Add error message when using custom_vmap with reverse-mode AD, and add docstrings. #25253
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Add error message when using custom_vmap with reverse-mode AD, and add docstrings.
The
custom_vmap
API is discussed in #9073, and it remains somewhat experimental and incomplete, but it is sufficiently widely used that it seemed worth adding it to the docs.One specific pain point with
custom_vmap
is that it doesn't support reverse-mode autodiff, so I also added a better error message for this case. Before this change, usinggrad
with acustom_vmap
function would fail with anassert
deep within the JAX internals. This now fails with aNotImplementedError
that describes the problem.