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Adds some missing unthunks #282

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merged 6 commits into from
Oct 14, 2020
Merged

Adds some missing unthunks #282

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4dcd330
add unthunk to diagonal constructor
oxinabox Oct 12, 2020
f9f3e0c
add unthunk to svd_rev
oxinabox Oct 12, 2020
45bbb57
Test thunked inputs to SVD
oxinabox Oct 13, 2020
d9c7bf8
Don't define Diagonal on Thunks
oxinabox Oct 14, 2020
7de678a
remove exces whitespace
oxinabox Oct 14, 2020
73fc2ac
Update Project.toml
oxinabox Oct 14, 2020
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3 changes: 2 additions & 1 deletion src/rulesets/LinearAlgebra/factorization.jl
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Expand Up @@ -8,7 +8,8 @@ using LinearAlgebra.BLAS: gemv, gemv!, gemm!, trsm!, axpy!, ger!
function rrule(::typeof(svd), X::AbstractMatrix{<:Real})
F = svd(X)
function svd_pullback(Ȳ::Composite)
∂X = svd_rev(F, Ȳ.U, Ȳ.S, Ȳ.V)
# svd_rev does a lot of linear algebra, it is is efficient to unthunk before
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∂X = svd_rev(F, unthunk(Ȳ.U), unthunk(Ȳ.S), unthunk(Ȳ.V))
return (NO_FIELDS, ∂X)
end
return F, svd_pullback
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3 changes: 3 additions & 0 deletions src/rulesets/LinearAlgebra/structured.jl
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Expand Up @@ -32,6 +32,9 @@ end
#####

function rrule(::Type{<:Diagonal}, d::AbstractVector)
function Diagonal_pullback(x::AbstractThunk)
return Diagonal_pullback(unthunk(x))
end
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function Diagonal_pullback(ȳ::AbstractMatrix)
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return (NO_FIELDS, diag(ȳ))
end
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24 changes: 22 additions & 2 deletions test/rulesets/LinearAlgebra/factorization.jl
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Expand Up @@ -13,12 +13,12 @@ using ChainRules: level2partition, level3partition, chol_blocked_rev, chol_unblo
@test dself1 === NO_FIELDS
@test dp === DoesNotExist()

ΔF = unthunk(dF)
dself2, dX = dX_pullback(ΔF)
dself2, dX = dX_pullback(dF)
@test dself2 === NO_FIELDS
X̄_ad = unthunk(dX)
X̄_fd = only(j′vp(central_fdm(5, 1), X->getproperty(svd(X), p), Ȳ, X))
@test all(isapprox.(X̄_ad, X̄_fd; rtol=1e-6, atol=1e-6))

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end
@testset "Vt" begin
Y, dF_pullback = rrule(getproperty, F, :Vt)
Expand All @@ -27,6 +27,26 @@ using ChainRules: level2partition, level3partition, chol_blocked_rev, chol_unblo
end
end

@testset "Thunked inputs" begin
X = randn(4, 3)
F, dX_pullback = rrule(svd, X)
for p in [:U, :S, :V]
Y, dF_pullback = rrule(getproperty, F, p)
Ȳ = randn(size(Y)...)

_, dF_unthunked, _ = dF_pullback(Ȳ)

@assert !(getproperty(dF_unthunked, p) isa AbstractThunk)
dF_thunked = map(f->Thunk(()->f), dF_unthunked)
@assert getproperty(dF_thunked, p) isa AbstractThunk

dself_thunked, dX_thunked = dX_pullback(dF_thunked)
dself_unthunked, dX_unthunked = dX_pullback(dF_unthunked)
@test dself_thunked == dself_unthunked
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@test dX_thunked == dX_unthunked
end
end

@testset "+" begin
X = [1.0 2.0; 3.0 4.0; 5.0 6.0]
F, dX_pullback = rrule(svd, X)
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