Skip to content

add Lux compute types #462

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
prbzrg merged 6 commits into from
Feb 11, 2025
Merged

add Lux compute types #462

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
4c0012f
add Lux compute types
prbzrg Feb 9, 2025
b0e579f
Merge branch 'main' into add-lux-compute-type
prbzrg Feb 9, 2025
c4f044c
add tests
prbzrg Feb 9, 2025
a105da1
use lux cm
prbzrg Feb 10, 2025
6c2eb7e
fix J
prbzrg Feb 10, 2025
0e547e4
Merge branch 'main' into add-lux-compute-type
prbzrg Feb 11, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions benchmark/benchmarks.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -33,7 +33,7 @@ icnf = ContinuousNormalizingFlows.construct(
nn,
nvars,
naugs;
compute_mode = ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
compute_mode = ContinuousNormalizingFlows.LuxVecJacMatrixMode(ADTypes.AutoZygote()),
tspan = (0.0f0, 13.0f0),
steer_rate = 1.0f-1,
λ₃ = 1.0f-2,
Expand Down Expand Up @@ -79,7 +79,7 @@ icnf2 = ContinuousNormalizingFlows.construct(
nvars,
naugs;
inplace = true,
compute_mode = ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
compute_mode = ContinuousNormalizingFlows.LuxVecJacMatrixMode(ADTypes.AutoZygote()),
tspan = (0.0f0, 13.0f0),
steer_rate = 1.0f-1,
λ₃ = 1.0f-2,
Expand Down
2 changes: 2 additions & 0 deletions src/ContinuousNormalizingFlows.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -46,6 +46,8 @@ export construct,
DIJacVecVectorMode,
DIVecJacMatrixMode,
DIJacVecMatrixMode,
LuxVecJacMatrixMode,
LuxJacVecMatrixMode,
ICNFModel,
CondICNFModel,
CondLayer,
Expand Down
128 changes: 128 additions & 0 deletions src/icnf.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -455,6 +455,134 @@ function augmented_f(
nothing
end

function augmented_f(
u::Any,
p::Any,
::Any,
icnf::ICNF{T, <:LuxVecJacMatrixMode, false, COND, AUGMENTED, STEER, NORM_Z, NORM_J},
mode::TrainMode,
nn::LuxCore.AbstractLuxLayer,
st::NamedTuple,
ϵ::AbstractMatrix{T},
) where {T <: AbstractFloat, COND, AUGMENTED, STEER, NORM_Z, NORM_J}
n_aug = n_augment(icnf, mode)
snn = Lux.StatefulLuxLayer{true}(nn, p, st)
z = u[begin:(end - n_aug - 1), :]
ż = snn(z)
ϵJ = Lux.vector_jacobian_product(snn, icnf.compute_mode.adback, z, ϵ)
l̇ = -sum(ϵJ .* ϵ; dims = 1)
Ė = transpose(if NORM_Z
LinearAlgebra.norm.(eachcol(ż))
else
zrs_Ė = similar(ż, size(ż, 2))
ChainRulesCore.@ignore_derivatives fill!(zrs_Ė, zero(T))
zrs_Ė
end)
ṅ = transpose(if NORM_J
LinearAlgebra.norm.(eachcol(ϵJ))
else
zrs_ṅ = similar(ż, size(ż, 2))
ChainRulesCore.@ignore_derivatives fill!(zrs_ṅ, zero(T))
zrs_ṅ
end)
vcat(ż, l̇, Ė, ṅ)
end

function augmented_f(
du::Any,
u::Any,
p::Any,
::Any,
icnf::ICNF{T, <:LuxVecJacMatrixMode, true, COND, AUGMENTED, STEER, NORM_Z, NORM_J},
mode::TrainMode,
nn::LuxCore.AbstractLuxLayer,
st::NamedTuple,
ϵ::AbstractMatrix{T},
) where {T <: AbstractFloat, COND, AUGMENTED, STEER, NORM_Z, NORM_J}
n_aug = n_augment(icnf, mode)
snn = Lux.StatefulLuxLayer{true}(nn, p, st)
z = u[begin:(end - n_aug - 1), :]
ż = snn(z)
ϵJ = Lux.vector_jacobian_product(snn, icnf.compute_mode.adback, z, ϵ)
du[begin:(end - n_aug - 1), :] .= ż
du[(end - n_aug), :] .= -vec(sum(ϵJ .* ϵ; dims = 1))
du[(end - n_aug + 1), :] .= if NORM_Z
LinearAlgebra.norm.(eachcol(ż))
else
zero(T)
end
du[(end - n_aug + 2), :] .= if NORM_J
LinearAlgebra.norm.(eachcol(ϵJ))
else
zero(T)
end
nothing
end

function augmented_f(
u::Any,
p::Any,
::Any,
icnf::ICNF{T, <:LuxJacVecMatrixMode, false, COND, AUGMENTED, STEER, NORM_Z, NORM_J},
mode::TrainMode,
nn::LuxCore.AbstractLuxLayer,
st::NamedTuple,
ϵ::AbstractMatrix{T},
) where {T <: AbstractFloat, COND, AUGMENTED, STEER, NORM_Z, NORM_J}
n_aug = n_augment(icnf, mode)
snn = Lux.StatefulLuxLayer{true}(nn, p, st)
z = u[begin:(end - n_aug - 1), :]
ż = snn(z)
Jϵ = Lux.jacobian_vector_product(snn, icnf.compute_mode.adback, z, ϵ)
l̇ = -sum(ϵ .* Jϵ; dims = 1)
Ė = transpose(if NORM_Z
LinearAlgebra.norm.(eachcol(ż))
else
zrs_Ė = similar(ż, size(ż, 2))
ChainRulesCore.@ignore_derivatives fill!(zrs_Ė, zero(T))
zrs_Ė
end)
ṅ = transpose(if NORM_J
LinearAlgebra.norm.(eachcol(Jϵ))
else
zrs_ṅ = similar(ż, size(ż, 2))
ChainRulesCore.@ignore_derivatives fill!(zrs_ṅ, zero(T))
zrs_ṅ
end)
vcat(ż, l̇, Ė, ṅ)
end

function augmented_f(
du::Any,
u::Any,
p::Any,
::Any,
icnf::ICNF{T, <:LuxJacVecMatrixMode, true, COND, AUGMENTED, STEER, NORM_Z, NORM_J},
mode::TrainMode,
nn::LuxCore.AbstractLuxLayer,
st::NamedTuple,
ϵ::AbstractMatrix{T},
) where {T <: AbstractFloat, COND, AUGMENTED, STEER, NORM_Z, NORM_J}
n_aug = n_augment(icnf, mode)
snn = Lux.StatefulLuxLayer{true}(nn, p, st)
z = u[begin:(end - n_aug - 1), :]
ż = snn(z)
Jϵ = Lux.jacobian_vector_product(snn, icnf.compute_mode.adback, z, ϵ)
du[begin:(end - n_aug - 1), :] .= ż
du[(end - n_aug), :] .= -vec(sum(ϵ .* Jϵ; dims = 1))
du[(end - n_aug + 1), :] .= if NORM_Z
LinearAlgebra.norm.(eachcol(ż))
else
zero(T)
end
du[(end - n_aug + 2), :] .= if NORM_J
LinearAlgebra.norm.(eachcol(Jϵ))
else
zero(T)
end
nothing
end

@inline function loss(
icnf::ICNF{<:AbstractFloat, <:VectorMode},
mode::TrainMode,
Expand Down
8 changes: 8 additions & 0 deletions src/types.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,14 @@ struct DIJacVecMatrixMode{ADBack <: ADTypes.AbstractADType} <: DIMatrixMode{ADBa
adback::ADBack
end

abstract type LuxMatrixMode{ADBack} <: MatrixMode{ADBack} end
struct LuxVecJacMatrixMode{ADBack <: ADTypes.AbstractADType} <: LuxMatrixMode{ADBack}
adback::ADBack
end
struct LuxJacVecMatrixMode{ADBack <: ADTypes.AbstractADType} <: LuxMatrixMode{ADBack}
adback::ADBack
end

abstract type AbstractICNF{
T <: AbstractFloat,
CM <: ComputeMode,
Expand Down
10 changes: 10 additions & 0 deletions src/utils.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -52,3 +52,13 @@ end
)
)
end

@inline function jacobian_batched(
icnf::AbstractICNF{T, <:LuxMatrixMode},
f::Lux.StatefulLuxLayer,
xs::AbstractMatrix{<:Real},
) where {T}
y = f(xs)
J = Lux.batched_jacobian(f, icnf.compute_mode.adback, xs)
y, eachslice(J; dims = 3)
end
1 change: 1 addition & 0 deletions test/call_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -40,6 +40,7 @@ Test.@testset "Call Tests" begin
# ),
]
compute_modes = ContinuousNormalizingFlows.ComputeMode[
ContinuousNormalizingFlows.LuxVecJacMatrixMode(ADTypes.AutoZygote()),
ContinuousNormalizingFlows.DIVecJacVectorMode(ADTypes.AutoZygote()),
ContinuousNormalizingFlows.DIJacVecVectorMode(ADTypes.AutoZygote()),
ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
Expand Down
1 change: 1 addition & 0 deletions test/fit_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -37,6 +37,7 @@ Test.@testset "Fit Tests" begin
# ),
]
compute_modes = ContinuousNormalizingFlows.ComputeMode[
ContinuousNormalizingFlows.LuxVecJacMatrixMode(ADTypes.AutoZygote()),
ContinuousNormalizingFlows.DIVecJacVectorMode(ADTypes.AutoZygote()),
ContinuousNormalizingFlows.DIJacVecVectorMode(ADTypes.AutoZygote()),
ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
Expand Down
2 changes: 1 addition & 1 deletion test/instability_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,7 @@ Test.@testset "Instability" begin
nn,
nvars,
naugs;
compute_mode = ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
compute_mode = ContinuousNormalizingFlows.LuxVecJacMatrixMode(ADTypes.AutoZygote()),
tspan = (0.0f0, 13.0f0),
steer_rate = 1.0f-1,
λ₃ = 1.0f-2,
Expand Down
2 changes: 1 addition & 1 deletion test/regression_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,7 @@ Test.@testset "Regression Tests" begin
nn,
nvars,
naugs;
compute_mode = ContinuousNormalizingFlows.DIVecJacMatrixMode(ADTypes.AutoZygote()),
compute_mode = ContinuousNormalizingFlows.LuxVecJacMatrixMode(ADTypes.AutoZygote()),
tspan = (0.0f0, 13.0f0),
steer_rate = 1.0f-1,
λ₃ = 1.0f-2,
Expand Down
Loading