SciML / SciML/Integrals.jl

Zygote.gradient failed with CubaCuhre and batch !=0

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@sharanry is already working on this.

Since Jun 22, 2022.

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Description

using Quadrature, ForwardDiff, FiniteDiff, Zygote, Cuba
f(x,p) = sum(sin.(x .* p))
lb = ones(3)
ub = 3ones(3)
p = [1.5,2.0,3.0]

prob = QuadratureProblem(f,lb,ub,p; batch=0)
sol = solve(prob,CubaCuhre(),reltol= 1e-4,abstol= 1e-4,maxiters=100)[1]

function testf(p)
    prob = QuadratureProblem(f,lb,ub,p, batch=0)
    solve(prob,CubaCuhre(),reltol= 1e-4,abstol= 1e-4,maxiters=100)[1]
end
dp1 = Zygote.gradient(testf,p)
dp2 = FiniteDiff.finite_difference_gradient(testf,p)
dp3 = ForwardDiff.gradient(testf,p)
# work fine

prob = QuadratureProblem(f,lb,ub,p; batch=10)
sol = solve(prob,CubaCuhre(),reltol= 1e-4,abstol= 1e-4,maxiters=100)[1]


function testf(p)
    prob = QuadratureProblem(f,lb,ub,p, batch=10)
    solve(prob,CubaCuhre(),reltol= 1e-4,abstol= 1e-4,maxiters=100)[1]
end
dp2 = FiniteDiff.finite_difference_gradient(testf,p)
dp3 = ForwardDiff.gradient(testf,p)
# work fine

dp1 = Zygote.gradient(testf,p)

ERROR: MethodError: Cannot `convert` an object of type Array{Float64,1} to an object of type Float64
Closest candidates are:
  convert(::Type{T}, ::ArrayInterface.StaticInt{N}) where {T<:Number, N} at /Users/kirill/.julia/packages/ArrayInterface/rw2kK/src/static.jl:18
  convert(::Type{R}, ::T) where {R<:Real, T<:ReverseDiff.TrackedReal} at /Users/kirill/.julia/packages/ReverseDiff/jFRo1/src/tracked.jl:255
  convert(::Type{T}, ::Unitful.Quantity) where T<:Real at /Users/kirill/.julia/packages/Unitful/1t88N/src/conversion.jl:145
  ...
Stacktrace:
 [1] setindex! at ./array.jl:849 [inlined]
 [2] macro expansion at ./multidimensional.jl:802 [inlined]
 [3] macro expansion at ./cartesian.jl:64 [inlined]
 [4] macro expansion at ./multidimensional.jl:797 [inlined]
 [5] _unsafe_setindex!(::IndexLinear, ::Array{Float64,2}, ::Array{Array{Float64,1},1}, ::Base.Slice{Base.OneTo{Int64}}, ::Int64) at ./multidimensional.jl:789
 [6] _setindex! at ./multidimensional.jl:785 [inlined]
 [7] setindex!(::Array{Float64,2}, ::Array{Array{Float64,1},1}, ::Function, ::Int64) at ./abstractarray.jl:1153
 [8] (::Quadrature.var"#46#57"{QuadratureProblem{false,Array{Float64,1},typeof(f),Array{Float64,1},Array{Float64,1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}})(::Array{Float64,2}, ::Array{Float64,1}) at /Users/kirill/.julia/packages/Quadrature/ZmWGy/src/Quadrature.jl:524
 [9] __solvebp_call(::QuadratureProblem{false,Array{Float64,1},Quadrature.var"#46#57"{QuadratureProblem{false,Array{Float64,1},typeof(f),Array{Float64,1},Array{Float64,1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}},Array{Float64,1},Array{Float64,1},Base.Iterators.Pairs{Symbol,Real,Tuple{Symbol,Symbol,Symbol},NamedTuple{(:reltol, :abstol, :maxiters),Tuple{Float64,Float64,Int64}}}}, ::CubaCuhre, ::Quadrature.ReCallVJP{Quadrature.ZygoteVJP}, ::Array{Float64,1}, ::Array{Float64,1}, ::Array{Float64,1}; reltol::Float64, abstol::Float64, maxiters::Int64, kwargs::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at /Users/kirill/.julia/packages/Quadrature/ZmWGy/src/Quadrature.jl:437
 [10] (::Quadrature.var"#quadrature_adjoint#52"{Base.Iterators.Pairs{Symbol,Real,Tuple{Symbol,Symbol,Symbol},NamedTuple{(:reltol, :abstol, :maxiters),Tuple{Float64,Float64,Int64}}},QuadratureProblem{false,Array{Float64,1},typeof(f),Array{Float64,1},Array{Float64,1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}},CubaCuhre,Quadrature.ReCallVJP{Quadrature.ZygoteVJP},Array{Float64,1},Array{Float64,1},Array{Float64,1},Tuple{}})(::Array{Float64,1}) at /Users/kirill/.julia/packages/Quadrature/ZmWGy/src/Quadrature.jl:546
 [11] #65#back at /Users/kirill/.julia/packages/ZygoteRules/6nssF/src/adjoint.jl:55 [inlined]
 [12] #150 at /Users/kirill/.julia/packages/Zygote/c0awc/src/lib/lib.jl:191 [inlined]
 [13] (::Zygote.var"#1693#back#152"{Zygote.var"#150#151"{Quadrature.var"#65#back#64"{Quadrature.var"#quadrature_adjoint#52"{Base.Iterators.Pairs{Symbol,Real,Tuple{Symbol,Symbol,Symbol},NamedTuple{(:reltol, :abstol, :maxiters),Tuple{Float64,Float64,Int64}}},QuadratureProblem{false,Array{Float64,1},typeof(f),Array{Float64,1},Array{Float64,1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}},CubaCuhre,Quadrature.ReCallVJP{Quadrature.ZygoteVJP},Array{Float64,1},Array{Float64,1},Array{Float64,1},Tuple{}}},Tuple{NTuple{8,Nothing},Tuple{}}}})(::Array{Float64,1}) at /Users/kirill/.julia/packages/ZygoteRules/6nssF/src/adjoint.jl:49
 [14] #solve#10 at /Users/kirill/.julia/packages/Quadrature/ZmWGy/src/Quadrature.jl:149 [inlined]
 [15] (::typeof(∂(#solve#10)))(::Array{Float64,1}) at /Users/kirill/.julia/packages/Zygote/c0awc/src/compiler/interface2.jl:0
 [16] #150 at /Users/kirill/.julia/packages/Zygote/c0awc/src/lib/lib.jl:191 [inlined]
 [17] (::Zygote.var"#1693#back#152"{Zygote.var"#150#151"{typeof(∂(#solve#10)),Tuple{NTuple{5,Nothing},Tuple{}}}})(::Array{Float64,1}) at /Users/kirill/.julia/packages/ZygoteRules/6nssF/src/adjoint.jl:49
 [18] (::typeof(∂(solve##kw)))(::Array{Float64,1}) at /Users/kirill/.julia/packages/Zygote/c0awc/src/compiler/interface2.jl:0
 [19] testf at ./none:3 [inlined]
 [20] (::typeof(∂(testf)))(::Float64) at /Users/kirill/.julia/packages/Zygote/c0awc/src/compiler/interface2.jl:0
 [21] (::Zygote.var"#41#42"{typeof(∂(testf))})(::Float64) at /Users/kirill/.julia/packages/Zygote/c0awc/src/compiler/interface.jl:45
 [22] gradient(::Function, ::Array{Float64,1}) at /Users/kirill/.julia/packages/Zygote/c0awc/src/compiler/interface.jl:54
 [23] top-level scope at none:1

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