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 # Tuples struct TrackedTuple{T<:Tuple} tracker::Tracked{T} end tracker(xs::TrackedTuple) = xs.tracker accum!(x::Tuple, Δ::Tuple) = accum!.(x, Δ) init_grad(x::Tuple) = init_grad.(x) track(f::Call, xs::Tuple) = TrackedTuple(Tracked(f, xs)) function Base.show(io::IO, xs::TrackedTuple) show(io, data(xs)) print(io, " (tracked)") end Base.length(x::TrackedTuple) = length(data(x)) Base.getindex(xs::TrackedTuple, i::Integer) = track(getindex, xs, i) back(::typeof(getindex), Δ, t, i) = back(t, ntuple(j -> i == j ? Δ : 0, length(t)))