Skip to content
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

Jump to bottom

Replace NonlinearSolve with Roots and fix the ReverseDiff adjoint of find_alpha #202

Merged
merged 2 commits into from
Oct 16, 2021
Merged

Replace NonlinearSolve with Roots and fix the ReverseDiff adjoint of find_alpha #202

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
86f0195
Replace NonlinearSolve with Roots
devmotion Oct 15, 2021
5cb4c16
Bump version
devmotion Oct 15, 2021
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
6 changes: 3 additions & 3 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "Bijectors"
uuid = "76274a88-744f-5084-9051-94815aaf08c4"
version = "0.9.8"
version = "0.9.9"

[deps]
ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"
Expand All @@ -12,10 +12,10 @@ IrrationalConstants = "92d709cd-6900-40b7-9082-c6be49f344b6"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
MappedArrays = "dbb5928d-eab1-5f90-85c2-b9b0edb7c900"
NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
Requires = "ae029012-a4dd-5104-9daa-d747884805df"
Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

Expand All @@ -28,7 +28,7 @@ Functors = "0.1, 0.2"
IrrationalConstants = "0.1"
LogExpFunctions = "0.3.3"
MappedArrays = "0.2.2, 0.3, 0.4"
NonlinearSolve = "0.3"
Reexport = "0.2, 1"
Requires = "0.5, 1"
Roots = "1.3.4"
julia = "1.3"
4 changes: 2 additions & 2 deletions src/Bijectors.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -35,11 +35,11 @@ using MappedArrays
using Base.Iterators: drop
using LinearAlgebra: AbstractTriangular

import ChainRulesCore
import Functors
import IrrationalConstants
import LogExpFunctions
import NonlinearSolve
import ChainRulesCore
import Roots

export TransformDistribution,
PositiveDistribution,
Expand Down
12 changes: 4 additions & 8 deletions src/bijectors/planar_layer.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -157,16 +157,12 @@ function find_alpha(wt_y::T, wt_u_hat::T, b::T) where {T<:Real}
# Compute the initial bracket (see above).
initial_bracket = (wt_y - abs(wt_u_hat), wt_y + abs(wt_u_hat))

# Try to solve the root-finding problem, i.e., compute a final bracket
prob = NonlinearSolve.NonlinearProblem{false}(initial_bracket) do α, _
α + wt_u_hat * tanh(α + b) - wt_y
end
sol = NonlinearSolve.solve(prob, NonlinearSolve.Falsi())
if sol.retcode === NonlinearSolve.MAXITERS_EXCEED
@warn "Planar layer: root finding algorithm did not converge" sol
# Solve the root-finding problem
α0 = Roots.find_zero(initial_bracket) do α
return α + wt_u_hat * tanh(α + b) - wt_y
end

return sol.left
return α0
end

logabsdetjac(flow::PlanarLayer, x) = forward(flow, x).logabsdetjac
Expand Down
5 changes: 3 additions & 2 deletions src/compat/reversediff.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,8 @@ using ..Bijectors: Log, SimplexBijector, maphcat, simplex_link_jacobian,
ReverseDiffAD, Inverse
import ..Bijectors: _eps, logabsdetjac, _logabsdetjac_scale, _simplex_bijector,
_simplex_inv_bijector, replace_diag, jacobian, getpd, lower,
_inv_link_chol_lkj, _link_chol_lkj, _transform_ordered, _transform_inverse_ordered
_inv_link_chol_lkj, _link_chol_lkj, _transform_ordered, _transform_inverse_ordered,
find_alpha

import ChainRulesCore

Expand Down Expand Up @@ -187,7 +188,7 @@ function find_alpha(wt_y::T, wt_u_hat::T, b::T) where {T<:TrackedReal}
return track(find_alpha, wt_y, wt_u_hat, b)
end
@grad function find_alpha(wt_y::TrackedReal, wt_u_hat::TrackedReal, b::TrackedReal)
α = find_alpha(data(wt_y), data(wt_u_hat), data(b))
α = find_alpha(value(wt_y), value(wt_u_hat), value(b))

∂wt_y = inv(1 + wt_u_hat * sech(α + b)^2)
∂wt_u_hat = - tanh(α + b) * ∂wt_y
Expand Down