diff --git a/src/optimise/train.jl b/src/optimise/train.jl index cb4d1c91..d29ec123 100644 --- a/src/optimise/train.jl +++ b/src/optimise/train.jl @@ -27,8 +27,8 @@ function train!(loss, data, opt; cb = () -> ()) opt = runall(opt) @progress for d in data l = loss(d...) - isinf(l.data[]) && error("Loss is Inf") - isnan(l.data[]) && error("Loss is NaN") + isinf(l) && error("Loss is Inf") + isnan(l) && error("Loss is NaN") back!(l) opt() cb() == :stop && break diff --git a/src/tracker/Tracker.jl b/src/tracker/Tracker.jl index fa01060a..472441af 100644 --- a/src/tracker/Tracker.jl +++ b/src/tracker/Tracker.jl @@ -27,22 +27,24 @@ mutable struct Tracked{T} Tracked{T}(f::Call, data::T, grad::T) where T = new(0, f, data, grad) end +Tracked(f::Call, x) = Tracked{typeof(x)}(f, x) + +track(f::Call, x) = Tracked(f, x) +track(f::Call) = track(f, f()) +track(f, xs...) = track(Call(f, xs...)) + istracked(x::Tracked) = true isleaf(x::Tracked) = x.f == Call(nothing) data(x::Tracked) = x.data grad(x::Tracked) = x.grad include("back.jl") +include("scalar.jl") include("array.jl") include("numeric.jl") -param(x::Number) = TrackedArray(fill(0)) -Base.isless(x::TrackedScalar, y) = isless(x.data[], y) -Base.isless(x, y::TrackedScalar) = isless(x, y.data[]) -Base.isless(x::TrackedScalar, y::TrackedScalar) = isless(x.data[], y.data[]) -back!(x::TrackedScalar) = back!(x, 1) - -param(xs::AbstractArray) = TrackedArray(map(x -> AbstractFloat(x), xs)) +param(x::Number) = TrackedNumber(float(x)) +param(xs::AbstractArray) = TrackedArray(float.(xs)) using DataFlow using DataFlow: inputnode, constant diff --git a/src/tracker/array.jl b/src/tracker/array.jl index 6bc06d57..93ec7bce 100644 --- a/src/tracker/array.jl +++ b/src/tracker/array.jl @@ -8,19 +8,18 @@ end tracker(x::TrackedArray) = x.tracker -TrackedScalar{T,A} = TrackedArray{T,0,A} TrackedVector{T,A} = TrackedArray{T,1,A} TrackedMatrix{T,A} = TrackedArray{T,2,A} TrackedVecOrMat{T,A} = Union{TrackedVector{T,A},TrackedMatrix{T,A}} +track(c::Call, x::AbstractArray) = TrackedArray(c, x) + TrackedArray(c::Call, x::A) where A <: AbstractArray = TrackedArray{eltype(A),ndims(A),A}(Tracked{A}(c, x), x) TrackedArray(c::Call, x::A, Δ::A) where A <: AbstractArray = TrackedArray{eltype(A),ndims(A),A}(Tracked{A}(c, x, Δ), x, Δ) -TrackedArray(c::Call) = TrackedArray(c, c()) - TrackedArray(x::AbstractArray) = TrackedArray(Call(nothing), x, zeros(x)) Base.show(io::IO, ::Type{TrackedArray{T,N,A}}) where {T,N,A<:AbstractArray{T,N}} = @@ -40,6 +39,8 @@ end Base.setindex!(xs::TrackedArray, v, i...) = error("Can't differentiate `setindex!`") +back!(::TrackedArray) = error("Use back!(x, Δ)") + # Fallthrough methods for f in :[Base.size, Base.ndims].args @@ -51,57 +52,47 @@ Base.similar(x::TrackedArray, dims::Union{AbstractUnitRange,Integer}...) = Base.similar(x::TrackedArray, T::Type) = similar(data(x), T) -value(x) = data(x) -value(x::TrackedScalar) = data(x)[] - -Base.:(==)(x::TrackedArray, y) = value(x) == y -Base.:(==)(y, x::TrackedArray) = y == value(x) -Base.:(==)(x::TrackedArray, y::TrackedArray) = value(x) == value(y) +Base.:(==)(x::TrackedArray, y) = data(x) == y +Base.:(==)(y, x::TrackedArray) = y == data(x) +Base.:(==)(x::TrackedArray, y::TrackedArray) = data(x) == data(y) # Array Stdlib -toarray(xs::AbstractArray, ys::AbstractArray) = ys -toarray(xs::AbstractArray, y) = similar(xs, typeof(y), ()) .= y - -unarray(xs) = xs -unarray(xs::AbstractArray{T,0} where T) = xs[] - -Base.getindex(xs::TrackedArray, i...) = - TrackedArray(Call(getindex, xs, i...), toarray(xs.data, xs.data[i...])) +Base.getindex(xs::TrackedArray, i...) = track(getindex, xs, i...) function back(::typeof(getindex), Δ, xs::TrackedArray, i...) Δ′ = zeros(xs.data) - Δ′[i...] = unarray(Δ) + Δ′[i...] = Δ @back(xs, Δ′) end -Base.:-(xs::TrackedArray) = TrackedArray(Call(-, xs)) +Base.:-(xs::TrackedArray) = track(-, xs) back(::typeof(-), Δ, xs::TrackedArray) = back(xs, -Δ) -Base.transpose(xs::TrackedArray) = TrackedArray(Call(transpose, xs)) -Base.ctranspose(xs::TrackedArray) = TrackedArray(Call(ctranspose, xs)) +Base.transpose(xs::TrackedArray) = track(transpose, xs) +Base.ctranspose(xs::TrackedArray) = track(ctranspose, xs) back(::typeof(transpose), Δ, xs) = @back(xs, trim(xs, Δ.')) back(::typeof(ctranspose), Δ, xs) = @back(xs, trim(xs, Δ')) -Base.repmat(x::TrackedVecOrMat, a::Integer...) = TrackedArray(Call(repmat, x, a...)) -Base.repmat(x::TrackedVecOrMat, a::Int64...) = TrackedArray(Call(repmat, x, a...)) +Base.repmat(x::TrackedVecOrMat, a::Integer...) = track(repmat, x, a...) +Base.repmat(x::TrackedVecOrMat, a::Int64...) = track(repmat, x, a...) -Base.vcat(a::TrackedVector, b::TrackedVector) = TrackedArray(Call(vcat, a, b)) -Base.vcat(a::TrackedVector, b::TrackedVector...) = TrackedArray(Call(vcat, a, b...)) -Base.vcat(a::TrackedVector, b::AbstractVector) = TrackedArray(Call(vcat, a, b)) -Base.vcat(a::AbstractVector, b::TrackedVector) = TrackedArray(Call(vcat, a, b)) +Base.vcat(a::TrackedVector, b::TrackedVector) = track(vcat, a, b) +Base.vcat(a::TrackedVector, b::TrackedVector...) = track(vcat, a, b...) +Base.vcat(a::TrackedVector, b::AbstractVector) = track(vcat, a, b) +Base.vcat(a::AbstractVector, b::TrackedVector) = track(vcat, a, b) -Base.vcat(a::TrackedVecOrMat, b::TrackedVecOrMat) = TrackedArray(Call(vcat, a, b)) -Base.vcat(a::TrackedVecOrMat, b::TrackedVecOrMat...) = TrackedArray(Call(vcat, a, b...)) -Base.vcat(a::TrackedVecOrMat, b::AbstractVecOrMat) = TrackedArray(Call(vcat, a, b)) -Base.vcat(a::AbstractVecOrMat, b::TrackedVecOrMat) = TrackedArray(Call(vcat, a, b)) +Base.vcat(a::TrackedVecOrMat, b::TrackedVecOrMat) = track(vcat, a, b) +Base.vcat(a::TrackedVecOrMat, b::TrackedVecOrMat...) = track(vcat, a, b...) +Base.vcat(a::TrackedVecOrMat, b::AbstractVecOrMat) = track(vcat, a, b) +Base.vcat(a::AbstractVecOrMat, b::TrackedVecOrMat) = track(vcat, a, b) -Base.vcat(a::TrackedMatrix, b::TrackedMatrix) = TrackedArray(Call(vcat, a, b)) -Base.vcat(a::TrackedMatrix, b::TrackedMatrix...) = TrackedArray(Call(vcat, a, b...)) -Base.vcat(a::TrackedMatrix, b::AbstractMatrix) = TrackedArray(Call(vcat, a, b)) -Base.vcat(a::AbstractMatrix, b::TrackedMatrix) = TrackedArray(Call(vcat, a, b)) +Base.vcat(a::TrackedMatrix, b::TrackedMatrix) = track(vcat, a, b) +Base.vcat(a::TrackedMatrix, b::TrackedMatrix...) = track(vcat, a, b...) +Base.vcat(a::TrackedMatrix, b::AbstractMatrix) = track(vcat, a, b) +Base.vcat(a::AbstractMatrix, b::TrackedMatrix) = track(vcat, a, b) function back(::typeof(vcat), Δ, xs...) i = Base.tail(map(_ -> :, size(Δ))) @@ -113,27 +104,27 @@ function back(::typeof(vcat), Δ, xs...) end Base.reshape(xs::TrackedArray, dims::Union{Colon,Int64}...) = - TrackedArray(Call(reshape, xs, dims...)) + track(reshape, xs, dims...) back(::typeof(reshape), Δ, xs::TrackedArray, _...) = back(xs, reshape(Δ, size(xs))) # Reductions -Base.sum(xs::TrackedArray, dim) = TrackedArray(Call(sum, xs, dim)) -Base.sum(xs::TrackedArray) = TrackedArray(Call(sum, xs), toarray(xs.data, sum(xs.data))) +Base.sum(xs::TrackedArray, dim) = track(sum, xs, dim) +Base.sum(xs::TrackedArray) = track(sum, xs) back(::typeof(sum), Δ, xs::TrackedArray, dim...) = back(xs, similar(xs.data) .= Δ) Base.maximum(xs::TrackedArray, args...) = maximum(xs.data, args...) Base.findfirst(xs::TrackedArray, args...) = findfirst(xs.data, args...) -Base.mean(xs::TrackedArray) = TrackedArray(Call(mean, xs), toarray(xs.data, mean(xs.data))) -Base.mean(xs::TrackedArray, region) = TrackedArray(Call(mean, xs, region)) +Base.mean(xs::TrackedArray) = track(mean, xs) +Base.mean(xs::TrackedArray, region) = track(mean, xs, region) -LinAlg.dot(xs::TrackedVector, ys::TrackedVector) = TrackedArray(Call(dot, xs, ys), toarray(xs.data, dot(data(xs), data(ys)))) -LinAlg.dot(xs::AbstractVector, ys::TrackedVector) = TrackedArray(Call(dot, xs, ys), toarray(xs.data, dot(data(xs), data(ys)))) -LinAlg.dot(xs::TrackedVector, ys::AbstractVector) = TrackedArray(Call(dot, xs, ys), toarray(xs.data, dot(data(xs), data(ys)))) +LinAlg.dot(xs::TrackedVector, ys::TrackedVector) = track(dot, xs, ys) +LinAlg.dot(xs::AbstractVector, ys::TrackedVector) = track(dot, xs, ys) +LinAlg.dot(xs::TrackedVector, ys::AbstractVector) = track(dot, xs, ys) function back(::typeof(dot), Δ, xs, ys) @back(xs, Δ.*ys) @@ -152,23 +143,23 @@ back(::typeof(mean), Δ, xs::TrackedArray, region) = # BLAS -Base.diagm(x::TrackedVector) = TrackedArray(Call(diagm, x)) +Base.diagm(x::TrackedVector) = track(diagm, x) back(::typeof(diagm), Δ, x) = @back(x, diag(Δ)) for f in :[*, Ac_mul_B, A_mul_Bc].args @eval begin import Base.$f - $f(a::TrackedMatrix, b::TrackedMatrix) = TrackedArray(Call($f, a, b)) - $f(a::TrackedMatrix, b::AbstractMatrix) = TrackedArray(Call($f, a, b)) - $f(a::AbstractMatrix, b::TrackedMatrix) = TrackedArray(Call($f, a, b)) + $f(a::TrackedMatrix, b::TrackedMatrix) = track($f, a, b) + $f(a::TrackedMatrix, b::AbstractMatrix) = track($f, a, b) + $f(a::AbstractMatrix, b::TrackedMatrix) = track($f, a, b) - $f(a::TrackedMatrix, b::TrackedVector) = TrackedArray(Call($f, a, b)) - $f(a::TrackedMatrix, b::AbstractVector) = TrackedArray(Call($f, a, b)) - $f(a::AbstractMatrix, b::TrackedVector) = TrackedArray(Call($f, a, b)) + $f(a::TrackedMatrix, b::TrackedVector) = track($f, a, b) + $f(a::TrackedMatrix, b::AbstractVector) = track($f, a, b) + $f(a::AbstractMatrix, b::TrackedVector) = track($f, a, b) - $f(a::TrackedVector, b::TrackedVector) = TrackedArray(Call($f, a, b)) - $f(a::TrackedVector, b::AbstractVector) = TrackedArray(Call($f, a, b)) - $f(a::AbstractVector, b::TrackedVector) = TrackedArray(Call($f, a, b)) + $f(a::TrackedVector, b::TrackedVector) = track($f, a, b) + $f(a::TrackedVector, b::AbstractVector) = track($f, a, b) + $f(a::AbstractVector, b::TrackedVector) = track($f, a, b) end end @@ -202,11 +193,11 @@ end using NNlib import NNlib: softmax, ∇softmax, logsoftmax, ∇logsoftmax, conv2d, pool -softmax(xs::TrackedArray) = TrackedArray(Call(softmax, xs)) +softmax(xs::TrackedArray) = track(softmax, xs) back(::typeof(softmax), Δ, xs) = @back(xs, ∇softmax(Δ, data(xs))) -logsoftmax(xs::TrackedArray) = TrackedArray(Call(logsoftmax, xs)) +logsoftmax(xs::TrackedArray) = track(logsoftmax, xs) back(::typeof(logsoftmax), Δ, xs) = @back(xs, ∇logsoftmax(Δ, data(xs))) @@ -214,11 +205,11 @@ back(::typeof(logsoftmax), Δ, xs) = @back(xs, ∇logsoftmax(Δ, data(xs))) _conv2d(x, w, stride, pad) = conv2d(x, w, stride = stride, padding = pad) conv2d(x::TrackedArray{<:Any,4}, w::TrackedArray{<:Any,4}; stride = 1, padding = 0) = - TrackedArray(Call(_conv2d, x, w, stride, padding)) + track(_conv2d, x, w, stride, padding) conv2d(x::AbstractArray{<:Any,4}, w::TrackedArray{<:Any,4}; stride = 1, padding = 0) = - TrackedArray(Call(_conv2d, x, w, stride, padding)) + track(_conv2d, x, w, stride, padding) conv2d(x::TrackedArray{<:Any,4}, w::AbstractArray{<:Any,4}; stride = 1, padding = 0) = - TrackedArray(Call(_conv2d, x, w, stride, padding)) + track(_conv2d, x, w, stride, padding) function back(::typeof(_conv2d), Δ, x, w, stride, pad) @back(x, NNlib.conv2d_grad_x(data(x), data(w), Δ; stride = stride, padding = pad)) @@ -228,7 +219,7 @@ end _pool(x, k, pad, mode) = pool(x, window = k, mode = mode, padding = pad) pool(x::TrackedArray{<:Any,4}; window = 2, mode = 0, padding = 0) = - TrackedArray(Call(_pool, x, window, padding, mode)) + track(_pool, x, window, padding, mode) back_(::typeof(_pool), y, Δ, x, k, pad, mode) = back(x, NNlib.pool_grad(data(x), y, Δ, window=k, mode=mode, padding=pad)) @@ -246,23 +237,24 @@ end dualify(xs, n) = xs dualify(xs::TrackedArray, ps) = map(x -> Dual(x, ps), data(xs)) +dualify(xs::TrackedNumber, ps) = Dual(data(xs), ps) function tracked_broadcast(f, args::Vararg{Any,N}) where N dargs = map((x,i) -> dualify(x, ntuple(j -> i==j, Val{N})), args, ntuple(identity, Val{N})) out = broadcast(f, dargs...) eltype(out) <: Dual || return out - # TrackedArray(Call(Broadcasted(f, broadcast(f, dargs...)), args...)) - # Works around a 0.6 type inference issue b = Broadcasted(f, out) - TrackedArray(Call(b, args...), b()) + track(Call(b, args...), b()) end trim(x, Δ) = reshape(Δ, ntuple(i -> size(Δ, i), Val{ndims(x)})) -unbroadcast(x, Δ) = +unbroadcast(x::AbstractArray, Δ) = size(x) == size(Δ) ? Δ : trim(x, sum(Δ, filter(n -> size(x, n) == 1, 1:ndims(Δ)))) +unbroadcast(x::Number, Δ) = sum(Δ) + function getpartial(Δ, x, i) @inbounds p = getindex(partials(x), i) return Δ * p diff --git a/src/tracker/back.jl b/src/tracker/back.jl index a01e9313..37c233e1 100644 --- a/src/tracker/back.jl +++ b/src/tracker/back.jl @@ -19,10 +19,13 @@ back_(f, y, args...) = back(f, args...) back_(c::Call, y, Δ) = back_(c.func, y, Δ, c.args...) back_(::Call{Void}, y, Δ) = nothing +accum!(x::Tracked, Δ) = (x.grad += Δ) +accum!(x::Tracked{<:AbstractArray}, Δ) = (x.grad .+= Δ) + function back(x::Tracked, Δ) ref = x.ref -= 1 if isdefined(x, :grad) - x.grad .+= Δ + accum!(x, Δ) ref == 0 && back_(x.f, x.data, x.grad) else ref == 0 && back_(x.f, x.data, Δ) @@ -31,6 +34,7 @@ function back(x::Tracked, Δ) end back(x, Δ) = back(tracker(x), Δ) +back(x::Void, Δ) = error("Can't backpropagate through `nothing`") macro back(x, Δ) quote diff --git a/src/tracker/scalar.jl b/src/tracker/scalar.jl new file mode 100644 index 00000000..026d2aeb --- /dev/null +++ b/src/tracker/scalar.jl @@ -0,0 +1,63 @@ +struct TrackedNumber{T<:Number} <: Number + tracker::Tracked{T} +end + +TrackedNumber(x::Number) = TrackedNumber(Tracked(Call(nothing), x)) + +tracker(x::TrackedNumber) = x.tracker + +track(f::Call, x::Number) = TrackedNumber(Tracked(f, x)) + +back!(x::TrackedNumber) = back!(x, 1) + +function Base.show(io::IO, x::TrackedNumber) + show(io, data(x)) + print(io, " (tracked)") +end + +Base.convert(::Type{TrackedNumber{T}}, x::TrackedNumber{T}) where T = x + +Base.convert(::Type{TrackedNumber{T}}, x::TrackedNumber) where T = + TrackedNumber(Tracked(x.tracker.f, convert(T, x.tracker.data))) + +Base.convert(::Type{TrackedNumber{T}}, x::Number) where T = TrackedNumber(convert(T, x)) + +Base.isless(x::TrackedNumber, y::Number) = isless(data(x), y) +Base.isless(x::Number, y::TrackedNumber) = isless(x, data(y)) +Base.isless(x::TrackedNumber, y::TrackedNumber) = isless(data(x), data(y)) + +Base.:(==)(x::TrackedNumber, y::Number) = data(x) == y +Base.:(==)(x::Number, y::TrackedNumber) = x == data(y) +Base.:(==)(x::TrackedNumber, y::TrackedNumber) = data(x) == data(y) + +for f in :[isinf, isnan].args + @eval Base.$f(x::TrackedNumber) = isinf(data(x)) +end + +Base.promote_rule(::Type{TrackedNumber{S}},::Type{T}) where {S,T} = + TrackedNumber{promote_type(S,T)} + +using DiffRules, SpecialFunctions, NaNMath + +for (M, f, arity) in DiffRules.diffrules() + arity == 1 || continue + @eval begin + $M.$f(a::TrackedNumber) = track($M.$f, a) + back(::typeof($M.$f), Δ::Number, a::TrackedNumber) = + back(a, Δ * $(DiffRules.diffrule(M, f, :(data(a))))) + end +end + +for (M, f, arity) in DiffRules.diffrules() + arity == 2 || continue + da, db = DiffRules.diffrule(M, f, :(data(a)), :(data(b))) + @eval begin + $M.$f(a::TrackedNumber, b::TrackedNumber) = track($M.$f, a, b) + $M.$f(a::TrackedNumber, b::Number) = track($M.$f, a, b) + $M.$f(a::Number, b::TrackedNumber) = track($M.$f, a, b) + function back(::typeof($M.$f), Δ::Number, a::Number, b::Number) + @back(a, Δ * $da) + @back(b, Δ * $db) + end + end +end