JuliaDiff / JuliaDiff/ForwardDiff.jl
Can't differentiatate through StepRangeLen due to TwicePrecision
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Description
There is one very common data type that we can't differentiate through - StepRangeLen, which is what we usually get back from range.
julia> using ForwardDiff
julia> f1v(x::Vector) = sum(range(0; step=0.1, stop=2)*x[1]); # edited not to clash with definitions below
julia> g1v = x -> ForwardDiff.gradient(f1v, x);
julia> f1v([1.0])
31.5
julia> g1v([1.0])
MethodError: no method matching twiceprecision(::Base.TwicePrecision{ForwardDiff.Dual{ForwardDiff.Tag{typeof(f1),Float64},Float64,1}}, ::Int64)
Closest candidates are:
twiceprecision(!Matched::T<:Union{Float16, Float32, Float64}, ::Integer) where T<:Union{Float16, Float32, Float64} at twiceprecision.jl:220
twiceprecision(!Matched::Base.TwicePrecision{T<:Union{Float16, Float32, Float64}}, ::Integer) where T<:Union{Float16, Float32, Float64} at twiceprecision.jl:225
This problem does not arise with numerically equivalent data types which do not use TwicePrecision, such as LinRange:
julia> using ForwardDiff
julia> f2(x::Vector) = sum(LinRange(0, 2, 21)*x[1]);
julia> g2 = x -> ForwardDiff.gradient(f2, x);
julia> f2([1.0]), g2([1.0])
(21.0, [21.0])
Related: https://github.com/JuliaMath/Interpolations.jl/issues/293
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Research direction
Start by reproducing the ForwardDiff.gradient example using range and compare it with the working LinRange case. Then inspect how StepRangeLen and Base.TwicePrecision are handled during differentiation, using the reported twiceprecision method error as the guide; done means the range example differentiates successfully like the LinRange example.
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Assessment
- Tech stack
- julia
- Domain
- tooling
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100