RFC: add Functors-aware structural gradient (#129)

* withgradient

* drop tests on 1.3

* use _trainable_walk

* wtf

.github/workflows/CI.yml

@@ -20,7 +20,6 @@ jobs:
       fail-fast: false
       matrix:
         version:
-          - '1.3'
           - '1.6' # LTS
           - '1'
           - 'nightly'

Project.toml

@@ -1,33 +1,37 @@
 name = "Tracker"
 uuid = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
-version = "0.2.20"
+version = "0.2.21"
 
 [deps]
 Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
 DiffRules = "b552c78f-8df3-52c6-915a-8e097449b14b"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+Functors = "d9f16b24-f501-4c13-a1f2-28368ffc5196"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"
 NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
+Optimisers = "3bd65402-5787-11e9-1adc-39752487f4e2"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [compat]
-Adapt = "1, 2, 3"
+Adapt = "3"
 DiffRules = "1.4"
+Functors = "0.3.0"
 ForwardDiff = "0.10"
 LogExpFunctions = "0.3"
 MacroTools = "0.5"
-NNlib = "0.7.18, 0.8"  # 0.7.18 is the last version which supports Julia 1.3
-NaNMath = "0.3, 1"
-Requires = "0.5, 1.0"
-SpecialFunctions = "0.10, 1, 2"
-julia = "1.3"
+NNlib = "0.8"
+NaNMath = "1"
+Optimisers = "0.2.9"
+Requires = "1.0"
+SpecialFunctions = "1, 2"
+julia = "1.6"
 
 [extras]
 PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"

src/Tracker.jl

@@ -13,7 +13,7 @@ import Printf
 import Base: ==
 
 export TrackedArray, TrackedVector, TrackedMatrix, Params, gradient,
-  jacobian, hessian, param, back!
+  jacobian, hessian, param, back!, withgradient
 
 tracker(x) = nothing
 
@@ -70,10 +70,10 @@ end
 
 include("idset.jl")
 include("params.jl")
-include("back.jl")
-include("numeric.jl")
 include("lib/real.jl")
 include("lib/array.jl")
+include("back.jl")
+include("numeric.jl")
 include("forward.jl")
 @init @require PDMats="90014a1f-27ba-587c-ab20-58faa44d9150" include("lib/pdmats.jl")
 

src/back.jl

@@ -178,3 +178,71 @@ function jacobian(f, x::AbstractVector)
 end
 
 hessian(f, x) = jacobian(x -> gradient(f, x, nest=true)[1], x)
+
+using Functors: fmap, functor
+using Optimisers: _trainable, isnumeric
+
+"""
+    withgradient(f, xs...)
+
+This computes the value `f(xs...)` and the gradient with respect to `xs`.
+However, it differs from `gradient` in several other respects:
+* It will recurse into `xs` using `fmap`, and thus like Zygote's "explicit mode" it
+  returns a tree-like gradient matching the shape of a Flux model.
+  This recursion obeys restrictions imposed by `Optimisers.trainable`, if defined.
+* Only objects satisfying `Optimisers.isnumeric` are regarded as parameters,
+  thus in particular integers are ignored.
+* Returns plain arrays, not tracked. Uses `nothing` as a strong zero gradient, like Zygote.
+
+# Examples
+```
+julia> nt = (vec = [1.0, 2.0], mat = [4.0;;], fun = sin);
+
+julia> withgradient(nt, 2) do x, p
+         sum(abs2, x.vec) ^ p
+       end
+(val = 25.0, grad = ((vec = [20.0, 40.0], mat = [0.0;;], fun = nothing), nothing))
+
+julia> using Flux
+
+julia> model = Chain(Dense(2 => 1, tanh), Dense(1 => 1, bias=false));
+
+julia> withgradient(model, rand(Float32, 2)) do m, x
+         sum(abs2, m(x))
+       end
+(val = 0.035716165f0, grad = ((layers = ((weight = Float32[-0.4241869 -0.16741231], bias = Float32[-0.5529184], σ = nothing), (weight = Float32[-0.04804218;;], bias = nothing, σ = nothing)),), Float32[0.12706584, -0.08858479]))
+```
+"""
+function withgradient(f, xs...)
+    pxs = fmap(param, xs; exclude = isnumeric, walk = _trainable_walk)
+    l = f(pxs...)
+    losscheck(l)
+    l isa TrackedReal || return (val = l, grad = nothing)
+    @interrupts back!(l)
+    (val = data(l), grad = rec_grad(pxs))
+end
+
+function _trainable_walk(f, x)
+  func, re = functor(x)
+  isempty(func) && return x
+  done = map(f, _trainable(x))  # recurse only into trainable fields, this contains `nothing` elsewhere
+  map(func, merge(func, done)) do n, t
+      isnothing(t) ? n : t
+  end |> re  # reconstruct the whole thing
+end
+_trainable_walk(f, x::Tuple) = map(f, x)
+
+# Easier to write the recursion to extract the gradients without using fmap:
+rec_grad(x::TrackedArray) = grad(x)
+rec_grad(x::TrackedReal) = grad(x)
+rec_grad(x::AbstractArray{<:Number}) = nothing
+rec_grad(x::Number) = nothing
+
+rec_grad(x::Union{Tuple,NamedTuple,AbstractArray}) = map(rec_grad, x)
+rec_grad(::Tuple{}) = nothing
+rec_grad(::NamedTuple{(), Tuple{}}) = nothing
+function rec_grad(x::T) where {T}
+    F = fieldnames(T)
+    isempty(F) && return nothing
+    map(f -> rec_grad(getfield(x, f)), NamedTuple{F}(F))
+end

test/runtests.jl

@@ -17,4 +17,20 @@ using Tracker: jacobian
   @test J ≈ A.data
 end
 
+using Optimisers, Functors
+struct TwoThirds a; b; c; end  # evil test from Optimisers.jl
+@eval Functors.@functor TwoThirds (a, c)
+Optimisers.trainable(x::TwoThirds) = (a = x.a,)
+
+@testset "withgradient" begin
+  nt = (vec = [1.0, 2.0], mat = [4.0;;], fun = sin);
+  @test withgradient((x, p) -> sum(abs2, x.vec) ^ p, nt, 2) == (val = 25.0, grad = ((vec = [20.0, 40.0], mat = [0.0;;], fun = nothing), nothing))
+
+  @test withgradient(x -> sum(x.v), (v = [1, 2], w = [3.0])) == (val = 3, grad = nothing)
+
+  m = TwoThirds([1.0], [2.0], [3.0])  # only the first should be tracked, but all should survive
+  g = withgradient(m -> only(m.a::AbstractVector + m.b::Vector + m.c::Vector), m)
+  @test g == (val = 6.0, grad = ((a = [1.0], b = nothing, c = nothing),))
 end
+
+end  # overall @testset