patrick-kidger / patrick-kidger/optimistix

Can't vmap across input using Gauss Newton fwd

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bug
Dominant language
Python
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Description

Vmapping across y0 with any method using AbstractGaussNewton throws a TypeError. MWE

import jax
import jax.numpy as jnp

import optimistix as optx


def rosenbrock(x, args):
    del args
    term1 = 10 * (x[1:] - x[:-1] ** 2)
    term2 = x - 1
    return term1, term2


inits = jnp.zeros((4, 10))
solve = lambda x: optx.least_squares(rosenbrock, optx.LevenbergMarquardt(1e-8, 1e-9), x)
out = jax.vmap(solve)(inits)  # throws error

The reason of this looks to be that the state includes an f_info with a FunctionLinearOperator whose linearised function is a Jaxpr which can't be batched over.

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Research direction

Start with the provided JAX MWE and trace the AbstractGaussNewton state, especially f_info and its FunctionLinearOperator. Check how the linearised function is batched under jax.vmap; done means the example runs without a TypeError across y0.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
38/100

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