JuliaGaussianProcesses / JuliaGaussianProcesses/ParameterHandling.jl

Unflatten - Implementing views instead of new vectors

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Julia
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Description

From: https://github.com/invenia/ParameterHandling.jl/pull/39

This only relates to array valued parameter. At the moment, when a Vector is unflattened, a new Vector is created for each argument in the tuple:

function flatten(::Type{T}, x::Tuple) where {T<:Real}
    x_vecs_and_backs = map(val -> flatten(T, val), x)
    x_vecs, x_backs = first.(x_vecs_and_backs), last.(x_vecs_and_backs)
    lengths = map(length, x_vecs)
    sz = _cumsum(lengths)
    function unflatten_to_Tuple(v::AbstractVector{<:Real})
        map(x_backs, lengths, sz) do x_back, l, s
            return x_back(v[(s - l + 1):s]) #HERE
        end
    end
    return reduce(vcat, x_vecs), unflatten_to_Tuple
end

This is necessary, as otherwise the unflattened NamedTuple would contain a bunch of Subarrays, as we cannot deduce the original array from

function flatten(::Type{T}, x::NamedTuple{names}) where {T<:Real,names}
    x_vec, unflatten = flatten(T, values(x))
    function unflatten_to_NamedTuple(v::AbstractVector{<:Real})
        v_vec_vec = unflatten(v)
        return NamedTuple{names}(v_vec_vec) #HERE
    end
    return x_vec, unflatten_to_NamedTuple
end

Changing return NamedTuple{names}(v_vec_vec) to typeof(x)(v_vec_vec) would allow us to use views in the first code block, but this change would make many AD backends unusable.

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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 by tracing the tuple and NamedTuple flatten methods shown in the issue, especially the vector slice and NamedTuple reconstruction points. Investigate how replacing copied vectors with views affects the supported AD backends; done means reducing unnecessary vector creation without making those backends unusable.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
performance
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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