{-# LANGUAGE DeriveTraversable #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE MultiWayIf #-} {-# LANGUAGE RankNTypes #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE TypeApplications #-} module Numeric.ADDual.Internal where import Control.Monad (when) import Control.Monad.Trans.Class (lift) import Control.Monad.Trans.State.Strict import Data.IORef import Data.Proxy import qualified Data.Vector.Storable as VS import qualified Data.Vector.Storable.Mutable as VSM import Foreign.Ptr import Foreign.Storable import GHC.Stack import GHC.Exts (withDict) import System.IO.Unsafe import System.IO (hPutStrLn, stderr) -- TODO: full vjp (just some more Traversable mess) {-# NOINLINE gradient' #-} gradient' :: forall a f. (Traversable f, Num a, Storable a) => HasCallStack => Show a -- TODO: remove => (forall s. Taping s a => f (Dual s a) -> Dual s a) -> f a -> a -> (a, f a) gradient' f inp topctg = unsafePerformIO $ do -- hPutStrLn stderr "Preparing input" let (inp', starti) = runState (traverse (\x -> state (\i -> (Dual x i, i + 1))) inp) 0 idref <- newIORef starti vec1 <- VSM.new (max 128 (2 * starti)) taperef <- newIORef (MLog idref (Chunk 0 vec1) SLNil) -- hPutStrLn stderr "Running function" let Dual result outi = withDict @(Taping () a) taperef $ f @() inp' -- hPutStrLn stderr $ "result = " ++ show result ++ "; outi = " ++ show outi MLog _ lastChunk tapeTail <- readIORef taperef -- do tapestr <- showTape (tapeTail `Snoc` lastChunk) -- hPutStrLn stderr $ "tape = " ++ tapestr "" -- hPutStrLn stderr "Backpropagating" accums <- VSM.new (outi+1) VSM.write accums outi topctg let backpropagate i chunk@(Chunk ci0 vec) tape | i >= ci0 = do -- hPutStrLn stderr $ "read at ci0=" ++ show ci0 ++ " i=" ++ show i ctg <- VSM.read accums i Contrib i1 dx i2 dy <- VSM.read vec (i - ci0) when (i1 /= -1) $ VSM.modify accums (+ ctg*dx) i1 when (i2 /= -1) $ VSM.modify accums (+ ctg*dy) i2 backpropagate (i-1) chunk tape | otherwise = case tape of SLNil -> return () -- reached end of tape we should loop over tape'@Snoc{} `Snoc` chunk' -> backpropagate i chunk' tape' -- When we reach the last chunk, modify it so that its -- starting index is after the inputs. SLNil `Snoc` Chunk _ vec' -> backpropagate i (Chunk starti (VSM.slice starti (VSM.length vec' - starti) vec')) SLNil -- Ensure that if there are no more chunks in the tape tail, the starting -- index of the first chunk is adjusted so that backpropagate stops in time. case tapeTail of SLNil -> backpropagate outi (let Chunk _ vec = lastChunk in Chunk starti (VSM.slice starti (VSM.length vec - starti) vec)) SLNil Snoc{} -> backpropagate outi lastChunk tapeTail -- do accums' <- VS.freeze accums -- hPutStrLn stderr $ "accums = " ++ show accums' -- hPutStrLn stderr "Reconstructing gradient" let readDeriv = do i <- get d <- lift $ VSM.read accums i put (i+1) return d grad <- evalStateT (traverse (\_ -> readDeriv) inp) 0 return (result, grad) data Snoclist a = SLNil | Snoc !(Snoclist a) !a deriving (Show, Eq, Ord, Functor, Foldable, Traversable) data Contrib a = Contrib {-# UNPACK #-} !Int a -- ^ ID == -1 -> no contribution {-# UNPACK #-} !Int a -- ^ idem deriving (Show) instance Storable a => Storable (Contrib a) where sizeOf _ = 2 * (sizeOf (undefined :: Int) + sizeOf (undefined :: a)) alignment _ = alignment (undefined :: Int) peek ptr = Contrib <$> peek (castPtr ptr) <*> peekByteOff (castPtr ptr) (sizeOf (undefined :: Int)) <*> peekByteOff (castPtr ptr) (sizeOf (undefined :: Int) + sizeOf (undefined :: a)) <*> peekByteOff (castPtr ptr) (2 * sizeOf (undefined :: Int) + sizeOf (undefined :: a)) poke ptr (Contrib i1 dx i2 dy) = do poke (castPtr ptr) i1 pokeByteOff (castPtr ptr) (sizeOf (undefined :: Int)) dx pokeByteOff (castPtr ptr) (sizeOf (undefined :: Int) + sizeOf (undefined :: a)) i2 pokeByteOff (castPtr ptr) (2 * sizeOf (undefined :: Int) + sizeOf (undefined :: a)) dy data Chunk a = Chunk {-# UNPACK #-} !Int -- ^ First ID in this chunk {-# UNPACK #-} !(VSM.IOVector (Contrib a)) data MLog s a = MLog !(IORef Int) -- ^ next ID to generate {-# UNPACK #-} !(Chunk a) -- ^ current running chunk !(Snoclist (Chunk a)) -- ^ tape showChunk :: (Storable a, Show a) => Chunk a -> IO ShowS showChunk (Chunk ci0 vec) = do vec' <- VS.freeze vec return (showString ("Chunk " ++ show ci0 ++ " ") . shows vec') showTape :: (Storable a, Show a) => Snoclist (Chunk a) -> IO ShowS showTape SLNil = return (showString "SLNil") showTape (tape `Snoc` chunk) = do s1 <- showTape tape s2 <- showChunk chunk return (s1 . showString " `Snoc` " . s2) -- | This class does not have any instances defined, on purpose. You'll get one -- magically when you differentiate. class Taping s a where getTape :: IORef (MLog s a) data Dual s a = Dual !a {-# UNPACK #-} !Int -- ^ -1 if this is a constant instance Eq a => Eq (Dual s a) where Dual x _ == Dual y _ = x == y instance Ord a => Ord (Dual s a) where compare (Dual x _) (Dual y _) = compare x y instance (Num a, Storable a, Taping s a) => Num (Dual s a) where Dual x i1 + Dual y i2 = Dual (x + y) (writeTape @a (Proxy @s) i1 1 i2 1) Dual x i1 - Dual y i2 = Dual (x - y) (writeTape @a (Proxy @s) i1 1 i2 (-1)) Dual x i1 * Dual y i2 = Dual (x * y) (writeTape (Proxy @s) i1 y i2 x) negate (Dual x i1) = Dual (negate x) (writeTape @a (Proxy @s) i1 (-1) (-1) 0) abs (Dual x i1) = Dual (abs x) (writeTape (Proxy @s) i1 (x * signum x) (-1) 0) signum (Dual x _) = Dual (signum x) (-1) fromInteger n = Dual (fromInteger n) (-1) instance (Fractional a, Storable a, Taping s a) => Fractional (Dual s a) where Dual x i1 / Dual y i2 = Dual (x / y) (writeTape (Proxy @s) i1 (recip y) i2 (-x/(y*y))) recip (Dual x i1) = Dual (recip x) (writeTape (Proxy @s) i1 (-1/(x*x)) (-1) 0) fromRational r = Dual (fromRational r) (-1) instance (Floating a, Storable a, Taping s a) => Floating (Dual s a) where pi = Dual pi (-1) exp (Dual x i1) = Dual (exp x) (writeTape (Proxy @s) i1 (exp x) (-1) 0) log (Dual x i1) = Dual (log x) (writeTape (Proxy @s) i1 (recip x) (-1) 0) sqrt (Dual x i1) = Dual (sqrt x) (writeTape (Proxy @s) i1 (recip (2*sqrt x)) (-1) 0) -- d/dx (x ^ y) = d/dx (e ^ (y ln x)) = e ^ (y ln x) * d/dx (y ln x) = e ^ (y ln x) * y/x -- d/dy (x ^ y) = d/dy (e ^ (y ln x)) = e ^ (y ln x) * d/dy (y ln x) = e ^ (y ln x) * ln x Dual x i1 ** Dual y i2 = let z = x ** y in Dual z (writeTape (Proxy @s) i1 (z * y/x) i2 (z * log x)) logBase = undefined ; sin = undefined ; cos = undefined ; tan = undefined asin = undefined ; acos = undefined ; atan = undefined ; sinh = undefined cosh = undefined ; tanh = undefined ; asinh = undefined ; acosh = undefined atanh = undefined constant :: a -> Dual s a constant x = Dual x (-1) data WriteTapeAction a = WTANewvec (VSM.IOVector (Contrib a)) | WTAOldTape (Snoclist (Chunk a)) writeTape :: forall a s proxy. (Num a, Storable a, Taping s a) => proxy s -> Int -> a -> Int -> a -> Int writeTape _ i1 dx i2 dy = unsafePerformIO $ writeTapeIO (Proxy @s) i1 dx i2 dy writeTapeIO :: forall a s proxy. (Num a, Storable a, Taping s a) => HasCallStack => proxy s -> Int -> a -> Int -> a -> IO Int writeTapeIO _ i1 dx i2 dy = do MLog idref (Chunk ci0 vec) _ <- readIORef (getTape @s) let n = VSM.length vec i <- atomicModifyIORef' idref (\i -> (i + 1, i)) let idx = i - ci0 if | idx < n -> do VSM.write vec idx (Contrib i1 dx i2 dy) return i -- check if we'd fit in the next chunk (overwhelmingly likely) | let newlen = 3 * n `div` 2 , idx < n + newlen -> do newvec <- VSM.new newlen action <- atomicModifyIORef' (getTape @s) $ \(MLog idref' chunk@(Chunk ci0' vec') tape) -> if | ci0 == ci0' -> -- Likely (certain when single-threaded): no race condition, -- we get the chance to put the new chunk in place. (MLog idref' (Chunk (ci0 + n) newvec) (tape `Snoc` chunk), WTANewvec newvec) | i < ci0' + VSM.length vec' -> -- Race condition; need to write to appropriate position in this vector. (MLog idref' chunk tape, WTANewvec vec') | i < ci0' -> -- Very unlikely; need to write to old chunk in tape. (MLog idref' chunk tape, WTAOldTape tape) | otherwise -> -- We got an ID so far in the future that it doesn't even fit -- in the next chunk. But that can't happen, because we're -- only in this branch if the ID would have fit in the next -- chunk in the first place! error "writeTape: impossible" case action of WTANewvec vec' -> VSM.write vec' (idx - n) (Contrib i1 dx i2 dy) WTAOldTape tape -> let go SLNil = error "writeTape: no appropriate tape chunk?" go (tape' `Snoc` Chunk ci0' vec') -- The first comparison here is technically unnecessary, but -- I'm not courageous enough to remove it. | ci0' <= i, i < ci0' + VSM.length vec' = VSM.write vec' (i - ci0') (Contrib i1 dx i2 dy) | otherwise = go tape' in go tape return i -- there's a tremendous amount of competition, let's just try again | otherwise -> writeTapeIO (Proxy @s) i1 dx i2 dy