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 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(x::AbstractArray) = TrackedArray(Call(nothing), x, zeros(x)) Base.eltype(x::Type{<:TrackedArray{T}}) where T <: Real = TrackedReal{T} 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!`") back!(::TrackedArray) = error("Value is not scalar; use `back!(sum(x))` or `back!(x, Δ)`") # Fallthrough methods for f in :[Base.size, Base.ndims].args @eval @inline $f(x::TrackedArray, a...) = $f(data(x), a...) end Base.similar(x::TrackedArray, dims::Union{AbstractUnitRange,Integer}...) = similar(data(x), dims...) Base.similar(x::TrackedArray, T::Type) = similar(data(x), T) Base.:(==)(x::TrackedArray, y) = data(x) == y Base.:(==)(y, x::TrackedArray) = y == data(x) Base.:(==)(x::TrackedArray, y::TrackedArray) = data(x) == data(y) # Array Stdlib Base.getindex(xs::TrackedArray, i...) = track(getindex, xs, i...) function back(::typeof(getindex), Δ, xs::TrackedArray, i...) Δ′ = zeros(xs.data) Δ′[i...] = Δ @back(xs, Δ′) end Base.:-(xs::TrackedArray) = track(-, xs) back(::typeof(-), Δ, xs::TrackedArray) = back(xs, -Δ) Base.transpose(xs::TrackedArray) = track(transpose, xs) Base.ctranspose(xs::TrackedArray) = track(ctranspose, xs) back(::typeof(transpose), Δ, xs) = @back(xs, trim(xs, Δ.')) back(::typeof(ctranspose), Δ, xs) = @back(xs, trim(xs, Δ')) Base.repmat(x::TrackedVecOrMat, a::Integer...) = track(repmat, x, a...) Base.repmat(x::TrackedVecOrMat, a::Int64...) = track(repmat, x, a...) for f in [:vcat, :hcat] @eval begin Base.$f(a::TrackedArray...) = track($f, a...) Base.$f(a::TrackedArray, b::Array...) = track($f, a, b...) # assumes there is another function to capture Union{Matrix,Vector}... without any TrackedMatrix or TrackedVector Base.$f(a::Union{TrackedMatrix,TrackedVector,Matrix,Vector}...) = track($f, a...) end end Base.cat(dim::Int, a::TrackedArray...) = track(Base.cat, dim, a...) Base.cat(dim::Int, a::TrackedArray, b::Array...) = track(Base.cat, dim, a, b...) function back(::typeof(repmat), Δ, xs::TrackedVecOrMat, m, n=1) Δ′ = similar(xs.data) S = size(xs.data) for (i,v) in enumerate(Δ) d1 = divrem(i-1, S[1]*m) x = d1[2] % S[1]+1 y = d1[1] % S[2]+1 Δ′[x, y] += v end back(xs, Δ′) end function back(::typeof(vcat), Δ, xs...) start = 0 for xsi in xs i = map(_ -> :, size(xsi)) |> Base.tail @back(xsi, Δ[start+1:start+size(xsi,1), i...]) start += size(xsi, 1) end end function back(::typeof(hcat), Δ, xs...) start = 0 for xsi in xs if ndims(xsi) == 1 @back(xsi, Δ[:, start+1]) else i = map(_ -> :, size(xsi)) |> Base.tail |> Base.tail @back(xsi, Δ[:, start+1:start+size(xsi,2), i...]) end start += size(xsi, 2) end end function back(::typeof(cat), Δ, dim, xs...) start = 0 for xsi in xs if ndims(xsi) < dim i = map(_ -> :, size(xsi)) j = ones(Int, dim-ndims(xsi)-1) @back(xsi, Δ[i..., j..., start+1]) else i = fill(:, dim-1) j = fill(:, ndims(xsi)-dim) @back(xsi, Δ[i..., start+1:start+size(xsi,dim), j...]) end start += size(xsi, dim) end end Base.reshape(xs::TrackedArray, dims::Union{Colon,Int64}...) = reshape(xs, dims) Base.reshape(xs::TrackedArray, dims::Tuple{Vararg{Union{Int64,Colon}}}) = reshape(xs, Base._reshape_uncolon(xs, dims)) Base.reshape(xs::TrackedArray, dims::Tuple{Vararg{Int64}}) = track(reshape, xs, dims) back(::typeof(reshape), Δ, xs::TrackedArray, _...) = back(xs, reshape(Δ, size(xs))) Base.permutedims(xs::TrackedArray, dims) = track(permutedims, xs, dims) back(::typeof(permutedims), Δ, xs::TrackedArray, dims) = back(xs, permutedims(Δ, invperm(dims))) function _kron(mat1::AbstractMatrix,mat2::AbstractMatrix) m1, n1 = size(mat1) mat1_rsh = reshape(mat1,(1,m1,1,n1)) m2, n2 = size(mat2) mat2_rsh = reshape(mat2,(m2,1,n2,1)) return reshape(mat1_rsh.*mat2_rsh, (m1*m2,n1*n2)) end Base.kron(a::TrackedMatrix, b::TrackedMatrix) = _kron(a, b) Base.kron(a::TrackedMatrix, b::AbstractMatrix) = _kron(a, b) Base.kron(a::AbstractMatrix, b::TrackedMatrix) = _kron(a, b) # Reductions Base.sum(xs::TrackedArray, dim) = track(sum, xs, dim) Base.sum(xs::TrackedArray) = track(sum, xs) Base.sum(f::Union{Function,Type},xs::TrackedArray) = sum(f.(xs)) back(::typeof(sum), Δ, xs::TrackedArray, dim...) = back(xs, similar(xs.data) .= Δ) Base.prod(xs::TrackedArray, dim) = track(prod, xs, dim) Base.prod(xs::TrackedArray) = track(prod, xs) Base.prod(f::Union{Function, Type}, xs::TrackedArray) = prod(f.(xs)) back(::typeof(prod), Δ, xs::TrackedArray, dim...) = back(xs, similar(xs.data) .= (prod(xs.data, dim...) ./ xs.data) .* Δ) back(::typeof(prod), Δ, xs::TrackedArray) = back(xs, similar(xs.data) .= (reshape(.*(circshift.([reshape(xs.data, length(xs.data))], 1:length(xs.data)-1)...), size(xs.data))) .* Δ) Base.findfirst(xs::TrackedArray, args...) = findfirst(xs.data, args...) Base.mean(xs::TrackedArray) = track(mean, xs) Base.mean(xs::TrackedArray, region) = track(mean, xs, region) Base.maximum(xs::TrackedArray) = track(maximum, xs) Base.maximum(xs::TrackedArray, region) = track(maximum, xs, region) Base.minimum(xs::TrackedArray) = track(minimum, xs) Base.minimum(xs::TrackedArray, region) = track(minimum, xs, region) 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.*data(ys)) @back(ys, Δ.*data(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)) Base.vecnorm(x::TrackedArray, p::Real = 2) = sum(abs.(x).^p .+ eps(0f0))^(1/p) # avoid d(sqrt(x))/dx == Inf at 0 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...))) function back(::typeof(maximum), Δ, xs::TrackedArray) Δ′ = zeros(xs.data) _, i = findmax(xs.data) Δ′[i] = Δ @back(xs, Δ′) end function back(::typeof(maximum), Δ, xs::TrackedArray, region) Δ′ = zeros(xs.data) _, is = findmax(xs.data, region) Δ′[is] = Δ @back(xs, Δ′) end function back(::typeof(minimum), Δ, xs::TrackedArray) Δ′ = zeros(xs.data) _, i = findmin(xs.data) Δ′[i] = Δ @back(xs, Δ′) end function back(::typeof(minimum), Δ, xs::TrackedArray, region) Δ′ = zeros(xs.data) _, is = findmin(xs.data, region) Δ′[is] = Δ @back(xs, Δ′) end # BLAS 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 $f(a::TrackedMatrix, b::TrackedMatrix) = track($f, a, b) $f(a::TrackedMatrix, b::AbstractMatrix) = track($f, a, b) $f(a::AbstractMatrix, b::TrackedMatrix) = track($f, a, b) $f(a::TrackedMatrix, b::TrackedVector) = track($f, a, b) $f(a::TrackedMatrix, b::AbstractVector) = track($f, a, b) $f(a::AbstractMatrix, b::TrackedVector) = track($f, a, b) $f(a::TrackedVector, b::TrackedVector) = track($f, a, b) $f(a::TrackedVector, b::AbstractVector) = track($f, a, b) $f(a::AbstractVector, b::TrackedVector) = track($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, conv, maxpool, meanpool softmax(xs::TrackedArray) = track(softmax, xs) back(::typeof(softmax), Δ, xs) = @back(xs, ∇softmax(Δ, data(xs))) logsoftmax(xs::TrackedArray) = track(logsoftmax, xs) back(::typeof(logsoftmax), Δ, xs) = @back(xs, ∇logsoftmax(Δ, data(xs))) # TODO: can store kwargs efficiently in namedtuples _conv(x, w, stride, pad) = conv(x, w, stride = stride, pad = pad) conv(x::TrackedArray{<:Real,N}, w::TrackedArray{<:Real,N}; stride = 1, pad = 0) where N = track(_conv, x, w, stride, pad) conv(x::AbstractArray{<:Real,N}, w::TrackedArray{<:Real,N}; stride = 1, pad = 0) where N = track(_conv, x, w, stride, pad) conv(x::TrackedArray{<:Real,N}, w::AbstractArray{<:Real,N}; stride = 1, pad = 0) where N = track(_conv, x, w, stride, pad) function back(::typeof(_conv), Δ, x, w, stride, pad) @back(x, NNlib.∇conv_data(Δ, data(x), data(w); stride = stride, pad = pad)) @back(w, NNlib.∇conv_filter(Δ, data(x), data(w); stride = stride, pad = pad)) end _maxpool(x, k, pad, stride) = maxpool(x, k; pad = pad, stride = stride) maxpool(x::TrackedArray, k; pad = map(_->0,k), stride = k) = track(_maxpool, x, k, pad, stride) back_(::typeof(_maxpool), y, Δ, x, k, pad, stride) = back(x, NNlib.∇maxpool(Δ, y, data(x), k, pad=pad, stride=stride)) _meanpool(x, k, pad, stride) = meanpool(x, k; pad = pad, stride = stride) meanpool(x::TrackedArray, k; pad = map(_->0,k), stride = k) = track(_meanpool, x, k, pad, stride) back_(::typeof(_meanpool), y, Δ, x, k, pad, stride) = back(x, NNlib.∇meanpool(Δ, y, data(x), k, pad=pad, stride=stride)) # 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)) dualify(xs::TrackedReal, 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 b = Broadcasted(f, out) track(Call(b, args...), b()) end trim(x, Δ) = reshape(Δ, ntuple(i -> size(Δ, i), Val{ndims(x)})) 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 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{<:TrackedReal}) = TrackedArray 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...)