8000 Basic reverse-mode AD implementation [in progress] by sritchie · Pull Request #226 · sicmutils/sicmutils · GitHub
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Basic reverse-mode AD implementation [in progress] #226

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Basic reverse-mode AD implementation [in progress] #226

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@sritchie sritchie commented Jan 2, 2021 •
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This is modeled after the approach described in the dysvunctional language docs. This works now for R^n => R functions! It needs some work to handle nesting and all of that...

@littleredcomputer , I also took a try at an approach to share the derivatives between the tape and differential namespaces without actually making a lift implementation that lifts BOTH. The derivatives should certainly live somewhere, so we don't have to inline them.

Making progress!

TODO

  • share derivative implementations (handled by Move derivative implementations to generic metadata #253)
  • call the fn that calculates reverse mode a pullback?
  • test that this can handle nesting. I'll almost certainly have to write some function to pull the tag of some differential up past a tape cell.... maybe?
  • handle structural outputs too. Can I reuse my protocol definitions for extract-tangent, or do I have to redo everything?
  • beef up the topological sort. here are some examples: Kahn's from @alandipert (described on wiki. Note that we almost certainly want to break ties lexicographically using the gensyms (OR the active tag stack!), look into this.
  • note the idea from ChainRulesCore.jl about thunking. If you want to potentially not use ALL of the derivatives, then you might use a clojure delay to wrap some of the partials that take a bit of work. Look at the julia docs to see how they build this in. Would we have to extend the generic arithmetic to delays?

NOTES:

  • Based on my investigations in Expand literal function descriptor language [in progress] #262 , we need to take some care there. We have some code to check if a differential? is incoming; that is obviously going to fail for reverse mode.
  • the tie-breaking is only going to work if derivative itself uses with-active-tag, so let GJS know that we do that too.

@sritchie sritchie changed the base branch from master to sritchie/diff_seven January 2, 2021 22:55
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codecov-io commented Jan 2, 2021 •
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Codecov Report

Merging #226 (807277a) into master (a690c58) will decrease coverage by 0.30%.
The diff coverage is 71.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #226      +/-   ##
==========================================
- Coverage   84.22%   83.92%   -0.31%     
==========================================
  Files          81       82       +1     
  Lines        8393     8628     +235     
  Branches      453      475      +22     
==========================================
+ Hits         7069     7241     +172     
- Misses        871      914      +43     
- Partials      453      473      +20
Impacted Files Coverage Δ
src/sicmutils/tape.cljc 70.92% <70.92%> (ø)
src/sicmutils/generic.cljc 75.72% <72.72%> (-0.54%) ⬇️
src/sicmutils/differential.cljc 91.70% <0.00%> (+0.25%) ⬆️
src/sicmutils/polynomial.cljc 89.56% <0.00%> (+0.67%) ⬆️
src/sicmutils/numerical/elliptic.cljc 89.76% <0.00%> (+0.68%) ⬆️
src/sicmutils/value.cljc 83.78% <0.00%> (+0.90%) ⬆️

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@sritchie sritchie mentioned this pull request Jan 24, 2023
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@sritchie sritchie added the Automatic Differentiation Bugs and issues related to Automatic Differentiation label Jan 4, 2021
@sritchie sritchie mentioned this pull request Jan 12, 2021
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@sritchie sritchie changed the base branch from sritchie/diff_seven to master February 1, 2021 04:17
@sritchie sritchie mentioned this pull request Feb 1, 2021
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@sritchie sritchie force-pushed the sritchie/diff_eight_reverse branch from 807277a to e50fb57 Compare February 1, 2021 14:58
@sritchie sritchie changed the base branch from master to sritchie/move_diff_to_meta February 1, 2021 14:58
Base automatically changed from sritchie/move_diff_to_meta to master February 7, 2021 03:37
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Another thing we might want to look into is implementing checkpointing. The motivation here is that a lot of physical computations end up as differential equations, and checkpointing can be quite useful there. I think we could use the particle example in #385 to compare the checkpointed-vs-vanilla implementations.

@sritchie sritchie added this to the 0.22.0 milestone Jan 24, 2022
@sritchie sritchie force-pushed the main branch 3 times, most recently from afa6dd7 to c33ef42 Compare February 15, 2022 22:57
@sritchie sritchie mentioned this pull request Mar 10, 2023
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Moved to Emmy.

@sritchie sritchie closed this Mar 11, 2023
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