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Gradient on a custom struct doesn't work #30

Closed
albertomercurio opened this issue Nov 2, 2024 · 4 comments · Fixed by SciML/SciMLSensitivity.jl#1135
Closed

Gradient on a custom struct doesn't work #30

albertomercurio opened this issue Nov 2, 2024 · 4 comments · Fixed by SciML/SciMLSensitivity.jl#1135
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bug Something isn't working

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@albertomercurio
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Describe the bug 🐞

I defined a very simple struct just to test the SciMLStructures.jl package, but it fails. I tried with the first example in the SciMLSensitivity.jl Documentation, but using a custom struct instead of a vector as parameters.

Expected behavior

Returning the correct gradient.

Minimal Reproducible Example 👇

using OrdinaryDiffEq
using Zygote
using SciMLSensitivity

Working example from SciMLSensitivity.jl

function lotka_volterra!(du, u, p, t)
    du[1] = dx = p[1] * u[1] - p[2] * u[1] * u[2]
    du[2] = dy = -p[3] * u[2] + p[4] * u[1] * u[2]
end
p = [1.5, 1.0, 3.0, 1.0];
u0 = [1.0; 1.0];
prob = ODEProblem(lotka_volterra!, u0, (0.0, 10.0), p)
sol = solve(prob, Tsit5(), reltol = 1e-6, abstol = 1e-6)

function sum_of_solution(u0, p)
    _prob = remake(prob, u0 = u0, p = p)
    sum(solve(_prob, Tsit5(), reltol = 1e-6, abstol = 1e-6, saveat = 0.1))
end
du01, dp1 = Zygote.gradient(sum_of_solution, u0, p) # OK

Not Working example with custom structure and SciMLStructures.jl

Struct definition

struct MyParameters{T}
  params::T
end

Base.length(p::MyParameters) = length(p.params)

function Base.getproperty(obj::MyParameters, field::Symbol)
  if field  fieldnames(typeof(obj))
      getfield(obj, field)
  elseif field  fieldnames(typeof(obj.params))
      getfield(obj.params, field)
  else
      throw(KeyError("Field $field not found in MyParameters or params."))
  end
end

SciMLStructures.jl methods definition

import SciMLStructures: isscimlstructure, ismutablescimlstructure, hasportion, canonicalize, replace, Tunable

isscimlstructure(::MyParameters) = true

ismutablescimlstructure(::MyParameters) = false

hasportion(::Tunable, ::MyParameters) = true

function canonicalize(::Tunable, p::MyParameters)
  buffer = isempty(p.params) ? Float64[] : collect(values(p.params)) 

  repack = let p = p
    function repack(newbuffer)
      replace(Tunable(), p, newbuffer)
    end
  end
  
  return buffer, repack, false
end

function replace(::Tunable, p::MyParameters, newbuffer)
  @assert length(newbuffer) == length(p.params)
  new_params = NamedTuple{keys(p.params)}(Tuple(newbuffer))
  return MyParameters(new_params)
end

Function definition

function lotka_volterra!(du, u, p, t)
  du[1] = dx = p.p1 * u[1] - p.p2 * u[1] * u[2]
  du[2] = dy = -p.p3 * u[2] + p.p4 * u[1] * u[2]
end


function my_f(u0, p)
  param = MyParameters((p1 = p[1], p2 = p[2], p3 = p[3], p4 = p[4],))
  prob = ODEProblem(lotka_volterra!, u0, (0.0, 10.0), param)
  sol = solve(prob, Tsit5(), reltol = 1e-6, abstol = 1e-6)
  return sum(sol.u[end])
end

my_f(u0, p) # OK

Gradient calculation

Zygote.gradient(my_f, u0, p) # ERROR

Also with Enzyme.jl

using Enzyme

du0 = similar(u0)
dp = similar(p)

autodiff(Reverse, my_f, Duplicated(u0, du0), Duplicated(p, dp) # ERROR

Error & Stacktrace ⚠️

Zygote Error

ERROR: Need an adjoint for constructor MyParameters{@NamedTuple{p1::Float64, p2::Float64, p3::Float64, p4::Float64}}. Gradient is of type MyParameters{@NamedTuple{p1::Float64, p2::Float64, p3::Float64, p4::Float64}}
Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:35
  [2] (::Zygote.Jnew{MyParameters{…}, Nothing, false})(Δ::MyParameters{@NamedTuple{…}})
    @ Zygote ~/.julia/packages/Zygote/NRp5C/src/lib/lib.jl:330
  [3] (::Zygote.var"#2210#back#316"{Zygote.Jnew{}})(Δ::MyParameters{@NamedTuple{…}})
    @ Zygote ~/.julia/packages/ZygoteRules/M4xmc/src/adjoint.jl:72
  [4] MyParameters
    @ ~/GitHub/Research/Undef/Autodiff QuantumToolbox/autodiff.jl:167 [inlined]
  [5] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::MyParameters{@NamedTuple{…}})
    @ Zygote ~/.julia/packages/Zygote/NRp5C/src/compiler/interface2.jl:0
  [6] my_f
    @ ~/GitHub/Research/Undef/Autodiff QuantumToolbox/autodiff.jl:238 [inlined]
  [7] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Float64)
    @ Zygote ~/.julia/packages/Zygote/NRp5C/src/compiler/interface2.jl:0
  [8] (::Zygote.var"#78#79"{Zygote.Pullback{Tuple{}, Tuple{}}})(Δ::Float64)
    @ Zygote ~/.julia/packages/Zygote/NRp5C/src/compiler/interface.jl:91
  [9] gradient(::Function, ::Vector{Float64}, ::Vararg{Vector{Float64}})
    @ Zygote ~/.julia/packages/Zygote/NRp5C/src/compiler/interface.jl:148
 [10] top-level scope
    @ ~/GitHub/Research/Undef/Autodiff QuantumToolbox/autodiff.jl:248
Some type information was truncated. Use `show(err)` to see complete types.

Enzyme Error

ERROR: Duplicated Returns not yet handled
Stacktrace:
 [1] autodiff
   @ ~/.julia/packages/Enzyme/BRtTP/src/Enzyme.jl:397 [inlined]
 [2] autodiff
   @ ~/.julia/packages/Enzyme/BRtTP/src/Enzyme.jl:537 [inlined]
 [3] autodiff(::ReverseMode{…}, ::typeof(my_f), ::Duplicated{…}, ::Duplicated{…})
   @ Enzyme ~/.julia/packages/Enzyme/BRtTP/src/Enzyme.jl:504
 [4] top-level scope
   @ ~/GitHub/Research/Undef/Autodiff QuantumToolbox/autodiff.jl:257
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `~/GitHub/Research/Undef/Autodiff QuantumToolbox/Project.toml`
  [6e4b80f9] BenchmarkTools v1.5.0
  [b0b7db55] ComponentArrays v0.15.17
⌃ [7da242da] Enzyme v0.13.12
  [1dea7af3] OrdinaryDiffEq v6.89.0
  [6c2fb7c5] QuantumToolbox v0.20.0 `~/.julia/dev/QuantumToolbox`
  [1ed8b502] SciMLSensitivity v7.69.0
  [53ae85a6] SciMLStructures v1.5.0
  [e88e6eb3] Zygote v0.6.72
Info Packages marked with ⌃ have new versions available and may be upgradable.
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `~/GitHub/Research/Undef/Autodiff QuantumToolbox/Manifest.toml`
  [47edcb42] ADTypes v1.9.0
  [621f4979] AbstractFFTs v1.5.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.38
  [79e6a3ab] Adapt v4.1.1
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.16.0
  [4c555306] ArrayLayouts v1.10.4
  [a9b6321e] Atomix v0.1.0
  [6e4b80f9] BenchmarkTools v1.5.0
  [e2ed5e7c] Bijections v0.1.9
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.6
  [7057c7e9] Cassette v0.3.14
  [082447d4] ChainRules v1.71.0
  [d360d2e6] ChainRulesCore v1.25.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [861a8166] Combinatorics v1.0.2
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.16.0
  [b0b7db55] ComponentArrays v0.15.17
  [b152e2b5] CompositeTypes v0.1.4
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.5.8
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [2b5f629d] DiffEqBase v6.158.3
  [459566f4] DiffEqCallbacks v4.0.0
  [77a26b50] DiffEqNoiseProcess v5.23.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.6.18
  [b4f34e82] Distances v0.10.12
  [31c24e10] Distributions v0.25.112
  [ffbed154] DocStringExtensions v0.9.3
  [5b8099bc] DomainSets v0.7.14
  [7c1d4256] DynamicPolynomials v0.6.0
  [4e289a0a] EnumX v1.0.4
⌃ [7da242da] Enzyme v0.13.12
  [f151be2c] EnzymeCore v0.8.5
  [d4d017d3] ExponentialUtilities v1.26.1
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [7a1cc6ca] FFTW v1.8.0
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.4
  [a4df4552] FastPower v1.1.1
  [1a297f60] FillArrays v1.13.0
  [6a86dc24] FiniteDiff v2.26.0
  [1fa38f19] Format v1.3.7
⌃ [f6369f11] ForwardDiff v0.10.36
  [f62d2435] FunctionProperties v0.1.2
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [d9f16b24] Functors v0.4.12
⌅ [0c68f7d7] GPUArrays v10.3.1
⌅ [46192b85] GPUArraysCore v0.1.6
  [61eb1bfa] GPUCompiler v1.0.1
  [14197337] GenericLinearAlgebra v0.3.14
  [c145ed77] GenericSchur v0.5.4
  [86223c79] Graphs v1.12.0
  [3e5b6fbb] HostCPUFeatures v0.1.17
  [34004b35] HypergeometricFunctions v0.3.24
  [7869d1d1] IRTools v0.4.14
  [615f187c] IfElse v0.1.1
  [40713840] IncompleteLU v0.2.1
  [d25df0c9] Inflate v0.1.5
  [18e54dd8] IntegerMathUtils v0.1.2
  [8197267c] IntervalSets v0.7.10
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.1
  [682c06a0] JSON v0.21.4
  [ccbc3e58] JumpProcesses v9.14.0
  [ef3ab10e] KLU v0.6.0
  [63c18a36] KernelAbstractions v0.9.29
  [ba0b0d4f] Krylov v0.9.8
  [929cbde3] LLVM v9.1.3
  [b964fa9f] LaTeXStrings v1.4.0
  [23fbe1c1] Latexify v0.16.5
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.2.1
  [2d8b4e74] LevyArea v1.0.0
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.3.0
  [7ed4a6bd] LinearSolve v2.36.2
  [2ab3a3ac] LogExpFunctions v0.3.28
  [bdcacae8] LoopVectorization v0.12.171
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [46d2c3a1] MuladdMacro v0.2.4
  [102ac46a] MultivariatePolynomials v0.5.7
  [d8a4904e] MutableArithmetics v1.5.2
  [d41bc354] NLSolversBase v7.8.3
  [2774e3e8] NLsolve v4.5.1
  [872c559c] NNlib v0.9.24
  [77ba4419] NaNMath v1.0.2
  [8913a72c] NonlinearSolve v3.15.1
  [d8793406] ObjectFile v0.4.2
  [6fe1bfb0] OffsetArrays v1.14.1
  [429524aa] Optim v1.9.4
  [3bd65402] Optimisers v0.3.3
  [bac558e1] OrderedCollections v1.6.3
  [1dea7af3] OrdinaryDiffEq v6.89.0
  [89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.1.0
  [6ad6398a] OrdinaryDiffEqBDF v1.1.2
  [bbf590c4] OrdinaryDiffEqCore v1.9.0
  [50262376] OrdinaryDiffEqDefault v1.1.0
  [4302a76b] OrdinaryDiffEqDifferentiation v1.1.0
  [9286f039] OrdinaryDiffEqExplicitRK v1.1.0
  [e0540318] OrdinaryDiffEqExponentialRK v1.1.0
  [becaefa8] OrdinaryDiffEqExtrapolation v1.2.1
  [5960d6e9] OrdinaryDiffEqFIRK v1.2.0
  [101fe9f7] OrdinaryDiffEqFeagin v1.1.0
  [d3585ca7] OrdinaryDiffEqFunctionMap v1.1.1
  [d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0
  [9f002381] OrdinaryDiffEqIMEXMultistep v1.1.0
  [521117fe] OrdinaryDiffEqLinear v1.1.0
  [1344f307] OrdinaryDiffEqLowOrderRK v1.2.0
  [b0944070] OrdinaryDiffEqLowStorageRK v1.2.1
  [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.2.1
  [c9986a66] OrdinaryDiffEqNordsieck v1.1.0
  [5dd0a6cf] OrdinaryDiffEqPDIRK v1.1.0
  [5b33eab2] OrdinaryDiffEqPRK v1.1.0
  [04162be5] OrdinaryDiffEqQPRK v1.1.0
  [af6ede74] OrdinaryDiffEqRKN v1.1.0
  [43230ef6] OrdinaryDiffEqRosenbrock v1.2.0
  [2d112036] OrdinaryDiffEqSDIRK v1.1.0
  [669c94d9] OrdinaryDiffEqSSPRK v1.2.0
  [e3e12d00] OrdinaryDiffEqStabilizedIRK v1.1.0
  [358294b1] OrdinaryDiffEqStabilizedRK v1.1.0
  [fa646aed] OrdinaryDiffEqSymplecticRK v1.1.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.1.0
  [79d7bb75] OrdinaryDiffEqVerner v1.1.1
  [90014a1f] PDMats v0.11.31
  [65ce6f38] PackageExtensionCompat v1.0.2
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.1
  [e409e4f3] PoissonRandom v0.4.4
  [f517fe37] Polyester v0.7.16
  [1d0040c9] PolyesterWeave v0.2.2
  [f27b6e38] Polynomials v4.0.11
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.24
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [27ebfcd6] Primes v0.5.6
  [43287f4e] PtrArrays v1.2.1
  [1fd47b50] QuadGK v2.11.1
  [6c2fb7c5] QuantumToolbox v0.20.0 `~/.julia/dev/QuantumToolbox`
  [74087812] Random123 v1.7.0
  [e6cf234a] RandomNumbers v1.6.0
  [c1ae055f] RealDot v0.1.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.27.2
  [f2c3362d] RecursiveFactorization v0.2.23
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [ae5879a3] ResettableStacks v1.1.1
  [37e2e3b7] ReverseDiff v1.15.3
  [79098fc4] Rmath v0.8.0
  [47965b36] RootedTrees v2.23.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.43
  [0bca4576] SciMLBase v2.58.0
⌃ [19f34311] SciMLJacobianOperators v0.1.0
  [c0aeaf25] SciMLOperators v0.3.11
  [1ed8b502] SciMLSensitivity v7.69.0
  [53ae85a6] SciMLStructures v1.5.0
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [727e6d20] SimpleNonlinearSolve v1.12.3
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
  [9f842d2f] SparseConnectivityTracer v0.6.8
  [47a9eef4] SparseDiffTools v2.23.0
  [dc90abb0] SparseInverseSubset v0.1.2
  [0a514795] SparseMatrixColorings v0.4.8
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.4.0
  [aedffcd0] Static v1.1.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.8
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.2
  [789caeaf] StochasticDiffEq v6.70.0
  [7792a7ef] StrideArraysCore v0.5.7
  [09ab397b] StructArrays v0.6.18
  [53d494c1] StructIO v0.3.1
  [2efcf032] SymbolicIndexingInterface v0.3.34
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.7.2
  [0c5d862f] Symbolics v6.17.0
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [8ea1fca8] TermInterface v2.0.0
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.25
  [9f7883ad] Tracker v0.2.35
  [d5829a12] TriangularSolve v0.2.1
  [781d530d] TruncatedStacktraces v1.4.0
  [3a884ed6] UnPack v1.0.2
  [a7c27f48] Unityper v0.1.6
  [013be700] UnsafeAtomics v0.2.1
  [d80eeb9a] UnsafeAtomicsLLVM v0.2.1
⌃ [3d5dd08c] VectorizationBase v0.21.70
  [19fa3120] VertexSafeGraphs v0.2.0
  [e88e6eb3] Zygote v0.6.72
  [700de1a5] ZygoteRules v0.2.5
⌅ [7cc45869] Enzyme_jll v0.0.157+0
  [f5851436] FFTW_jll v3.3.10+1
  [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
  [dad2f222] LLVMExtra_jll v0.0.34+0
  [856f044c] MKL_jll v2024.2.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9abbd945] Profile v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2
  • Output of versioninfo()
Julia Version 1.11.1
Commit 8f5b7ca12ad (2024-10-16 10:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 32 × 13th Gen Intel(R) Core(TM) i9-13900KF
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, alderlake)
Threads: 16 default, 0 interactive, 8 GC (on 32 virtual cores)
Environment:
  JULIA_EDITOR = code
  JULIA_NUM_THREADS = 16
@albertomercurio albertomercurio added the bug Something isn't working label Nov 2, 2024
@ChrisRackauckas
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Same as, #28

@DhairyaLGandhi how is this going?

@DhairyaLGandhi
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XRef SciML/SciMLSensitivity.jl#1135

It fails a test with a mutation inside the ComponentArrays case for Zygote. Both the docs example and the MTKNN example work with the PR however.

@albertomercurio
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albertomercurio commented Nov 3, 2024

Ok so basically that PR should fix this problem. Is there a quick fix I can do? Or I should wait for that PR?

@ChrisRackauckas
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It should be completed like today, or if not, shortly after. Then we merge the doc example #28, and then I think this repo is in a good place.

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