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Improve Jacobian and Hessian preparation #535

Merged
merged 8 commits into from
Oct 3, 2024
Merged

Improve Jacobian and Hessian preparation #535

merged 8 commits into from
Oct 3, 2024

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gdalle
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@gdalle gdalle commented Oct 3, 2024

Versions

  • Bump DI to v0.6.5

DI source

  • Encode batch size from pick_batchsize with Val(B) instead of B
  • Pass Val(B) to the Jacobian and Hessian preparators with a function barrier. Do the same for sparse Jacobians and Hessians.
  • Avoid slicing the whole Jacobian/Hessian when the last block is too big, only slice the last block

DI extensions

  • Enzyme: set batch size to Val(16)
  • ForwardDiff: set batch size to Val(C) if pre-selected in AutoForwardDiff. I tried to do the same for Chunk{C} but it is forbidden to have chunks larger than the input size.

DIT source

  • Add a secret option preparation_type_stability to DIT.test_differentiation which runs JET.@test_opt on the preparation operator

DI and DIT tests

  • Test preparation_type_stability for trivial dense and sparse backends

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codecov-commenter commented Oct 3, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 98.63%. Comparing base (973676a) to head (09c206d).
Report is 3 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #535      +/-   ##
==========================================
- Coverage   98.64%   98.63%   -0.02%     
==========================================
  Files         106      106              
  Lines        4572     4606      +34     
==========================================
+ Hits         4510     4543      +33     
- Misses         62       63       +1     
Flag Coverage Δ
DI 98.76% <100.00%> (-0.03%) ⬇️
DIT 98.34% <100.00%> (+0.01%) ⬆️

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@gdalle gdalle changed the title Avoid slicing the whole Jacobian if batch size does not divide total size Improve Jacobian and Hessian preparation Oct 3, 2024
@gdalle gdalle linked an issue Oct 3, 2024 that may be closed by this pull request
@gdalle gdalle marked this pull request as ready for review October 3, 2024 14:43
@gdalle gdalle merged commit 1208b44 into main Oct 3, 2024
52 checks passed
@gdalle gdalle deleted the gd/alloc_jac branch October 3, 2024 17:36
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Type stability of preparation
2 participants