jax-ml / jax-ml/jax

scan with gradient checkpointing

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Description

It would be great to have a version of lax.scan used a recursive gradient checkpointing (e.g., "binomial checkpointing") that allows for differentiating through long time series with logarithmic time/space costs.

In principle this could be built on top of the experimental `remat` decorator: https://github.com/google/jax/pull/1749

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