Static arrays + autodiff
Open
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 839
- Forks
- 100
- Avg merge
- 20h 43m
- Merged PRs (30d)
- 38
Description
I tried using static vectors for parameters, which works nicely. But not when combined with autodiff:
julia> using Optimization, OptimizationOptimJL, StaticArrays, ForwardDiff
# don't specify inplace/outofplace:
julia> of = OptimizationFunction((x, p) -> sum(x), Optimization.AutoForwardDiff())
julia> prob = OptimizationProblem(of, SVector(0., 0.), nothing)
julia> solve(prob, Optim.GradientDescent())
ERROR: setindex!(::SVector{2, Float64}, value, ::Int) is not defined.
# specify out of place:
julia> of = OptimizationFunction{false}((x, p) -> sum(x), Optimization.AutoForwardDiff())
julia> prob = OptimizationProblem(of, SVector(0., 0.), nothing)
julia> solve(prob, Optim.GradientDescent())
ERROR: Use OptimizationFunction to pass the derivatives or automatically generate them with one of the autodiff backends
Is this expected?
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Reproduce both Julia examples from the issue using Optimization, OptimizationOptimJL, StaticArrays, and ForwardDiff. Trace how OptimizationFunction and Optim.GradientDescent handle SVector inputs and autodiff, then inspect existing tests for static or out-of-place objectives. Done means the supported behavior is verified and covered, or the limitation is clearly documented.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100