patrick-kidger / patrick-kidger/diffrax
Accelerate ODE solver [What did I miss?]
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- Dominant language
- Python
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- 3d 18h
- Merged PRs (30d)
- 1
Description
Hi,
I am playing around with diffrax's ODE solving functionality. In a nutshell, I define a simple feedforward MLP with random initialization and benchmark the runtime of using it as the temporal derivatives of an ODE. I wrote the following code to record the run-time of ODE solving and got run-time around 3.7 sec, which seems much slower compared to other ODE solver frameworks.
I am new to jax and diffrax. What did I miss in my code implemenation?
import equinox as eqx
import jax
import diffrax
import jax.numpy as jnp
import time
class MLPeqx(eqx.Module):
layers: list
activation: callable = eqx.static_field()
def __init__(self, hidden_dims):
super().__init__()
tmp_key = jax.random.split(jax.random.PRNGKey(0), len(hidden_dims) - 1)
self.layers = [eqx.nn.Linear(hidden_dims[i], hidden_dims[i + 1], key=tmp_key[i]) for i in
range(len(hidden_dims) - 1)]
self.activation = jax.nn.relu
def __call__(self, x):
for i in range(len(self.layers) - 1):
x = self.activation(self.layers[i](x))
x = self.layers[-1](x)
return x
class ODEjax(eqx.Module):
func: MLPeqx
def __init__(self, hidden_dims):
super().__init__()
self.func = MLPeqx(hidden_dims)
def __call__(self, t, y, args=None):
return self.func(y)
def solve_ode(input_x, t, func, cfg):
sol = diffrax.diffeqsolve(
diffrax.ODETerm(func),
cfg['method'],
t0=t[0],
t1=t[-1],
y0=input_x,
dt0=None,
saveat=diffrax.SaveAt(ts=t),
stepsize_controller=diffrax.PIDController(atol=cfg['atol'], rtol=cfg['rtol']),
)
return sol.ys
def run_diffrax(hidden_dims, input_x, t, num_t, cfg):
t = jnp.linspace(t[0], t[1], num_t)
func = ODEjax(hidden_dims)
y = jax.vmap(solve_ode, in_axes=(0, None, None, None))(input_x, t, func, cfg)
return y
if __name__ == '__main__':
batch_size = 128
hidden_dims = [100, 100, 100]
input_x = jax.random.normal(jax.random.PRNGKey(0), (128, 100))
start_time = time.time()
run_diffrax(hidden_dims, input_x, [0.0, 1.0], 100, {
'method': diffrax.Dopri5(),
'atol': 1e-5,
'rtol': 1e-5})
end_time = time.time()
print(f"run time = {end_time - start_time:.3f} (sec)")
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
Start with the provided run_diffrax and solve_ode benchmark, checking how the vmap, compilation, timing, solver configuration, and MLP setup affect the reported runtime. Compare a correctly measured run against the supplied 3.7-second result; done means identifying the missing factor or reproducing a confirmed performance issue with an actionable explanation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning, performance
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100