Merge pull request #1001 from mcabbott/broadget

Faster generic broadcasting

src/lib/array.jl

@@ -194,6 +194,7 @@ end
 
 struct StaticGetter{i} end
 (::StaticGetter{i})(v) where {i} = v[i]
+(::StaticGetter{i})(::Nothing) where {i} = nothing
 @generated function _unzip(tuples, ::Val{N}) where {N}
   Expr(:tuple, (:(map($(StaticGetter{i}()), tuples)) for i ∈ 1:N)...)
 end
@@ -214,19 +215,27 @@ _tryreverse(m, x) = x
 _tryreverse(m::typeof(map), x::Union{AbstractVector, Tuple}) = reverse(x)
 
 for (mapfunc,∇mapfunc) in [(:map,:∇map),(:pmap,:∇pmap)]
-  @eval function $∇mapfunc(cx, f, args...)
+  @eval function $∇mapfunc(cx, f::F, args...) where {F}
     ys_and_backs = $mapfunc((args...) -> _pullback(cx, f, args...), args...)
     if isempty(ys_and_backs)
       ys_and_backs, _ -> nothing
     else
-      ys, backs = unzip(ys_and_backs)
+      ys = map(first, ys_and_backs)
       ys, function (Δ)
         isnothing(Δ) && return nothing
-        # Apply pullbacks in reverse order. Needed for correctness if `f` is stateful.
-        Δf_and_args_zipped = $mapfunc((f, δ) -> f(δ), _tryreverse($mapfunc, backs, Δ)...)
-        Δf_and_args = unzip(_tryreverse($mapfunc, Δf_and_args_zipped))
-        Δf = reduce(accum, Δf_and_args[1])
-        (Δf, Δf_and_args[2:end]...)
+        if Base.issingletontype(F) && length(args) == 1
+          Δarg = $mapfunc(((_,pb), δ) -> last(pb(δ)), ys_and_backs, Δ) # No unzip needed
+          (nothing, Δarg)
+        elseif Base.issingletontype(F) # Ensures `f` is pure: nothing captured & no state
+          Δargs = unzip($mapfunc(((_,pb), δ) -> Base.tail(pb(δ)), ys_and_backs, Δ))
+          (nothing, Δargs...)
+        else
+          # Apply pullbacks in reverse order. Needed for correctness if `f` is stateful.
+          Δf_and_args_zipped = $mapfunc(((_,pb), δ) -> pb(δ), _tryreverse($mapfunc, ys_and_backs, Δ)...)
+          Δf_and_args = unzip(_tryreverse($mapfunc, Δf_and_args_zipped))
+          Δf = reduce(accum, Δf_and_args[1])
+          (Δf, Δf_and_args[2:end]...)
+        end
       end
     end
   end

src/lib/broadcast.jl

@@ -164,31 +164,48 @@ end
 # Avoid hitting special cases for `Adjoint` etc.
 _broadcast(f::F, x...) where F = materialize(broadcasted(f, x...))
 
-_get(x::Tuple, i) = x[i]
-_get(::Nothing, i) = nothing
 collapse_nothings(xs::AbstractArray{Nothing}) = nothing
 collapse_nothings(xs) = xs
 
-@adjoint function broadcasted(::AbstractArrayStyle, f, args...)
+_dual_purefun(::Type{F}) where {F<:Function} = Base.issingletontype(F)
+_dual_purefun(::Type) = false
+_dual_purefun(::Type{typeof(^)}) = false  # avoid DomainError from negative powers
+
+_dual_safearg(x::Numeric{<:Real}) = true
+_dual_safearg(x::Ref{<:Numeric{<:Real}}) = true
+_dual_safearg(x::Union{Type,Val,Symbol}) = true  # non-differentiable types
+_dual_safearg(x) = false
+
+@adjoint function broadcasted(::AbstractArrayStyle, f::F, args...) where {F}
+  T = Broadcast.combine_eltypes(f, args)
+  # Avoid generic broadcasting in two easy cases:
+  if T == Bool
+    return f.(args...), _->nothing 
+  elseif T <: Real && isconcretetype(T) && _dual_purefun(F) && all(_dual_safearg, args)
+    y, back = broadcast_forward(f, args...)
+    return y, ȳ -> (nothing, nothing, back(ȳ)...)
+  end
   len = inclen(args)
   y∂b = _broadcast((x...) -> _pullback(__context__, f, x...), args...)
-  y = map(x -> x[1], y∂b)
-  ∂b = map(x -> x[2], y∂b)
-  y, function (ȳ)
-    dxs_zip = map((∂b, ȳ) -> ∂b(ȳ), ∂b, ȳ)
-    dxs = collapse_nothings.(ntuple(i -> map(x -> _get(x, i), dxs_zip), len))
+  y = map(first, y∂b)
+  function ∇broadcasted(ȳ)
+    dxs_zip = map(((_, pb), ȳ₁) -> pb(ȳ₁), y∂b, ȳ)
+    dxs = ntuple(len) do i
+      collapse_nothings(map(StaticGetter{i}(), dxs_zip))
+    end
     (nothing, accum_sum(dxs[1]), map(unbroadcast, args, Base.tail(dxs))...)
   end
+  y, ∇broadcasted
 end
 
 @adjoint function broadcasted(::AbstractArrayStyle{0}, f, args...)
-  len = inclen(args)
   y, ∂b = _broadcast((x...) -> _pullback(__context__, f, x...), args...)
-  y, function (ȳ)
+  function ∇broadcasted0(ȳ)
     dxs = ∂b(ȳ)
     dxs === nothing && return nothing
     (nothing, dxs...)
   end
+  y, ∇broadcasted0
 end
 
 # Use the `map` adjoint in this special case, which is the same but applies
@@ -202,17 +219,14 @@ end
 
 @adjoint! (b::typeof(broadcast))(f, args...) = _pullback(__context__, broadcasted, f, args...)
 
-# Forward Mode (mainly necessary for CUDA)
+# Forward Mode -- necessary for CUDA, also used as a fast path above
 
 import ForwardDiff
 using ForwardDiff: Dual
 
 dual(x, p) = x
 dual(x::Real, p) = Dual(x, p)
 
-dualtype(::Type{Dual{G,T,P}}) where {G,T,P} = T
-dualtype(T) = T
-
 function dual_function(f::F) where F
   function (args::Vararg{Any,N}) where N
     ds = map(args, ntuple(identity,Val(N))) do x, i

test/features.jl

@@ -500,14 +500,45 @@ end
   @test 150_000_000 > @allocated gradient(loss, ones(1000,1000))
 end
 
-@testset "tuples & broadcasting" begin
-    @test gradient(x -> sum(x .+ ones(2,2)), (1,2)) == ((2,2),)
-    @test gradient(x -> sum(x .+ ones(2,2)), (1,)) == ((4,),)
-    @test gradient(x -> sum(x .+ ones(2,1)), (1,2)) == ((1,1),)
-
-    # https://github.com/FluxML/Zygote.jl/issues/975
-    gt = gradient((x,p) -> prod(x .^ p), [3,4], (1,2))
-    gv = gradient((x,p) -> prod(x .^ p), [3,4], [1,2])
-    @test gt[1] == gv[1]
-    @test collect(gt[2]) ≈ gv[2]
+@testset "tricky broadcasting" begin
+  @test gradient(x -> sum(x .+ ones(2,2)), (1,2)) == ((2,2),)
+  @test gradient(x -> sum(x .+ ones(2,2)), (1,)) == ((4,),)
+  @test gradient(x -> sum(x .+ ones(2,1)), (1,2)) == ((1,1),)
+
+  # https://github.com/FluxML/Zygote.jl/issues/975
+  gt = gradient((x,p) -> prod(x .^ p), [3,4], (1,2))
+  gv = gradient((x,p) -> prod(x .^ p), [3,4], [1,2])
+  @test gt[1] == gv[1]
+  @test collect(gt[2]) ≈ gv[2]
+
+  # closure captures y -- can't use ForwardDiff
+  @test gradient((x,y) -> sum((z->z^2+y[1]).(x)), [1,2,3], [4,5]) == ([2, 4, 6], [3, 0])
+  @test gradient((x,y) -> sum((z->z^2+y[1]), x), [1,2,3], [4,5]) == ([2, 4, 6], [3, 0])
+  @test gradient((x,y) -> sum(map((z->z^2+y[1]), x)), [1,2,3], [4,5]) == ([2, 4, 6], [3, 0])
+  @test gradient((x,y) -> mapreduce((z->z^2+y[1]), +, x), [1,2,3], [4,5]) == ([2, 4, 6], [3, 0])
+
+  # type unstable
+  @test gradient(xs -> sum((x -> x<2 ? false : x^2).(xs)), [1,2,3])[1][2:3] == [4, 6]
+  @test gradient(xs -> sum((x -> x<2 ? false : x^2), xs), [1,2,3])[1][2:3] == [4, 6]
+  @test gradient(xs -> sum(map((x -> x<2 ? false : x^2), xs)), [1,2,3])[1][2:3] == [4, 6]
+  @test gradient(xs -> mapreduce((x -> x<2 ? false : x^2), +, xs), [1,2,3])[1][2:3] == [4, 6]
+
+  # with Ref, Val, Symbol
+  @test gradient(x -> sum(x .+ Ref(x[1])), [1,2,3]) == ([4,1,1],)
+  @test gradient(x -> sum(x .+ (x[1],)), [1,2,3]) == ([4,1,1],)
+  @test gradient(x -> sum((first∘tuple).(x, :ignore)), [1,2,3]) == ([1,1,1],)
+  @test gradient(x -> sum((first∘tuple).(x, Symbol)), [1,2,3]) == ([1,1,1],)
+  _f(x,::Val{y}=Val(2)) where {y} = x/y
+  @test gradient(x -> sum(_f.(x, Val(2))), [1,2,3]) == ([0.5, 0.5, 0.5],)
+  @test gradient(x -> sum(_f.(x)), [1,2,3]) == ([0.5, 0.5, 0.5],)
+  @test gradient(x -> sum(map(_f, x)), [1,2,3]) == ([0.5, 0.5, 0.5],)
+
+  @test gradient(x -> sum(x ./ [1,2,4]), [1,2,pi]) == ([1.0, 0.5, 0.25],)
+  @test gradient(x -> sum(map(/, x, [1,2,4])), [1,2,pi]) == ([1.0, 0.5, 0.25],)
+
+  # negative powers
+  @test gradient((x,p) -> sum(x .^ p), [1.0,2.0,4.0], [1,-1,2])[1] ≈ [1.0, -0.25, 8.0]
+  @test gradient((x,p) -> sum(x .^ p), [1.0,2.0,4.0], -1)[1] ≈ [-1.0, -0.25, -0.0625]
+  @test gradient((x,p) -> sum(z -> z^p, x), [1.0,2.0,4.0], -1)[1] ≈ [-1.0, -0.25, -0.0625]
+  @test gradient((x,p) -> mapreduce(z -> z^p, +, x), [1.0,2.0,4.0], -1)[1] ≈ [-1.0, -0.25, -0.0625]
 end

test/gradcheck.jl

@@ -1295,7 +1295,8 @@ end
 end
 
 @testset "broadcast" begin
-  @test gradient(x -> sum(sin.(x)), Diagonal(randn(3)))[1][2] == 1
+  # Before https://github.com/FluxML/Zygote.jl/pull/1001 this gave [1 1 1; 1 0 1; 1 1 -1] 
+  @test gradient(x -> sum(sin.(x)), Diagonal([0,pi/2,pi]))[1] ≈ [1 0 0; 0 0 0; 0 0 -1]
 
   a = rand(3)
   b = rand(2,2)