rrules do not support chunked mode

[oscardssmith]

This is a general issue, but for a specific incarnation, https://github.com/JuliaDiff/ChainRules.jl/blob/8073c7c4638bdd46f4e822d2ab72423c051c5e4b/src/rulesets/Base/array.jl#L40

function rrule(::typeof(Base.vect), X::Vararg{T, N}) where {T, N}
    vect_pullback(ȳ) = (NoTangent(), NTuple{N}(ȳ)...)
    return Base.vect(X...), vect_pullback
end

This rule implicitly assumes that ȳ is a Vector, but if you are taking a jacobian, it will be a Matrix in which case, it should be

function rrule(::typeof(Base.vect), X::Vararg{T, N}) where {T, N}
    vect_pullback(ȳ) = (NoTangent(), ȳ...)
    return Base.vect(X...), vect_pullback
end

Similar problems also exist for the getindex rrules, and I'm sure there are a bunch of other similar cases.
Is there a good general solution to this?

[mcabbott]

I think you're asking whether there's a scheme for chunked reverse mode. There is not: at present (co)tangents match the size of the primal. #92 has some discussion, see also JuliaDiff/Diffractor.jl#54.

Edit: most rules will enforce this via projection:

julia> x = [1,2,3];  # vector primal

julia> ProjectTo(x)([4;5;6;;])  # allows 1-column matrix, converts to vector
3-element Vector{Float64}:
 4.0
 5.0
 6.0

julia> ProjectTo(x)([4 5 6])  # does not allow worse shapes
ERROR: DimensionMismatch: variable with size(x) == (3,) cannot have a gradient with size(dx) == (1, 3)

[mcabbott]

For now the current status should be clearly documented, perhaps at these pages:

https://juliadiff.org/ChainRulesCore.jl/dev/rule_author/tangents.html

https://juliadiff.org/ChainRulesCore.jl/dev/maths/propagators.html