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Need an adjoint for constructor for Zygote compatibility #737

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NAThompson opened this issue Aug 18, 2024 · 1 comment
Open

Need an adjoint for constructor for Zygote compatibility #737

NAThompson opened this issue Aug 18, 2024 · 1 comment

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@NAThompson
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I'm trying to use Zygote with Unitful. If I use standard units like m, s and m/s, everything works:

using Zygote
using Unitful

# Works:
struct Foo
    x::Number
    t::Number
    c::Number
end

function bar(f::Foo)
    return f.x - f.c*f.t
end

foo = Foo(2u"m", 3u"s", 3e8u"m/s")


g = Zygote.gradient(f -> bar(f), foo)

println(g)

However, if I use a custom unit (in this case Euros) I get an error about requiring an adjoint for the constructor:

ERROR: LoadError: Need an adjoint for constructor Quantity{Float64, 𝐓, Unitful.FreeUnits{(yr,), 𝐓, nothing}}. Gradient is of type Quantity{Float64, 𝐓⁻¹, Unitful.FreeUnits{(€, yr⁻¹), 𝐓⁻¹, nothing}}

Apologies if my google-fu has failed me, but I have searched the Unitful docs, but did not manage to find anything about defining an adjoint for a constructor. How can I define one?

Code to reproduce:

using Zygote
using Unitful

@unit"" Euro 1.0 false

struct Loan
    loan_amount::Number
    interest_rate::Number
    loan_term::Number
end

function monthly_payment(l::Loan)
    r = l.interest_rate*1.0u"yr"/12.0 # use monthly interest rate for monthly payment
    # Number of payments:
    n = l.loan_term*12.0/1.0u"yr"
    return l.loan_amount*r*(1+r)^n/((1+r)^n - 1)
end

loan = Loan(500000.0*€, 0.025/1.0u"yr", 30.0u"yr")
g = Zygote.gradient(l -> monthly_payment(l), loan)
println(g)
@NAThompson NAThompson changed the title Need an adjoint for constructor Need an adjoint for constructor for Zygote compatibility Aug 18, 2024
@NAThompson
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NAThompson commented Sep 21, 2024

For those finding this issue, I have managed to figure out how to get this working: Simply add

Zygote.@adjoint function Quantity(x::Number, u)
    return Quantity(x, u), (∂y -> (∂y * Quantity(1.0, u), nothing))
end

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