such that `eltype(c) == Any`
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T = eltype(c)
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@. c = u^2 + one(T)
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return sum(c)
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end
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@testset "out of place" begin
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u = rand(10)
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cache = DiffCache(u)
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@test_nowarn @inferred f1(u, cache)
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@test_nowarn ForwardDiff.gradient(u) do u
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f1(u, cache)
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end
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@test_nowarn jacobian_sparsity(u, TracerSparsityDetector()) do u
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f1(u, cache)
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end
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@test_nowarn hessian_sparsity(u, TracerSparsityDetector()) do u
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f1(u, cache)
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end
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@test_nowarn jacobian_sparsity(u, TracerLocalSparsityDetector()) do u
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f1(u, cache)
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end
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@test_nowarn hessian_sparsity(u, TracerLocalSparsityDetector()) do u
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f1(u, cache)
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end
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end
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function f1!(du, u, cache)
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c = get_tmp(cache, u)
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# This will throw if a fallback definition is used
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# such that `eltype(c) == Any`
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T = eltype(c)
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@. c = u^2 + one(T)
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du[1] = sum(c)
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return nothing
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end
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@testset "in place" begin
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u = rand(10)
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cache = DiffCache(u)
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du = similar(u, (1,))
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@test_nowarn @inferred f1!(du, u, cache)
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@test_nowarn ForwardDiff.jacobian(du, u) do du, u
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f1!(du, u, cache)
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end
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@test_nowarn jacobian_sparsity(du, u, TracerSparsityDetector()) do du, u
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f1!(du, u, cache)
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end
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@test_nowarn jacobian_sparsity(du, u, TracerLocalSparsityDetector()) do du, u
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f1!(du, u, cache)
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end
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end
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end

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