JuliaDiff / JuliaDiff/ChainRules.jl

`rrule` for `mean(f, x)` is not vectorized?

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Description

Hi, it seems that the rrule for mean(f, x) is not vectorized and thus does not place nicely with CUDA:

using Zygote, CUDA, Statistics

julia> gradient(y -> mean(x -> x.^2, y), CUDA.randn(10))
ERROR: Scalar indexing is disallowed.
Invocation of getindex resulted in scalar indexing of a GPU array.
This is typically caused by calling an iterating implementation of a method.
Such implementations *do not* execute on the GPU, but very slowly on the CPU,
and therefore are only permitted from the REPL for prototyping purposes.
If you did intend to index this array, annotate the caller with @allowscalar.
Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:35
  [2] assertscalar(op::String)
    @ GPUArraysCore ~/.julia/packages/GPUArraysCore/uOYfN/src/GPUArraysCore.jl:103
  [3] getindex
    @ ~/.julia/packages/GPUArrays/5XhED/src/host/indexing.jl:9 [inlined]
  [4] iterate
    @ ./abstractarray.jl:1220 [inlined]
  [5] iterate
    @ ./abstractarray.jl:1218 [inlined]
  [6] iterate
    @ ./generator.jl:44 [inlined]
  [7] collect(itr::Base.Generator{CuArray{Float32, 1, CUDA.Mem.DeviceBuffer}, ChainRules.var"#1655#1660"{Zygote.ZygoteRuleConfig{Zygote.Context{false}}, var"#24#26"}})
    @ Base ./array.jl:782
  [8] rrule(config::Zygote.ZygoteRuleConfig{Zygote.Context{false}}, ::typeof(sum), f::var"#24#26", xs::CuArray{Float32, 1, CUDA.Mem.DeviceBuffer}; dims::Function)
    @ ChainRules ~/.julia/packages/ChainRules/9sNmB/src/rulesets/Base/mapreduce.jl:102
  [9] rrule
    @ ~/.julia/packages/ChainRules/9sNmB/src/rulesets/Base/mapreduce.jl:76 [inlined]
 [10] #rrule#1808
    @ ~/.julia/packages/ChainRules/9sNmB/src/rulesets/Statistics/statistics.jl:28 [inlined]
 [11] rrule
    @ ~/.julia/packages/ChainRules/9sNmB/src/rulesets/Statistics/statistics.jl:21 [inlined]
 [12] chain_rrule
    @ ~/.julia/packages/Zygote/4rucm/src/compiler/chainrules.jl:223 [inlined]
 [13] macro expansion
    @ ~/.julia/packages/Zygote/4rucm/src/compiler/interface2.jl:101 [inlined]
 [14] _pullback
    @ ~/.julia/packages/Zygote/4rucm/src/compiler/interface2.jl:101 [inlined]
 [15] _pullback
    @ ./REPL[14]:1 [inlined]
 [16] _pullback(ctx::Zygote.Context{false}, f::var"#23#25", args::CuArray{Float32, 1, CUDA.Mem.DeviceBuffer})
    @ Zygote ~/.julia/packages/Zygote/4rucm/src/compiler/interface2.jl:0
 [17] pullback(f::Function, cx::Zygote.Context{false}, args::CuArray{Float32, 1, CUDA.Mem.DeviceBuffer})
    @ Zygote ~/.julia/packages/Zygote/4rucm/src/compiler/interface.jl:44
 [18] pullback
    @ ~/.julia/packages/Zygote/4rucm/src/compiler/interface.jl:42 [inlined]
 [19] gradient(f::Function, args::CuArray{Float32, 1, CUDA.Mem.DeviceBuffer})
    @ Zygote ~/.julia/packages/Zygote/4rucm/src/compiler/interface.jl:96
 [20] top-level scope
    @ REPL[14]:1
 [21] top-level scope
    @ ~/.julia/packages/CUDA/tVtYo/src/initialization.jl:185

The problem seems to be that this line does not use map or broadcasting. But the comment seems to suggest that we can't do that here. Is there anything we can do?

By the way, sum(f, x) for the same f works perfectly. So I'm quite curious why the result is different. Both hit the same rrule right?

julia> gradient(y -> sum(x -> x^2, y)/10, CUDA.randn(10))
(Float32[-0.03543221, -0.002124702, 0.068868384, -0.21756743, 0.234217, -0.16418666, -0.033367466, -0.26496077, 0.095435165, -0.044487894],)

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  1. Read the whole issue, then the project's contributing guide.
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  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with src/rulesets/Base/mapreduce.jl around line 102 and the Statistics rrule in src/rulesets/Statistics/statistics.jl. Reproduce the CUDA gradient example and compare it with the working sum(f, x) case. Done means the mean gradient no longer performs disallowed scalar indexing on a CuArray while preserving the existing sum behavior.

Written by the indexing model from the issue text.

Assessment

Domain
devtools
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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