struct TrackedArray{T,N,A<:AbstractArray{T,N}} <: AbstractArray{T,N} tracker::Tracked{A} data::A grad::A TrackedArray{T,N,A}(t::Tracked{A}, data::A) where {T,N,A} = new(t, data) TrackedArray{T,N,A}(t::Tracked{A}, data::A, grad::A) where {T,N,A} = new(t, data, grad) 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}} 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}} = print(io, "TrackedArray{…,$A}") function Base.showarray(io::IO, X::TrackedArray, repr::Bool = true; header = true) if repr print(io, "param(") Base.showarray(io, data(X), true) print(io, ")") else header && print(io, "Tracked ") Base.showarray(io, data(X), false, header = header) end end Base.setindex!(xs::TrackedArray, v, i...) = error("Can't differentiate `setindex!`") # Fallthrough methods for f in :[Base.size, Base.ndims].args @eval @inline $f(x::TrackedArray, a...) = $f(data(x), a...) end Base.similar(x::TrackedArray, dims::Union{AbstractUnitRange,Integer}...) = similar(data(x), dims...) 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) # 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...])) function back(::typeof(getindex), Δ, xs::TrackedArray, i...) Δ′ = zeros(xs.data) Δ′[i...] = unarray(Δ) @back(xs, Δ′) end Base.:-(xs::TrackedArray) = TrackedArray(Call(-, 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)) 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.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::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::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)) function back(::typeof(vcat), Δ, xs...) i = Base.tail(map(_ -> :, size(Δ))) start = 0 for xsi in xs @back(xsi, Δ[start+1:start+size(xsi,1), i...]) start += size(xsi, 1) end end Base.reshape(xs::TrackedArray, dims::Union{Colon,Int64}...) = TrackedArray(Call(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))) 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)) 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)))) function back(::typeof(dot), Δ, xs, ys) @back(xs, Δ.*ys) @back(ys, Δ.*xs) end # Hacks to get std working Base.std(x::TrackedArray; mean = Base.mean(x)) = sqrt.(sum((x .- mean).^2) ./ (length(x)-1)) Base.std(x::TrackedArray, dim; mean = Base.mean(x, dim)) = sqrt.(sum((x .- mean).^2, dim) ./ (size(x, dim)-1)) back(::typeof(mean), Δ, xs::TrackedArray) = back(xs, similar(xs.data) .= Δ ./ length(xs.data)) back(::typeof(mean), Δ, xs::TrackedArray, region) = back(xs, similar(xs.data) .= Δ ./ prod(size(xs.data, region...))) # BLAS Base.diagm(x::TrackedVector) = TrackedArray(Call(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)) $f(a::TrackedMatrix, b::TrackedVector) = TrackedArray(Call($f, a, b)) $f(a::TrackedMatrix, b::AbstractVector) = TrackedArray(Call($f, a, b)) $f(a::AbstractMatrix, b::TrackedVector) = TrackedArray(Call($f, a, b)) $f(a::TrackedVector, b::TrackedVector) = TrackedArray(Call($f, a, b)) $f(a::TrackedVector, b::AbstractVector) = TrackedArray(Call($f, a, b)) $f(a::AbstractVector, b::TrackedVector) = TrackedArray(Call($f, a, b)) end end function back(::typeof(*), Δ, a::AbstractMatrix, b::AbstractVecOrMat) @back(a, A_mul_Bt(Δ, data(b))) @back(b, At_mul_B(data(a), Δ)) end function back(::typeof(Ac_mul_B), Δ, a::AbstractVecOrMat{<:Real}, b::AbstractVecOrMat{<:Real}) @back(a, A_mul_Bt(Δ, data(b))') @back(b, data(a)*Δ) end function back(::typeof(A_mul_Bc), Δ, a::AbstractVecOrMat{<:Real}, b::AbstractVecOrMat{<:Real}) @back(a, Δ * data(b)) @back(b, At_mul_B(data(a), Δ)') end # Fast path for matrix-vector function back(::typeof(*), Δ::AbstractVector, W::TrackedMatrix, x::AbstractVector) if isleaf(W) W.grad .+= Δ .* data(x).' else back(W, A_mul_Bt(Δ, data(x))) end @back(x, At_mul_B(data(W), Δ)) end # NNlib using NNlib import NNlib: softmax, ∇softmax, logsoftmax, ∇logsoftmax, conv2d, pool softmax(xs::TrackedArray) = TrackedArray(Call(softmax, xs)) back(::typeof(softmax), Δ, xs) = @back(xs, ∇softmax(Δ, data(xs))) logsoftmax(xs::TrackedArray) = TrackedArray(Call(logsoftmax, xs)) back(::typeof(logsoftmax), Δ, xs) = @back(xs, ∇logsoftmax(Δ, data(xs))) # TODO: can store kwargs efficiently in namedtuples _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)) conv2d(x::AbstractArray{<:Any,4}, w::TrackedArray{<:Any,4}; stride = 1, padding = 0) = TrackedArray(Call(_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)) function back(::typeof(_conv2d), Δ, x, w, stride, pad) @back(x, NNlib.conv2d_grad_x(data(x), data(w), Δ; stride = stride, padding = pad)) @back(w, NNlib.conv2d_grad_w(data(x), data(w), Δ; stride = stride, padding = pad)) 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)) back_(::typeof(_pool), y, Δ, x, k, pad, mode) = back(x, NNlib.pool_grad(data(x), y, Δ, window=k, mode=mode, padding=pad)) # Broadcasting using ForwardDiff: Dual, partials struct Broadcasted{F,T} f::F data::T end (b::Broadcasted)(xs...) = map(x -> x.value, b.data) dualify(xs, n) = xs dualify(xs::TrackedArray, ps) = map(x -> Dual(x, ps), data(xs)) 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()) end trim(x, Δ) = reshape(Δ, ntuple(i -> size(Δ, i), Val{ndims(x)})) unbroadcast(x, Δ) = size(x) == size(Δ) ? Δ : trim(x, sum(Δ, filter(n -> size(x, n) == 1, 1:ndims(Δ)))) function getpartial(Δ, x, i) @inbounds p = getindex(partials(x), i) return Δ * p end function back(b::Broadcasted, Δ, args::Vararg{Any,N}) where N Δargs = ntuple(i -> getpartial.(Δ, b.data, i), Val{N}) foreach((x, Δ) -> @back(x, unbroadcast(x, Δ)), args, Δargs) end Base.Broadcast._containertype(::Type{<:TrackedArray}) = TrackedArray Base.Broadcast.promote_containertype(::Type{TrackedArray}, ::Type{TrackedArray}) = TrackedArray Base.Broadcast.promote_containertype(::Type{Array}, ::Type{TrackedArray}) = TrackedArray Base.Broadcast.promote_containertype(::Type{TrackedArray}, ::Type{Array}) = TrackedArray Base.Broadcast.promote_containertype(::Type{TrackedArray}, ct) = TrackedArray Base.Broadcast.promote_containertype(ct, ::Type{TrackedArray}) = TrackedArray Base.Broadcast.broadcast_indices(::Type{TrackedArray}, A::Ref) = () Base.Broadcast.broadcast_indices(::Type{TrackedArray}, A) = indices(A) Base.Broadcast.broadcast_c(f, ::Type{TrackedArray}, A, Bs...) = tracked_broadcast(f, A, Bs...)