pymc-devs / pymc-devs/pytensor

Missed scan rewrites

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#787 5 comments 0 reactions 0 assignees View on GitHub

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graph rewriting scan
Dominant language
Python
Stars
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Forks
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Avg merge
2d 14h
Merged PRs (30d)
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Description

Description

There are two issues with the code generated by this snippet:

def update(x):
    return pt.exp(x) - 5

x_init = pt.vector("x_init", shape=(7,))
x_init_tangent = pt.vector("x_init_tangent", shape=(7,))
seq, updates = pytensor.scan(update, outputs_info=[x_init], n_steps=10)
outputs = seq[-1]
output_tangent = pytensor.Rop(outputs, x_init, eval_points=x_init_tangent)

with pytensor.config.change_flags(optimizer_verbose=False):
    func = pytensor.function([x_init, x_init_tangent], [outputs, output_tangent], mode=pytensor.compile.mode.get_mode("FAST_RUN"))

pytensor.dprint(func, print_type=True, print_destroy_map=True)
Subtensor{i} [id A] <Vector(float64, shape=(7,))> 13
 ├─ Scan{scan_fn&rop_of_scan_fn, while_loop=False, inplace=all}.0 [id B] <Matrix(float64, shape=(?, 7))> 12
 │  ├─ 10 [id C] <Scalar(int8, shape=())>
 │  ├─ SetSubtensor{:stop} [id D] <Matrix(float64, shape=(2, 7))> 11
 │  │  ├─ AllocEmpty{dtype='float64'} [id E] <Matrix(float64, shape=(2, 7))> 10
 │  │  │  ├─ 2 [id F] <Scalar(int64, shape=())>
 │  │  │  └─ 7 [id G] <Scalar(int64, shape=())>
 │  │  ├─ SpecifyShape [id H] <Matrix(float64, shape=(1, 7))> 7
 │  │  │  ├─ Unbroadcast{0} [id I] <Matrix(float64, shape=(?, 7))> 6
 │  │  │  │  └─ ExpandDims{axis=0} [id J] <Matrix(float64, shape=(1, 7))> 5
 │  │  │  │     └─ x_init [id K] <Vector(float64, shape=(7,))>
 │  │  │  ├─ 1 [id L] <Scalar(int8, shape=())>
 │  │  │  └─ 7 [id M] <Scalar(int8, shape=())>
 │  │  └─ 1 [id N] <int64>
 │  ├─ SetSubtensor{:stop} [id O] <Matrix(float64, shape=(1, 7))> 9
 │  │  ├─ AllocEmpty{dtype='float64'} [id P] <Matrix(float64, shape=(1, 7))> 8
 │  │  │  ├─ 1 [id Q] <Scalar(int64, shape=())>
 │  │  │  └─ 7 [id G] <Scalar(int64, shape=())>
 │  │  ├─ SpecifyShape [id H] <Matrix(float64, shape=(1, 7))> 7
 │  │  │  └─ ···
 │  │  └─ 1 [id N] <int64>
 │  └─ SetSubtensor{:stop} [id R] <Matrix(float64, shape=(2, 7))> 4
 │     ├─ AllocEmpty{dtype='float64'} [id S] <Matrix(float64, shape=(2, 7))> 3
 │     │  ├─ 2 [id T] <Scalar(int64, shape=())>
 │     │  └─ 7 [id G] <Scalar(int64, shape=())>
 │     ├─ SpecifyShape [id U] <Matrix(float64, shape=(1, 7))> 2
 │     │  ├─ Unbroadcast{0} [id V] <Matrix(float64, shape=(?, 7))> 1
 │     │  │  └─ ExpandDims{axis=0} [id W] <Matrix(float64, shape=(1, 7))> 0
 │     │  │     └─ x_init_tangent [id X] <Vector(float64, shape=(7,))>
 │     │  ├─ 1 [id L] <Scalar(int8, shape=())>
 │     │  └─ 7 [id M] <Scalar(int8, shape=())>
 │     └─ 1 [id N] <int64>
 └─ 1 [id Y] <uint8>
Subtensor{i} [id Z] <Vector(float64, shape=(7,))> 14
 ├─ Scan{scan_fn&rop_of_scan_fn, while_loop=False, inplace=all}.2 [id B] <Matrix(float64, shape=(?, 7))> 12
 │  └─ ···
 └─ 1 [id Y] <uint8>

Inner graphs:

Scan{scan_fn&rop_of_scan_fn, while_loop=False, inplace=all} [id B]
 ← Composite{(exp(i0) - 5.0)} [id BA] <Vector(float64, shape=(7,))>
    └─ *0-<Vector(float64, shape=(7,))> [id BB] <Vector(float64, shape=(7,))> -> [id D]
 ← Composite{...}.0 [id BC] <Vector(float64, shape=(7,))>
    ├─ *1-<Vector(float64, shape=(7,))> [id BD] <Vector(float64, shape=(7,))> -> [id O]
    └─ *2-<Vector(float64, shape=(7,))> [id BE] <Vector(float64, shape=(7,))> -> [id R]
 ← Composite{...}.1 [id BC] <Vector(float64, shape=(7,))>
    └─ ···

Composite{(exp(i0) - 5.0)} [id BA]
 ← sub [id BF] <float64> 'o0'
    ├─ exp [id BG] <float64>
    │  └─ i0 [id BH] <float64>
    └─ 5.0 [id BI] <float64>

Composite{...} [id BC]
 ← sub [id BJ] <float64> 'o0'
    ├─ exp [id BK] <float64> 't3'
    │  └─ i0 [id BL] <float64>
    └─ 5.0 [id BM] <float64>
 ← mul [id BN] <float64> 'o1'
    ├─ exp [id BK] <float64> 't3'
    │  └─ ···
    └─ i1 [id BO] <float64>
  • Intermediate arrays have shape (2, 7) instead of (1, 7) (this also happens without the Rop
  • We compute exp(5) twice in the loop

cc @ricardoV94

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by running the Python reproducer and inspecting the pytensor.dprint output for the scan graph and its inner graphs. Trace the scan rewrites responsible for the intermediate shapes and repeated exp(5), then verify that the generated graph uses the expected shapes and avoids the duplicate computation.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
compilers, performance
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Quiet
Clarity
Mostly clear
Newbie friendliness
45/100

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