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

Jit the returned lcm function #77

Merged
merged 6 commits into from
Jun 1, 2024
Merged

Jit the returned lcm function #77

Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
35824ab
Add Jit to solve part
mj023 May 22, 2024
6f85dec
Add test
mj023 May 22, 2024
931f475
Enable GPU support
mj023 May 22, 2024
a29bde8
Comment Code
mj023 May 29, 2024
682dea7
Remove Test
mj023 May 29, 2024
65fb1dc
Merge branch 'main' into jit-solve
mj023 May 29, 2024
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
11 changes: 7 additions & 4 deletions src/lcm/entry_point.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,7 @@ def get_lcm_function(
model,
targets="solve",
debug_mode=True, # noqa: FBT002
jit=True, # noqa: FBT002
interpolation_options=None,
):
"""Entry point for users to get high level functions generated by lcm.
Expand All @@ -47,6 +48,7 @@ def get_lcm_function(
targets (str or iterable): The requested function types. Currently only
"solve", "simulate" and "solve_and_simulate" are supported.
debug_mode (bool): Whether to log debug messages.
jit (bool): Whether to jit the returned function.
interpolation_options (dict): Dictionary of keyword arguments for interpolation
via map_coordinates.

Expand Down Expand Up @@ -139,13 +141,13 @@ def get_lcm_function(
utility_and_feasibility=u_and_f,
continuous_choice_variables=list(_choice_grids),
)
compute_ccv_functions.append(jax.jit(compute_ccv))
compute_ccv_functions.append(compute_ccv)

compute_ccv_argmax = create_compute_conditional_continuation_policy(
utility_and_feasibility=u_and_f,
continuous_choice_variables=list(_choice_grids),
)
compute_ccv_policy_functions.append(jax.jit(compute_ccv_argmax))
compute_ccv_policy_functions.append(compute_ccv_argmax)

# create list of emax_calculators
# ==============================================================================
Expand All @@ -158,7 +160,7 @@ def get_lcm_function(
choice_segments=choice_segments[period],
params=_mod.params,
)
emax_calculators.append(jax.jit(calculator))
emax_calculators.append(calculator)

# ==================================================================================
# select requested solver and partial arguments into it
Expand All @@ -172,7 +174,8 @@ def get_lcm_function(
emax_calculators=emax_calculators,
logger=logger,
)
solve_model = _solve_model

solve_model = jax.jit(_solve_model) if jit else _solve_model

_next_state_simulate = get_next_state_function(model=_mod, target="simulate")
simulate_model = partial(
Expand Down
Loading