Wrong arguments in callback differentiation? #1269
Description
Describe the bug 🐞
When trying to differentiate an ODE with GaussAdjoint and a callback, I get an error in _vecjacobian! where we try to apply vec to the parameters y.
I know that supporting SciMLStructures with the different adjoint methods is on track but I'm reporting this issue just in case the future fix doesn't cover this use-case.
Expected behavior
It looks like the arguments are incorrect. In _vecjacobian! of SciMLSensitivity/src/derivative_wrappers.jl, ytmp and y are SciMLStructures but I would have expected them to be of the same type as u that is a matrix. Maybe there is an issue in how this function is called.
Minimal Reproducible Example 👇
Notes:
- I had to implement
zeroandcopyto!for my SciMLStruct but I don't know if this is really necessary or if the bug comes from elsewhere upstream. - I'm using the patch of Add repack/canonicalize in vec_pjac! to support SciMLStructs #1239 to be able to differentiate with GaussAdjoint.
import Pkg
Pkg.activate(dirname(Base.current_project()))
import SciMLStructures as SS
import Base # Overload zero and copyto!
using SciMLSensitivity
using ComponentArrays
using OrdinaryDiffEq
using DiffEqCallbacks: PeriodicCallback
using LinearAlgebra
using Zygote
using FiniteDifferences
# Simulation struct
mutable struct Inv{F}
cache::Matrix{F}
end
# SciMLStruct
mutable struct Binding{I <: Inv, CA <: ComponentArray}
simulation::I
θ::CA
end
# Misc
function Vector2ComponentVector(v::Vector, cv_template::ComponentVector)
cv = zero(cv_template)
for i in 1:length(v)
cv[i] = v[i]
end
return cv
end
function ComponentVector2Vector(cv::ComponentVector)
return collect(cv)
end
# SciMLStructures interface
SS.isscimlstructure(::Binding) = true
SS.ismutablescimlstructure(::Binding) = true
SS.hasportion(::SS.Tunable, ::Binding) = true
function SS.canonicalize(::SS.Tunable, p::Binding)
buffer = ComponentVector2Vector(p.θ)
repack = let p = p
function repack(newbuffer)
SS.replace(SS.Tunable(), p, newbuffer)
end
end
return buffer, repack, false
end
function SS.replace(::SS.Tunable, p::Binding, newbuffer)
N = length(p.θ)
@assert length(newbuffer) == N
return Binding(deepcopy(p.simulation), Vector2ComponentVector(newbuffer, p.θ))
end
function SS.replace!(::SS.Tunable, p::Binding, newbuffer)
N = length(p.θ)
@assert length(newbuffer) == N
p.θ .= newbuffer
return p
end
function Base.zero(p::Binding)
return Binding(p.simulation, zero(p.θ))
end
function Base.copyto!(dest::Binding, src::Binding)
dest.θ .= src.θ
end
# Minimum Reproducible Example
sensealg = GaussAdjoint(autojacvec=SciMLSensitivity.EnzymeVJP())
θ = ComponentArray(A=[1.0])
function f!(_dH::Matrix{Float64}, _H::Matrix{Float64}, container::Binding, t::Float64)
v = container.θ.A
_dH .= (0.5*_H) .* v
return nothing
end
H₀ = [1.0 2.0; 1.0 0.0]
tspan = (2010.0, 2011.0)
Δt = 0.1
tstops = range(tspan[1], tspan[2], step=Δt)
simulation = Inv(zero(H₀))
iceflow_prob = ODEProblem(
f!,
H₀,
tspan,
simulation;
tstops=tstops,
)
function action!(integrator)
integrator.u .= integrator.u .+ 0.1
end
cb = PeriodicCallback(action!, Δt; initial_affect=false)
function loss(iceflow_prob, container::Binding, cb)
iceflow_prob_remake = remake(iceflow_prob; p=container)
iceflow_sol = solve(
iceflow_prob_remake,
RDPK3Sp35(),
callback=cb,
sensealg=sensealg,
tstops=tstops,
)
loss = norm((iceflow_sol[end] .- 1.0))^2
return loss
end
loss(iceflow_prob, Binding(simulation, θ), cb)
∇θ, = Zygote.gradient(
_θ -> loss(
iceflow_prob,
Binding(simulation, _θ),
cb,
), θ)Error & Stacktrace
Error
ERROR: LoadError: MethodError: no method matching vec(::Binding{Inv{Float64}, ComponentVector{Float64, Vector{Float64}, Tuple{Axis{(A = ViewAxis(1:1, Shaped1DAxis((1,))),)}}}})
Closest candidates are:
vec(::StrideArraysCore.PtrArray{T, 1}) where T
@ StrideArraysCore ~/.julia/packages/StrideArraysCore/t77vK/src/reshape.jl:1
vec(::StrideArraysCore.AbstractPtrArray{T, N, R, S, Tuple{Vararg{Nothing, N}}, O, T} where O) where {T, N, R, S}
@ StrideArraysCore ~/.julia/packages/StrideArraysCore/t77vK/src/reshape.jl:2
vec(::StaticArraysCore.SizedArray{S, T, N, M} where {T, N, M}) where S
@ StaticArrays ~/.julia/packages/StaticArrays/MTYJP/src/SizedArray.jl:171
...
Stacktrace:
[1] _vecjacobian!(dλ::Vector{…}, y::Binding{…}, λ::Vector{…}, p::Matrix{…}, t::Float64, S::SciMLSensitivity.CallbackSensitivityFunctionPSwap{…}, isautojacvec::EnzymeVJP, dgrad::Nothing, dy::Nothing, W::Nothing)
@ SciMLSensitivity ~/.julia/dev/SciMLSensitivity/src/derivative_wrappers.jl:701
[2] vecjacobian!(dλ::Vector{…}, y::Binding{…}, λ::Vector{…}, p::Matrix{…}, t::Float64, S::SciMLSensitivity.CallbackSensitivityFunctionPSwap{…}; dgrad::Nothing, dy::Nothing, W::Nothing)
@ SciMLSensitivity ~/.julia/dev/SciMLSensitivity/src/derivative_wrappers.jl:241
[3] (::SciMLSensitivity.var"#affect!#262"{…})(integrator::OrdinaryDiffEqCore.ODEIntegrator{…})
@ SciMLSensitivity ~/.julia/dev/SciMLSensitivity/src/callback_tracking.jl:352
[4] apply_discrete_callback!
@ ~/.julia/packages/DiffEqBase/AfBQT/src/callbacks.jl:618 [inlined]
[5] apply_discrete_callback! (repeats 2 times)
@ ~/.julia/packages/DiffEqBase/AfBQT/src/callbacks.jl:641 [inlined]
[6] apply_discrete_callback!
@ ~/.julia/packages/DiffEqBase/AfBQT/src/callbacks.jl:634 [inlined]
[7] handle_callbacks!(integrator::OrdinaryDiffEqCore.ODEIntegrator{…})
@ OrdinaryDiffEqCore ~/.julia/packages/OrdinaryDiffEqCore/oFTse/src/integrators/integrator_utils.jl:400
[8] _loopfooter!(integrator::OrdinaryDiffEqCore.ODEIntegrator{…})
@ OrdinaryDiffEqCore ~/.julia/packages/OrdinaryDiffEqCore/oFTse/src/integrators/integrator_utils.jl:283
[9] loopfooter!
@ ~/.julia/packages/OrdinaryDiffEqCore/oFTse/src/integrators/integrator_utils.jl:247 [inlined]
[10] solve!(integrator::OrdinaryDiffEqCore.ODEIntegrator{…})
@ OrdinaryDiffEqCore ~/.julia/packages/OrdinaryDiffEqCore/oFTse/src/solve.jl:611
[11] #__solve#62
@ ~/.julia/packages/OrdinaryDiffEqCore/oFTse/src/solve.jl:7 [inlined]
[12] __solve
@ ~/.julia/packages/OrdinaryDiffEqCore/oFTse/src/solve.jl:1 [inlined]
[13] solve_call(_prob::ODEProblem{…}, args::RDPK3Sp35{…}; merge_callbacks::Bool, kwargshandle::Nothing, kwargs::@Kwargs{…})
@ DiffEqBase ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:657
[14] solve_call
@ ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:614 [inlined]
[15] #solve_up#45
@ ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:1211 [inlined]
[16] solve_up
@ ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:1188 [inlined]
[17] #solve#43
@ ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:1083 [inlined]
[18] _adjoint_sensitivities(sol::ODESolution{…}, sensealg::GaussAdjoint{…}, alg::RDPK3Sp35{…}; t::Vector{…}, dgdu_discrete::Function, dgdp_discrete::Nothing, dgdu_continuous::Nothing, dgdp_continuous::Nothing, g::Nothing, abstol::Float64, reltol::Float64, checkpoints::Vector{…}, corfunc_analytical::Bool, callback::CallbackSet{…}, no_start::Bool, kwargs::@Kwargs{…})
@ SciMLSensitivity ~/.julia/dev/SciMLSensitivity/src/gauss_adjoint.jl:605
[19] _adjoint_sensitivities
@ ~/.julia/dev/SciMLSensitivity/src/gauss_adjoint.jl:551 [inlined]
[20] #adjoint_sensitivities#67
@ ~/.julia/dev/SciMLSensitivity/src/sensitivity_interface.jl:411 [inlined]
[21] (::SciMLSensitivity.var"#adjoint_sensitivity_backpass#304"{…})(Δ::Vector{…})
@ SciMLSensitivity ~/.julia/dev/SciMLSensitivity/src/concrete_solve.jl:695
[22] ZBack
@ ~/.julia/packages/Zygote/55SqB/src/compiler/chainrules.jl:222 [inlined]
[23] (::Zygote.var"#kw_zpullback#58"{SciMLSensitivity.var"#adjoint_sensitivity_backpass#304"{…}})(dy::Vector{AbstractMatrix{…}})
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/chainrules.jl:248
[24] #305
@ ~/.julia/packages/Zygote/55SqB/src/lib/lib.jl:214 [inlined]
[25] (::Zygote.var"#2189#back#307"{Zygote.var"#305#306"{Tuple{…}, Zygote.var"#kw_zpullback#58"{…}}})(Δ::Vector{AbstractMatrix{Float64}})
@ Zygote ~/.julia/packages/ZygoteRules/CkVIK/src/adjoint.jl:72
[26] #solve#43
@ ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:1083 [inlined]
[27] (::Zygote.Pullback{Tuple{…}, Any})(Δ::Vector{AbstractMatrix{…}})
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/interface2.jl:0
[28] #305
@ ~/.julia/packages/Zygote/55SqB/src/lib/lib.jl:214 [inlined]
[29] (::Zygote.var"#2189#back#307"{Zygote.var"#305#306"{Tuple{NTuple{…}, Tuple{…}}, Zygote.Pullback{Tuple{…}, Any}}})(Δ::Vector{AbstractMatrix{Float64}})
@ Zygote ~/.julia/packages/ZygoteRules/CkVIK/src/adjoint.jl:72
[30] solve
@ ~/.julia/packages/DiffEqBase/AfBQT/src/solve.jl:1073 [inlined]
[31] (::Zygote.Pullback{Tuple{typeof(Core.kwcall), @NamedTuple{…}, typeof(solve), ODEProblem{…}, RDPK3Sp35{…}}, Any})(Δ::Vector{AbstractMatrix{Float64}})
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/interface2.jl:0
[32] loss
@ ~/.julia/dev/ODINN/mwe_gaussadjoint_scimlstruct_callback.jl:101 [inlined]
[33] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Float64)
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/interface2.jl:0
[34] #2
@ ~/.julia/dev/ODINN/mwe_gaussadjoint_scimlstruct_callback.jl:115 [inlined]
[35] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Float64)
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/interface2.jl:0
[36] (::Zygote.var"#88#89"{Zygote.Pullback{Tuple{…}, Tuple{…}}})(Δ::Float64)
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/interface.jl:97
[37] gradient(f::Function, args::ComponentVector{Float64, Vector{Float64}, Tuple{Axis{(A = ViewAxis(1:1, Shaped1DAxis((1,))),)}}})
@ Zygote ~/.julia/packages/Zygote/55SqB/src/compiler/interface.jl:154
[38] top-level scope
@ ~/.julia/dev/ODINN/mwe_gaussadjoint_scimlstruct_callback.jl:114
[39] include(fname::String)
@ Base.MainInclude ./client.jl:494
[40] top-level scope
@ REPL[2]:1Environment (please complete the following information):
Output of `using Pkg; Pkg.status()`
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[83775a58] Zlib_jll v1.2.13+1
[8e850b90] libblastrampoline_jll v5.11.0+0
[8e850ede] nghttp2_jll v1.52.0+1
[3f19e933] p7zip_jll v17.4.0+2