Merge pull request #30 from JuliaDiff/ox/wrtfunction

Overhaul Rules

Project.toml

@@ -1,6 +1,6 @@
 name = "ChainRulesCore"
 uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
-version = "0.2.1-DEV"
+version = "0.3.0"
 
 [compat]
 julia = "^1.0"

src/ChainRulesCore.jl

@@ -1,13 +1,16 @@
 module ChainRulesCore
 using Base.Broadcast: materialize, materialize!, broadcasted, Broadcasted, broadcastable
 
-export AbstractRule, Rule, frule, rrule
+export frule, rrule
+export wirtinger_conjugate, wirtinger_primal, refine_differential
 export @scalar_rule, @thunk
-export extern, cast, store!, Wirtinger, Zero, One, Casted, DNE, Thunk, DNERule
+export extern, cast, store!
+export Wirtinger, Zero, One, Casted, DNE, Thunk, InplaceableThunk
+export NO_FIELDS
 
 include("differentials.jl")
 include("differential_arithmetic.jl")
-include("rule_types.jl")
+include("operations.jl")
 include("rules.jl")
 include("rule_definition_tools.jl")
 end # module

src/differential_arithmetic.jl

@@ -7,7 +7,7 @@ subtypes, as we know the full set that might be encountered.
 Thus we can avoid any ambiguities.
 
 Notice:
-    The precidence goes: (:Wirtinger, :Casted, :Zero, :DNE, :One, :Thunk, :Any)
+    The precidence goes: (:Wirtinger, :Casted, :Zero, :DNE, :One, :AbstractThunk, :Any)
     Thus each of the @eval loops creating definitions of + and *
     defines the combination this type with all types of  lower precidence.
     This means each eval loops is 1 item smaller than the previous.
@@ -36,7 +36,7 @@ function Base.:+(a::Wirtinger, b::Wirtinger)
     return Wirtinger(+(a.primal, b.primal), a.conjugate + b.conjugate)
 end
 
-for T in (:Casted, :Zero, :DNE, :One, :Thunk, :Any)
+for T in (:Casted, :Zero, :DNE, :One, :AbstractThunk, :Any)
     @eval Base.:+(a::Wirtinger, b::$T) = a + Wirtinger(b, Zero())
     @eval Base.:+(a::$T, b::Wirtinger) = Wirtinger(a, Zero()) + b
 
@@ -47,7 +47,7 @@ end
 
 Base.:+(a::Casted, b::Casted) = Casted(broadcasted(+, a.value, b.value))
 Base.:*(a::Casted, b::Casted) = Casted(broadcasted(*, a.value, b.value))
-for T in (:Zero, :DNE, :One, :Thunk, :Any)
+for T in (:Zero, :DNE, :One, :AbstractThunk, :Any)
     @eval Base.:+(a::Casted, b::$T) = Casted(broadcasted(+, a.value, b))
     @eval Base.:+(a::$T, b::Casted) = Casted(broadcasted(+, a, b.value))
 
@@ -58,7 +58,7 @@ end
 
 Base.:+(::Zero, b::Zero) = Zero()
 Base.:*(::Zero, ::Zero) = Zero()
-for T in (:DNE, :One, :Thunk, :Any)
+for T in (:DNE, :One, :AbstractThunk, :Any)
     @eval Base.:+(::Zero, b::$T) = b
     @eval Base.:+(a::$T, ::Zero) = a
 
@@ -69,7 +69,7 @@ end
 
 Base.:+(::DNE, ::DNE) = DNE()
 Base.:*(::DNE, ::DNE) = DNE()
-for T in (:One, :Thunk, :Any)
+for T in (:One, :AbstractThunk, :Any)
     @eval Base.:+(::DNE, b::$T) = b
     @eval Base.:+(a::$T, ::DNE) = a
 
@@ -80,7 +80,7 @@ end
 
 Base.:+(a::One, b::One) = extern(a) + extern(b)
 Base.:*(::One, ::One) = One()
-for T in (:Thunk, :Any)
+for T in (:AbstractThunk, :Any)
     @eval Base.:+(a::One, b::$T) = extern(a) + b
     @eval Base.:+(a::$T, b::One) = a + extern(b)
 
@@ -89,12 +89,12 @@ for T in (:Thunk, :Any)
 end
 
 
-Base.:+(a::Thunk, b::Thunk) = extern(a) + extern(b)
-Base.:*(a::Thunk, b::Thunk) = extern(a) * extern(b)
-for T in (:Any,)  #This loop is redundant but for consistency...
-    @eval Base.:+(a::Thunk, b::$T) = extern(a) + b
-    @eval Base.:+(a::$T, b::Thunk) = a + extern(b)
+Base.:+(a::AbstractThunk, b::AbstractThunk) = extern(a) + extern(b)
+Base.:*(a::AbstractThunk, b::AbstractThunk) = extern(a) * extern(b)
+for T in (:Any,)
+    @eval Base.:+(a::AbstractThunk, b::$T) = extern(a) + b
+    @eval Base.:+(a::$T, b::AbstractThunk) = a + extern(b)
 
-    @eval Base.:*(a::Thunk, b::$T) = extern(a) * b
-    @eval Base.:*(a::$T, b::Thunk) = a * extern(b)
+    @eval Base.:*(a::AbstractThunk, b::$T) = extern(a) * b
+    @eval Base.:*(a::$T, b::AbstractThunk) = a * extern(b)
 end

src/differentials.jl

@@ -173,6 +173,24 @@ Base.iterate(x::One) = (x, nothing)
 Base.iterate(::One, ::Any) = nothing
 
 
+#####
+##### `AbstractThunk
+#####
+abstract type AbstractThunk <: AbstractDifferential end
+
+Base.Broadcast.broadcastable(x::AbstractThunk) = broadcastable(extern(x))
+
+@inline function Base.iterate(x::AbstractThunk)
+    externed = extern(x)
+    element, state = iterate(externed)
+    return element, (externed, state)
+end
+
+@inline function Base.iterate(::AbstractThunk, (externed, state))
+    element, new_state = iterate(externed, state)
+    return element, (externed, new_state)
+end
+
 #####
 ##### `Thunk`
 #####
@@ -181,8 +199,9 @@ Base.iterate(::One, ::Any) = nothing
     Thunk(()->v)
 A thunk is a deferred computation.
 It wraps a zero argument closure that when invoked returns a differential.
+`@thunk(v)` is a macro that expands into `Thunk(()->v)`.
 
-Calling that thunk, calls the wrapped closure.
+Calling a thunk, calls the wrapped closure.
 `extern`ing thunks applies recursively, it also externs the differial that the closure returns.
 If you do not want that, then simply call the thunk
 
@@ -199,31 +218,87 @@ Thunk(var"##8#10"())
 julia> t()()
 3
 ```
+
+### When to `@thunk`?
+When writing `rrule`s (and to a lesser exent `frule`s), it is important to `@thunk`
+appropriately.
+Propagation rule's that return multiple derivatives are not able to do all the computing themselves.
+ By `@thunk`ing the work required for each, they then compute only what is needed.
+
+#### So why not thunk everything?
+`@thunk` creates a closure over the expression, which (effectively) creates a `struct`
+with a field for each variable used in the expression, and call overloaded.
+
+Do not use `@thunk` if this would be equal or more work than actually evaluating the expression itself. Examples being:
+- The expression wrapping something in a `struct`, such as `Adjoint(x)` or `Diagonal(x)`
+- The expression being a constant
+- The expression being itself a `thunk`
+- The expression being from another `rrule` or `frule` (it would be `@thunk`ed if required by the defining rule already)
 """
-struct Thunk{F} <: AbstractDifferential
+struct Thunk{F} <: AbstractThunk
     f::F
 end
 
 macro thunk(body)
     return :(Thunk(() -> $(esc(body))))
 end
 
+# have to define this here after `@thunk` and `Thunk` is defined
+Base.conj(x::AbstractThunk) = @thunk(conj(extern(x)))
+
+
 (x::Thunk)() = x.f()
 @inline extern(x::Thunk) = extern(x())
 
-Base.Broadcast.broadcastable(x::Thunk) = broadcastable(extern(x))
+Base.show(io::IO, x::Thunk) = println(io, "Thunk($(repr(x.f)))")
 
-@inline function Base.iterate(x::Thunk)
-    externed = extern(x)
-    element, state = iterate(externed)
-    return element, (externed, state)
+"""
+    InplaceableThunk(val::Thunk, add!::Function)
+
+A wrapper for a `Thunk`, that allows it to define an inplace `add!` function,
+which is used internally in `accumulate!(Δ, ::InplaceableThunk)`.
+
+`add!` should be defined such that: `ithunk.add!(Δ) = Δ .+= ithunk.val`
+but it should do this more efficently than simply doing this directly.
+(Otherwise one can just use a normal `Thunk`).
+
+Most operations on an `InplaceableThunk` treat it just like a normal `Thunk`;
+and destroy its inplacability.
+"""
+struct InplaceableThunk{T<:Thunk, F} <: AbstractThunk
+    val::T
+    add!::F
 end
 
-@inline function Base.iterate(::Thunk, (externed, state))
-    element, new_state = iterate(externed, state)
-    return element, (externed, new_state)
+(x::InplaceableThunk)() = x.val()
+@inline extern(x::InplaceableThunk) = extern(x.val)
+
+function Base.show(io::IO, x::InplaceableThunk)
+    println(io, "InplaceableThunk($(repr(x.val)), $(repr(x.add!)))")
 end
 
-Base.conj(x::Thunk) = @thunk(conj(extern(x)))
+# The real reason we have this:
+accumulate!(Δ, ∂::InplaceableThunk) = ∂.add!(Δ)
+store!(Δ, ∂::InplaceableThunk) = ∂.add!((Δ.*=false))  # zero it, then add to it.
 
-Base.show(io::IO, x::Thunk) = println(io, "Thunk($(repr(x.f)))")
+"""
+    NO_FIELDS
+
+Constant for the reverse-mode derivative with respect to a structure that has no fields.
+The most notable use for this is for the reverse-mode derivative with respect to the
+function itself, when that function is not a closure.
+"""
+const NO_FIELDS = DNE()
+
+"""
+    refine_differential(𝒟::Type, der)
+
+Converts, if required, a differential object `der`
+(e.g. a `Number`, `AbstractDifferential`, `Matrix`, etc.),
+to another  differential that is more suited for the domain given by the type 𝒟.
+Often this will behave as the identity function on `der`.
+"""
+function refine_differential(::Type{<:Union{<:Real, AbstractArray{<:Real}}}, w::Wirtinger)
+    return wirtinger_primal(w) + wirtinger_conjugate(w)
+end
+refine_differential(::Any, der) = der  # most of the time leave it alone.

src/operations.jl

@@ -0,0 +1,45 @@
+# TODO: This all needs a fair bit of rethinking
+
+"""
+    accumulate(Δ, ∂)
+
+Return `Δ + ∂` evaluated in a manner that supports ChainRulesCore's
+various `AbstractDifferential` types.
+
+See also: [`accumulate!`](@ref), [`store!`](@ref), [`AbstractRule`](@ref)
+"""
+accumulate(Δ, ∂) = Δ .+ ∂
+
+"""
+    accumulate!(Δ, ∂)
+
+Similar to [`accumulate`](@ref), but attempts to compute `Δ + rule(args...)` in-place,
+storing the result in `Δ`.
+
+Note: this function may not actually store the result in `Δ` if `Δ` is immutable,
+so it is best to always call this as `Δ = accumulate!(Δ, ∂)` just in-case.
+
+This function is overloadable by using a [`InplaceThunk`](@ref).
+See also: [`accumulate`](@ref), [`store!`](@ref).
+"""
+function accumulate!(Δ, ∂)
+    return materialize!(Δ, broadcastable(cast(Δ) + ∂))
+end
+
+accumulate!(Δ::Number, ∂) = accumulate(Δ, ∂)
+
+
+
+"""
+    store!(Δ, ∂)
+
+Stores `∂`, in `Δ`, overwriting what ever was in `Δ` before.
+potentially avoiding intermediate temporary allocations that might be
+necessary for alternative approaches  (e.g. `copyto!(Δ, extern(∂))`)
+
+Like [`accumulate`](@ref) and [`accumulate!`](@ref), this function is intended
+to be customizable for specific rules/input types.
+
+See also: [`accumulate`](@ref), [`accumulate!`](@ref), [`AbstractRule`](@ref)
+"""
+store!(Δ, ∂) = materialize!(Δ, broadcastable(∂))