Merge pull request #169 from SciML/grad

Gradient definitions & supertypes for Zygote, continued

Author: ChrisRackauckas

Project.toml

@@ -7,6 +7,7 @@ version = "2.17.2"
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
+FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"

src/RecursiveArrayTools.jl

@@ -11,6 +11,9 @@ using Requires, RecipesBase, StaticArrays, Statistics,
 import ChainRulesCore
 import ChainRulesCore: NoTangent
 import ZygoteRules
+
+using FillArrays
+
 abstract type AbstractVectorOfArray{T, N, A} <: AbstractArray{T, N} end
 abstract type AbstractDiffEqArray{T, N, A} <: AbstractVectorOfArray{T, N, A} end
 

src/zygote.jl

@@ -1,7 +1,7 @@
 function ChainRulesCore.rrule(::typeof(getindex),VA::AbstractVectorOfArray, i::Union{Int,AbstractArray{Int},CartesianIndex,Colon,BitArray,AbstractArray{Bool}})
   function AbstractVectorOfArray_getindex_adjoint(Δ)
     Δ′ = [ (i == j ? Δ : zero(x)) for (x,j) in zip(VA.u, 1:length(VA))]
-    (NoTangent(),Δ′,NoTangent())
+    (NoTangent(),VectorOfArray(Δ′),NoTangent())
   end
   VA[i],AbstractVectorOfArray_getindex_adjoint
 end
@@ -10,7 +10,7 @@ function ChainRulesCore.rrule(::typeof(getindex),VA::AbstractVectorOfArray, indi
   function AbstractVectorOfArray_getindex_adjoint(Δ)
     Δ′ = zero(VA)
     Δ′[indices...] = Δ
-    (NoTangent(), Δ′, indices[1],map(_ -> NoTangent(), indices[2:end])...)
+    (NoTangent(), VectorOfArray(Δ′), map(_ -> NoTangent(), indices)...)
   end
   VA[indices...],AbstractVectorOfArray_getindex_adjoint
 end
@@ -19,7 +19,7 @@ function ChainRulesCore.rrule(::Type{<:ArrayPartition}, x::S, ::Type{Val{copy_x}
   function ArrayPartition_adjoint(_y)
       y = Array(_y)
       starts = vcat(0,cumsum(reduce(vcat,length.(x))))
-      NoTangent(), ntuple(i -> reshape(y[starts[i]+1:starts[i+1]], size(x[i])), length(x)), NoTangent()
+      NoTangent(), ArrayPartition(ntuple(i -> reshape(y[starts[i]+1:starts[i+1]], size(x[i]))), length(x)), NoTangent()
   end
 
   ArrayPartition(x, Val{copy_x}), ArrayPartition_adjoint
@@ -43,23 +43,33 @@ function ChainRulesCore.rrule(::typeof(getproperty),A::ArrayPartition, s::Symbol
     A.x,literal_ArrayPartition_x_adjoint
 end
 
+# Define a new species of projection operator for this type:
+ChainRulesCore.ProjectTo(x::VectorOfArray) = ChainRulesCore.ProjectTo{VectorOfArray}()
+
+# Gradient from iteration will be e.g. Vector{Vector}, this makes it another AbstractMatrix
+#(::ChainRulesCore.ProjectTo{VectorOfArray})(dx::AbstractVector{<:AbstractArray}) = VectorOfArray(dx)
+# Gradient from broadcasting will be another AbstractArray
+#(::ChainRulesCore.ProjectTo{VectorOfArray})(dx::AbstractArray) = dx
+
+# These rules duplicate the `rrule` methods above, because Zygote looks for an `@adjoint`
+# definition first, and finds its own before finding those.
+
 ZygoteRules.@adjoint function getindex(VA::AbstractVectorOfArray, i::Union{Int,AbstractArray{Int},CartesianIndex,Colon,BitArray,AbstractArray{Bool}})
   function AbstractVectorOfArray_getindex_adjoint(Δ)
-    Δ′ = [ (i == j ? Δ : zero(x)) for (x,j) in zip(VA.u, 1:length(VA))]
-    (Δ′,nothing)
+    Δ′ = [(i == j ? Δ : Fill(zero(eltype(x)),size(x))) for (x,j) in zip(VA.u, 1:length(VA))]
+    (VectorOfArray(Δ′),nothing)
   end
   VA[i],AbstractVectorOfArray_getindex_adjoint
 end
 
 ZygoteRules.@adjoint function getindex(VA::AbstractVectorOfArray, i::Union{Int,AbstractArray{Int},CartesianIndex,Colon,BitArray,AbstractArray{Bool}}, j::Union{Int,AbstractArray{Int},CartesianIndex,Colon,BitArray,AbstractArray{Bool}}...)
   function AbstractVectorOfArray_getindex_adjoint(Δ)
-    Δ′ = zero(VA)
-    Δ′[i,j...] = Δ
-    (Δ′, i,map(_ -> nothing, j)...)
+    Δ′ = [(i == j ? zero(x) : Fill(zero(eltype(x)),size(x))) for (x,j) in zip(VA.u, 1:length(VA))]
+    Δ′[i][j...] = Δ
+    (VectorOfArray(Δ′), nothing, map(_ -> nothing, j)...)
   end
   VA[i,j...],AbstractVectorOfArray_getindex_adjoint
 end
-
 ZygoteRules.@adjoint function ArrayPartition(x::S, ::Type{Val{copy_x}} = Val{false}) where {S<:Tuple,copy_x}
   function ArrayPartition_adjoint(_y)
       y = Array(_y)
@@ -71,11 +81,11 @@ ZygoteRules.@adjoint function ArrayPartition(x::S, ::Type{Val{copy_x}} = Val{fal
 end
 
 ZygoteRules.@adjoint function VectorOfArray(u)
-  VectorOfArray(u),y -> ([y[ntuple(x->Colon(),ndims(y)-1)...,i] for i in 1:size(y)[end]],)
+  VectorOfArray(u),y -> (VectorOfArray([y[ntuple(x->Colon(),ndims(y)-1)...,i] for i in 1:size(y)[end]]),)
 end
 
 ZygoteRules.@adjoint function DiffEqArray(u,t)
-  DiffEqArray(u,t),y -> ([y[ntuple(x->Colon(),ndims(y)-1)...,i] for i in 1:size(y)[end]],nothing)
+  DiffEqArray(u,t),y -> (DiffEqArray([y[ntuple(x->Colon(),ndims(y)-1)...,i] for i in 1:size(y)[end]],t),nothing)
 end
 
 ZygoteRules.@adjoint function ZygoteRules.literal_getproperty(A::ArrayPartition, ::Val{:x})