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* drop 1.0, now that LTS == 1.6 * revert to one Project * rm Compat * tests * k=2 * turns out this does still need Compat
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Original file line number | Diff line number | Diff line change |
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@@ -1,151 +1,149 @@ | ||
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if VERSION ≥ v"1.4" | ||
function frule((_, ẋ, ṗ), ::typeof(evalpoly), x, p::Union{Tuple,AbstractVector}) | ||
Δx, Δp = ẋ, unthunk(ṗ) | ||
N = length(p) | ||
@inbounds y = p[N] | ||
Δy = Δp[N] | ||
@inbounds for i in (N - 1):-1:1 | ||
Δy = muladd(Δx, y, muladd(x, Δy, Δp[i])) | ||
y = muladd(x, y, p[i]) | ||
end | ||
return y, Δy | ||
function frule((_, ẋ, ṗ), ::typeof(evalpoly), x, p::Union{Tuple,AbstractVector}) | ||
Δx, Δp = ẋ, unthunk(ṗ) | ||
N = length(p) | ||
@inbounds y = p[N] | ||
Δy = Δp[N] | ||
@inbounds for i in (N - 1):-1:1 | ||
Δy = muladd(Δx, y, muladd(x, Δy, Δp[i])) | ||
y = muladd(x, y, p[i]) | ||
end | ||
return y, Δy | ||
end | ||
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||
function rrule(::typeof(evalpoly), x, p::Union{Tuple,AbstractVector}) | ||
y, ys = _evalpoly_intermediates(x, p) | ||
project_x = ProjectTo(x) | ||
project_p = p isa Tuple ? identity : ProjectTo(p) | ||
function evalpoly_pullback(Δy) | ||
∂x, ∂p = _evalpoly_back(x, p, ys, Δy) | ||
return NoTangent(), project_x(∂x), project_p(∂p) | ||
end | ||
return y, evalpoly_pullback | ||
function rrule(::typeof(evalpoly), x, p::Union{Tuple,AbstractVector}) | ||
y, ys = _evalpoly_intermediates(x, p) | ||
project_x = ProjectTo(x) | ||
project_p = p isa Tuple ? identity : ProjectTo(p) | ||
function evalpoly_pullback(Δy) | ||
∂x, ∂p = _evalpoly_back(x, p, ys, Δy) | ||
return NoTangent(), project_x(∂x), project_p(∂p) | ||
end | ||
return y, evalpoly_pullback | ||
end | ||
|
||
function rrule(::typeof(evalpoly), x, p::Vector{<:Matrix}) # does not type infer with ProjectTo | ||
y, ys = _evalpoly_intermediates(x, p) | ||
function evalpoly_pullback(Δy) | ||
∂x, ∂p = _evalpoly_back(x, p, ys, Δy) | ||
return NoTangent(), ∂x, ∂p | ||
end | ||
return y, evalpoly_pullback | ||
function rrule(::typeof(evalpoly), x, p::Vector{<:Matrix}) # does not type infer with ProjectTo | ||
y, ys = _evalpoly_intermediates(x, p) | ||
function evalpoly_pullback(Δy) | ||
∂x, ∂p = _evalpoly_back(x, p, ys, Δy) | ||
return NoTangent(), ∂x, ∂p | ||
end | ||
return y, evalpoly_pullback | ||
end | ||
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||
# evalpoly but storing intermediates | ||
function _evalpoly_intermediates(x, p::Tuple) | ||
return if @generated | ||
N = length(p.parameters) | ||
exs = [] | ||
vars = [] | ||
ex = :(p[$N]) | ||
for i in 1:(N - 1) | ||
yi = Symbol("y", i) | ||
push!(vars, yi) | ||
push!(exs, :($yi = $ex)) | ||
ex = :(muladd(x, $yi, p[$(N - i)])) | ||
end | ||
push!(exs, :(y = $ex)) | ||
Expr(:block, exs..., :(y, ($(vars...),))) | ||
else | ||
_evalpoly_intermediates_fallback(x, p) | ||
# evalpoly but storing intermediates | ||
function _evalpoly_intermediates(x, p::Tuple) | ||
return if @generated | ||
N = length(p.parameters) | ||
exs = [] | ||
vars = [] | ||
ex = :(p[$N]) | ||
for i in 1:(N - 1) | ||
yi = Symbol("y", i) | ||
push!(vars, yi) | ||
push!(exs, :($yi = $ex)) | ||
ex = :(muladd(x, $yi, p[$(N - i)])) | ||
end | ||
push!(exs, :(y = $ex)) | ||
Expr(:block, exs..., :(y, ($(vars...),))) | ||
else | ||
_evalpoly_intermediates_fallback(x, p) | ||
end | ||
function _evalpoly_intermediates_fallback(x, p::Tuple) | ||
N = length(p) | ||
y = p[N] | ||
ys = (y, ntuple(N - 2) do i | ||
return y = muladd(x, y, p[N - i]) | ||
end...) | ||
y = muladd(x, y, p[1]) | ||
return y, ys | ||
end | ||
function _evalpoly_intermediates(x, p) | ||
N = length(p) | ||
@inbounds yn = one(x) * p[N] | ||
ys = similar(p, typeof(yn), N - 1) | ||
@inbounds ys[1] = yn | ||
@inbounds for i in 2:(N - 1) | ||
ys[i] = muladd(x, ys[i - 1], p[N - i + 1]) | ||
end | ||
@inbounds y = muladd(x, ys[N - 1], p[1]) | ||
return y, ys | ||
end | ||
function _evalpoly_intermediates_fallback(x, p::Tuple) | ||
N = length(p) | ||
y = p[N] | ||
ys = (y, ntuple(N - 2) do i | ||
return y = muladd(x, y, p[N - i]) | ||
end...) | ||
y = muladd(x, y, p[1]) | ||
return y, ys | ||
end | ||
function _evalpoly_intermediates(x, p) | ||
N = length(p) | ||
@inbounds yn = one(x) * p[N] | ||
ys = similar(p, typeof(yn), N - 1) | ||
@inbounds ys[1] = yn | ||
@inbounds for i in 2:(N - 1) | ||
ys[i] = muladd(x, ys[i - 1], p[N - i + 1]) | ||
end | ||
@inbounds y = muladd(x, ys[N - 1], p[1]) | ||
return y, ys | ||
end | ||
|
||
# TODO: Handle following cases | ||
# 1) x is a UniformScaling, pᵢ is a matrix | ||
# 2) x is a matrix, pᵢ is a UniformScaling | ||
@inline _evalpoly_backx(x, yi, ∂yi) = ∂yi * yi' | ||
@inline _evalpoly_backx(x, yi, ∂x, ∂yi) = muladd(∂yi, yi', ∂x) | ||
@inline _evalpoly_backx(x::Number, yi, ∂yi) = conj(dot(∂yi, yi)) | ||
@inline _evalpoly_backx(x::Number, yi, ∂x, ∂yi) = _evalpoly_backx(x, yi, ∂yi) + ∂x | ||
# TODO: Handle following cases | ||
# 1) x is a UniformScaling, pᵢ is a matrix | ||
# 2) x is a matrix, pᵢ is a UniformScaling | ||
@inline _evalpoly_backx(x, yi, ∂yi) = ∂yi * yi' | ||
@inline _evalpoly_backx(x, yi, ∂x, ∂yi) = muladd(∂yi, yi', ∂x) | ||
@inline _evalpoly_backx(x::Number, yi, ∂yi) = conj(dot(∂yi, yi)) | ||
@inline _evalpoly_backx(x::Number, yi, ∂x, ∂yi) = _evalpoly_backx(x, yi, ∂yi) + ∂x | ||
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||
@inline _evalpoly_backp(pi, ∂yi) = ∂yi | ||
@inline _evalpoly_backp(pi, ∂yi) = ∂yi | ||
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||
function _evalpoly_back(x, p::Tuple, ys, Δy) | ||
return if @generated | ||
exs = [] | ||
vars = [] | ||
N = length(p.parameters) | ||
for i in 2:(N - 1) | ||
∂pi = Symbol("∂p", i) | ||
push!(vars, ∂pi) | ||
push!(exs, :(∂x = _evalpoly_backx(x, ys[$(N - i)], ∂x, ∂yi))) | ||
push!(exs, :($∂pi = _evalpoly_backp(p[$i], ∂yi))) | ||
push!(exs, :(∂yi = x′ * ∂yi)) | ||
end | ||
push!(vars, :(_evalpoly_backp(p[$N], ∂yi))) # ∂pN | ||
Expr( | ||
:block, | ||
:(x′ = x'), | ||
:(∂yi = Δy), | ||
:(∂p1 = _evalpoly_backp(p[1], ∂yi)), | ||
:(∂x = _evalpoly_backx(x, ys[$(N - 1)], ∂yi)), | ||
:(∂yi = x′ * ∂yi), | ||
exs..., | ||
:(∂p = (∂p1, $(vars...))), | ||
:(∂x, Tangent{typeof(p),typeof(∂p)}(∂p)), | ||
) | ||
else | ||
_evalpoly_back_fallback(x, p, ys, Δy) | ||
function _evalpoly_back(x, p::Tuple, ys, Δy) | ||
return if @generated | ||
exs = [] | ||
vars = [] | ||
N = length(p.parameters) | ||
for i in 2:(N - 1) | ||
∂pi = Symbol("∂p", i) | ||
push!(vars, ∂pi) | ||
push!(exs, :(∂x = _evalpoly_backx(x, ys[$(N - i)], ∂x, ∂yi))) | ||
push!(exs, :($∂pi = _evalpoly_backp(p[$i], ∂yi))) | ||
push!(exs, :(∂yi = x′ * ∂yi)) | ||
end | ||
push!(vars, :(_evalpoly_backp(p[$N], ∂yi))) # ∂pN | ||
Expr( | ||
:block, | ||
:(x′ = x'), | ||
:(∂yi = Δy), | ||
:(∂p1 = _evalpoly_backp(p[1], ∂yi)), | ||
:(∂x = _evalpoly_backx(x, ys[$(N - 1)], ∂yi)), | ||
:(∂yi = x′ * ∂yi), | ||
exs..., | ||
:(∂p = (∂p1, $(vars...))), | ||
:(∂x, Tangent{typeof(p),typeof(∂p)}(∂p)), | ||
) | ||
else | ||
_evalpoly_back_fallback(x, p, ys, Δy) | ||
end | ||
function _evalpoly_back_fallback(x, p::Tuple, ys, Δy) | ||
x′ = x' | ||
∂yi = unthunk(Δy) | ||
N = length(p) | ||
∂p1 = _evalpoly_backp(p[1], ∂yi) | ||
end | ||
function _evalpoly_back_fallback(x, p::Tuple, ys, Δy) | ||
x′ = x' | ||
∂yi = unthunk(Δy) | ||
N = length(p) | ||
∂p1 = _evalpoly_backp(p[1], ∂yi) | ||
∂x = _evalpoly_backx(x, ys[N - 1], ∂yi) | ||
∂yi = x′ * ∂yi | ||
∂p = ( | ||
∂p1, | ||
ntuple(N - 2) do i | ||
∂x = _evalpoly_backx(x, ys[N-i-1], ∂x, ∂yi) | ||
∂pi = _evalpoly_backp(p[i+1], ∂yi) | ||
∂yi = x′ * ∂yi | ||
return ∂pi | ||
end..., | ||
_evalpoly_backp(p[N], ∂yi), # ∂pN | ||
) | ||
return ∂x, Tangent{typeof(p),typeof(∂p)}(∂p) | ||
end | ||
function _evalpoly_back(x, p, ys, Δy) | ||
x′ = x' | ||
∂yi = one(x′) * Δy | ||
N = length(p) | ||
@inbounds ∂p1 = _evalpoly_backp(p[1], ∂yi) | ||
∂p = similar(p, typeof(∂p1)) | ||
@inbounds begin | ||
∂x = _evalpoly_backx(x, ys[N - 1], ∂yi) | ||
∂yi = x′ * ∂yi | ||
∂p = ( | ||
∂p1, | ||
ntuple(N - 2) do i | ||
∂x = _evalpoly_backx(x, ys[N-i-1], ∂x, ∂yi) | ||
∂pi = _evalpoly_backp(p[i+1], ∂yi) | ||
∂yi = x′ * ∂yi | ||
return ∂pi | ||
end..., | ||
_evalpoly_backp(p[N], ∂yi), # ∂pN | ||
) | ||
return ∂x, Tangent{typeof(p),typeof(∂p)}(∂p) | ||
end | ||
function _evalpoly_back(x, p, ys, Δy) | ||
x′ = x' | ||
∂yi = one(x′) * Δy | ||
N = length(p) | ||
@inbounds ∂p1 = _evalpoly_backp(p[1], ∂yi) | ||
∂p = similar(p, typeof(∂p1)) | ||
@inbounds begin | ||
∂x = _evalpoly_backx(x, ys[N - 1], ∂yi) | ||
∂p[1] = ∂p1 | ||
for i in 2:(N - 1) | ||
∂x = _evalpoly_backx(x, ys[N - i], ∂x, ∂yi) | ||
∂p[i] = _evalpoly_backp(p[i], ∂yi) | ||
∂yi = x′ * ∂yi | ||
∂p[1] = ∂p1 | ||
for i in 2:(N - 1) | ||
∂x = _evalpoly_backx(x, ys[N - i], ∂x, ∂yi) | ||
∂p[i] = _evalpoly_backp(p[i], ∂yi) | ||
∂yi = x′ * ∂yi | ||
end | ||
∂p[N] = _evalpoly_backp(p[N], ∂yi) | ||
end | ||
return ∂x, ∂p | ||
∂p[N] = _evalpoly_backp(p[N], ∂yi) | ||
end | ||
return ∂x, ∂p | ||
end |
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@JuliaRegistrator register
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Registration pull request created: JuliaRegistries/General/52818
After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.
This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via: