JuliaDiff / JuliaDiff/ReverseDiff.jl
Combine Dual numbers with compiled gradient tape
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- Dominant language
- Julia
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- Avg merge
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- Merged PRs (30d)
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Description
It seems that in some cases, the compiled tape does not return correct gradient in the following application of obtaining gradients.
function get_hessian_reversediff(params0::AbstractArray{T}) where T
tape2 = ReverseDiff.GradientTape(embedding_loss, (Dual.(randn(k, 10), zeros(k, 10)),))
ctape2 = ReverseDiff.compile(tape2)
get_hessian_reversediff(ctape2, params0)
end
function get_hessian_reversediff(tape, params0::AbstractArray{T}) where T
N = length(params0)
params = Dual.(params0, zero(T))
hes = zeros(T, N, N)
for i=1:N
@inbounds i !== 1 && (params[i-1] = Dual(params0[i-1], zero(T)))
@inbounds params[i] = Dual(params0[i], one(T))
res = ReverseDiff.gradient!(tape, (params,))[1]
res2 = ReverseDiff.gradient(embedding_loss, params)
h1 = vec(ForwardDiff.partials.(res, 1))
h2 = vec(ForwardDiff.partials.(res2, 1))
@show h1 - h2 # they are different!!!!
hes[:,i] .= vec(ForwardDiff.partials.(res, 1))
end
hes
end
It turns out h1 - h2 is not zero.
The compiled tape returns a gradient slightly different with the not compiled version. I checked that the not compiled version gradient is correct.
To reproduce the result. Please check
https://github.com/JuliaReverse/NiGraphEmbedding.jl/blob/master/benchmarks/benchmark.jl
Wondering what is a correct way the obtain gradient through forward differentiating over back program?
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Research direction
Start with the reproduction in benchmarks/benchmark.jl and compare the compiled-tape path using ReverseDiff.gradient! with the uncompiled ReverseDiff.gradient path. Inspect how Dual values from ForwardDiff are handled during tape compilation. Done means the compiled and uncompiled gradients agree for the reported case, including the hessian calculation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- devtools
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100