Support Enzyme

Project.toml

@@ -1,7 +1,7 @@
 name = "TaylorDiff"
 uuid = "b36ab563-344f-407b-a36a-4f200bebf99c"
 authors = ["Songchen Tan <[email protected]>"]
-version = "0.2.4"
+version = "0.2.5"
 
 [deps]
 ChainRules = "082447d4-558c-5d27-93f4-14fc19e9eca2"

benchmark/groups/pinn.jl

@@ -1,10 +1,10 @@
-using Lux, Random, Zygote
+using Lux, Zygote
 
 const input = 2
 const hidden = 16
 
-model = Chain(Dense(input => hidden, exp),
-    Dense(hidden => hidden, exp),
+model = Chain(Dense(input => hidden, Lux.relu),
+    Dense(hidden => hidden, Lux.relu),
     Dense(hidden => 1),
     first)
 

src/chainrules.jl

@@ -86,3 +86,13 @@ for f in (
         @eval @opt_out rrule(::typeof($f), x::$tlhs, y::$trhs)
     end
 end
+
+# Multi-argument functions
+
+@opt_out frule(::typeof(*), x::TaylorScalar, y::TaylorScalar, z::TaylorScalar)
+@opt_out rrule(::typeof(*), x::TaylorScalar, y::TaylorScalar, z::TaylorScalar)
+
+@opt_out frule(
+    ::typeof(*), x::TaylorScalar, y::TaylorScalar, z::TaylorScalar, more::TaylorScalar...)
+@opt_out rrule(
+    ::typeof(*), x::TaylorScalar, y::TaylorScalar, z::TaylorScalar, more::TaylorScalar...)

test/Project.toml

@@ -1,5 +1,12 @@
 [deps]
+DifferentiationInterface = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63"
+Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
+FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
 FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Lux = "b2108857-7c20-44ae-9111-449ecde12c47"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
-LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+
+[compat]
+Enzyme = "0.13"

test/downstream.jl

@@ -0,0 +1,49 @@
+using LinearAlgebra
+import DifferentiationInterface
+using DifferentiationInterface: AutoZygote, AutoEnzyme
+import Zygote, Enzyme
+using FiniteDiff: finite_difference_derivative
+
+DI = DifferentiationInterface
+backend = AutoZygote()
+# backend = AutoEnzyme(; mode = Enzyme.Reverse, function_annotation = Enzyme.Const)
+
+@testset "Zygote-over-TaylorDiff on same variable" begin
+    # Scalar functions
+    some_number = 0.7
+    some_numbers = [0.3, 0.4, 0.1]
+    for f in (exp, log, sqrt, sin, asin, sinh, asinh, x -> x^3)
+        @test DI.derivative(x -> derivative(f, x, 2), backend, some_number) ≈
+              derivative(f, some_number, 3)
+        @test DI.jacobian(x -> derivative.(f, x, 2), backend, some_numbers) ≈
+              diagm(derivative.(f, some_numbers, 3))
+    end
+
+    # Vector functions
+    g(x) = x[1] * x[1] + x[2] * x[2]
+    @test DI.gradient(x -> derivative(g, x, [1.0, 0.0], 1), backend, [1.0, 2.0]) ≈
+          [2.0, 0.0]
+
+    # Matrix functions
+    some_matrix = [0.7 0.1; 0.4 0.2]
+    f(x) = sum(exp.(x), dims = 1)
+    dfdx1(x) = derivative(f, x, [1.0, 0.0], 1)
+    dfdx2(x) = derivative(f, x, [0.0, 1.0], 1)
+    res(x) = sum(dfdx1(x) .+ 2 * dfdx2(x))
+    grad = DI.gradient(res, backend, some_matrix)
+    @test grad ≈ [1 0; 0 2] * exp.(some_matrix)
+end
+
+@testset "Zygote-over-TaylorDiff on different variable" begin
+    linear_model(x, p, b) = exp.(b + p * x + b)[1]
+    loss_taylor(x, p, b, v) = derivative(x -> linear_model(x, p, b), x, v, 1)
+    ε = cbrt(eps(Float64))
+    loss_finite(x, p, b, v) = (linear_model(x + ε * v, p, b) -
+                               linear_model(x - ε * v, p, b)) / (2 * ε)
+    let some_x = [0.58, 0.36], some_v = [0.23, 0.11], some_p = [0.49 0.96], some_b = [0.88]
+        @test DI.gradient(
+            p -> loss_taylor(some_x, p, some_b, some_v), backend, some_p) ≈
+              DI.gradient(
+            p -> loss_finite(some_x, p, some_b, some_v), backend, some_p)
+    end
+end

test/runtests.jl

@@ -3,5 +3,5 @@ using Test
 
 include("primitive.jl")
 include("derivative.jl")
-include("zygote.jl")
+include("downstream.jl")
 # include("lux.jl")