JuliaDiff / JuliaDiff/ReverseDiff.jl

Nested differentiation of closures yields incorrect results. Any news on the fix?

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Julia
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Description

Indeed, nested differentiation of closures has been a well known problem for quite some time . In multiple places it is mentioned that a fix is on the works. Are there any news on this front?

At this point, this limitation essentially precludes the implementation of PINNs with ReverseDiff . Perhaps even worse is that recently I've found for some destructured Flux and Lux models it is actually possible possible to do ReverseDiff-over-ForwardDiff and obtain somewhat accurate results, but the gradients are ever-so-slightly wrong (see this discussion on Julia's discourse and this other issue). Likewise, reverse-over-reverse returns a zero gradient.

Has the root cause of this been identified? Would a fix necessarily involve overhauling the library with a tagging system? Is ForwardDiff currently the only AD library that can do nested AD with closures?

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  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 the linked ReverseDiff limitations page, issue #222, and the Julia Discourse discussion about ReverseDiff-over-ForwardDiff with Lux networks. Trace the reported nested-closure, slightly incorrect-gradient, and zero-gradient cases; done means the root cause and a concrete fix path are identified and the affected behaviors can be validated.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Bug
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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