path: root/src/Numeric/ADDual/Array/Internal.hs

{-# LANGUAGE BangPatterns #-}
{-# LANGUAGE LambdaCase #-}
{-# LANGUAGE MultiParamTypeClasses #-}
{-# LANGUAGE RankNTypes #-}
{-# LANGUAGE ScopedTypeVariables #-}
{-# LANGUAGE TypeApplications #-}
{-# LANGUAGE TypeFamilies #-}
module Numeric.ADDual.Array.Internal where

import Control.Monad (when)
import Control.Monad.Trans.State.Strict
import Data.Foldable (toList)
import Data.IORef
import Data.List (foldl')
import qualified Data.IntMap.Strict as IM
import Data.Proxy
import qualified Data.Vector.Storable as VS
import Foreign.Ptr (castPtr)
import Foreign.Storable
import GHC.Stack
import GHC.Exts (withDict)
import System.IO.Unsafe

import System.IO (hPutStrLn, stderr)

import Numeric.ADDual.VectorOps


-- TODO: type roles on 's'


debug :: Bool
debug = toEnum 0


-- TODO: full vjp (just some more Traversable mess)
-- TODO: if non-scalar output types are allowed, ensure that all its scalar components are WHNF evaluated before we backpropagate
{-# NOINLINE gradient' #-}
gradient' :: forall a f. (Traversable f, Num a, Storable a)
          => HasCallStack
          => Show a  -- TODO: remove
          => (forall s. Taping s a => f (VDual s a) -> Dual s a)
          -> f (VS.Vector a) -> a -> (a, f (VS.Vector a))
gradient' f inp topctg = unsafePerformIO $ do
  when debug $ hPutStrLn stderr "Preparing input"
  let (inp', starti) = runState (traverse (\x -> state (\i -> (VDual x i, i + 1))) inp) 0
      inpSizes = VS.fromListN starti (map VS.length (toList inp))
  -- The tape starts after the input IDs.
  taperef <- newIORef (Log starti Start)

  when debug $ hPutStrLn stderr "Running function"
  let !(Dual result outi) = withDict @(Taping () a) taperef $ f @() inp'
  when debug $ hPutStrLn stderr $ "result = " ++ show result ++ "; outi = " ++ show outi
  Log _ tape <- readIORef taperef

  -- when debug $ do
  --   tapestr <- showTape (tapeTail `Snoc` lastChunk)
  --   hPutStrLn stderr $ "tape = " ++ tapestr ""

  when debug $ hPutStrLn stderr "Backpropagating"

  let (_outaccS, outaccV) = backpropagate (IM.singleton outi topctg) IM.empty outi tape

  -- when debug $ do
  --   accums' <- VS.freeze accums
  --   hPutStrLn stderr $ "accums = " ++ show accums'

  when debug $ hPutStrLn stderr "Reconstructing gradient"
  let readDeriv = do i <- get
                     let d = IM.findWithDefault (VS.replicate (inpSizes VS.! i) 0) i outaccV
                     put (i+1)
                     return d
  let grad = evalState (traverse (\_ -> readDeriv) inp) 0

  return (result, grad)

backpropagate :: (Num a, Storable a)
              => IM.IntMap a -> IM.IntMap (VS.Vector a) -> Int -> Chain a -> (IM.IntMap a, IM.IntMap (VS.Vector a))
backpropagate accS accV i (Cscalar i1 dx i2 dy tape) =
  case IM.lookup i accS of
    Nothing -> backpropagate accS accV (i-1) tape
    Just ctg ->
      let accS1 | i1 /= -1 = IM.insertWith (+) i1 (ctg*dx) accS
                | otherwise = accS
          accS2 | i2 /= -1 = IM.insertWith (+) i2 (ctg*dy) accS1
                | otherwise = accS1
      in backpropagate accS2 accV (i-1) tape
backpropagate accS accV i (VCarith i1 dx i2 dy tape) =
  case IM.lookup i accV of
    Nothing -> backpropagate accS accV (i-1) tape
    Just ctg ->
      let accV1 | i1 /= -1 =
                    if VS.length ctg == VS.length dx
                      then IM.insertWith vadd i1 (vmul ctg dx) accV
                      else error "Numeric.ADDual.Array: wrong cotangent length to vectorised arithmetic operation"
                | otherwise = accV
          accV2 | i2 /= -1 =
                    if VS.length ctg == VS.length dy
                      then IM.insertWith vadd i2 (vmul ctg dy) accV1
                      else error "Numeric.ADDual.Array: wrong cotangent length to vectorised arithmetic operation"
                | otherwise = accV
      in backpropagate accS accV2 (i-1) tape
backpropagate accS accV i (VCfromList is tape) =
  case IM.lookup i accV of
    Nothing -> backpropagate accS accV (i-1) tape
    Just ctg ->
      let accS1 | VS.length ctg == VS.length is =
                    foldl' (\accS' idx -> IM.insertWith (+) (is VS.! idx) (ctg VS.! idx) accS') accS [0 .. VS.length ctg - 1]
                | otherwise = error "Numeric.ADDual.Array: wrong cotangent length to vfromList"
      in backpropagate accS1 accV (i-1) tape
backpropagate accS accV i (VCtoList j len tape) =
  case IM.lookupGE (i - len) accS of
    Just (smallid, _) | smallid < i ->
      let ctg = VS.fromListN len [IM.findWithDefault 0 (i - len + idx) accS | idx <- [0 .. len-1]]
          accV1 = IM.insertWith vadd j ctg accV
      in backpropagate accS accV1 (i - 1 - len) tape
    _ -> backpropagate accS accV (i - 1 - len) tape
backpropagate accS accV i (VCsum j len tape) =
  case IM.lookup i accS of
    Nothing -> backpropagate accS accV (i-1) tape
    Just ctg ->
      let accV1 = IM.alter (\case Nothing -> Just (VS.replicate len ctg)
                                  Just d -> Just (VS.map (+ ctg) d))
                           j accV
      in backpropagate accS accV1 (i - 1 - len) tape
backpropagate accS accV i (VCreplicate j len tape) =
  case IM.lookup i accV of
    Nothing -> backpropagate accS accV (i-1) tape
    Just ctg ->
      let accS1 = IM.insertWith (+) j (fromIntegral len * VS.sum ctg) accS
      in backpropagate accS1 accV (i - 1 - len) tape
backpropagate accS accV _ Start = (accS, accV)

data Chain a = Cscalar {-# UNPACK #-} !Int !a  -- ^ ID == -1 -> no contribution
                       {-# UNPACK #-} !Int !a  -- ^ idem
                       !(Chain a)
             | VCarith {-# UNPACK #-} !Int {-# UNPACK #-} !(VS.Vector a)  -- ^ first argument with scale factors
                       {-# UNPACK #-} !Int {-# UNPACK #-} !(VS.Vector a)  -- ^ second argument with scale factors
                       !(Chain a)
             | VCfromList {-# UNPACK #-} !(VS.Vector Int)  -- ^ IDs of scalars in the input list
                          !(Chain a)
             | VCtoList {-# UNPACK #-} !Int  -- ^ ID of the input vector
                        {-# UNPACK #-} !Int  -- ^ number of reserved output IDs (length of the vector)
                        !(Chain a)
             | VCsum {-# UNPACK #-} !Int  -- ^ ID of the input vector
                     {-# UNPACK #-} !Int  -- ^ length of the vector
                     !(Chain a)
             | VCreplicate {-# UNPACK #-} !Int  -- ^ ID of the input scalar
                           {-# UNPACK #-} !Int  -- ^ length of the replicated vector
                           !(Chain a)
             | Start
  deriving (Show)

data Log s a = Log !Int  -- ^ next ID to generate
                   !(Chain a)  -- ^ tape

-- | 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 (Log 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, Taping s a) => Num (Dual s a) where
  Dual x i1 + Dual y i2 = mkDual (x + y) i1 1 i2 1
  Dual x i1 - Dual y i2 = mkDual (x - y) i1 1 i2 (-1)
  Dual x i1 * Dual y i2 = mkDual (x * y) i1 y i2 x
  negate (Dual x i1)    = mkDual (negate x) i1 (-1) (-1) 0
  abs (Dual x i1)       = mkDual (abs x) i1 (x * signum x) (-1) 0
  signum (Dual x _) = Dual (signum x) (-1)
  fromInteger n = Dual (fromInteger n) (-1)

instance (Fractional a, Taping s a) => Fractional (Dual s a) where
  Dual x i1 / Dual y i2 = mkDual (x / y) i1 (recip y) i2 (-x/(y*y))
  recip (Dual x i1)     = mkDual (recip x) i1 (-1/(x*x)) (-1) 0
  fromRational r = Dual (fromRational r) (-1)

instance (Floating a, Taping s a) => Floating (Dual s a) where
  pi = Dual pi (-1)
  exp (Dual x i1) = mkDual (exp x) i1 (exp x) (-1) 0
  log (Dual x i1) = mkDual (log x) i1 (recip x) (-1) 0
  sqrt (Dual x i1) = mkDual (sqrt x) 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 mkDual z 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

-- | This instance allows breaking the abstraction of 'Dual'. Don't inspect or modify the serialised representation, and DO NOT use serialised 'Dual' values from one 'gradient'' computation in another!
instance Storable a => Storable (Dual s a) where
  sizeOf _ = sizeOf (undefined :: a) + sizeOf (undefined :: Int)
  alignment _ = alignment (undefined :: a)
  peek ptr = Dual <$> peek (castPtr ptr) <*> peekByteOff ptr (sizeOf (undefined :: a))
  poke ptr (Dual x i) = poke (castPtr ptr) x >> pokeByteOff ptr (sizeOf (undefined :: a)) i

constant :: a -> Dual s a
constant x = Dual x (-1)

mkDual :: forall a s. Taping s a => a -> Int -> a -> Int -> a -> Dual s a
mkDual res i1 dx i2 dy = Dual res (writeTapeUnsafe (Proxy @s) (Cscalar i1 dx i2 dy))

data VDual s a = VDual !(VS.Vector a)
                       {-# UNPACK #-} !Int  -- ^ -1 if this is a constant vector

instance (Storable a, Num a, Taping s a) => VectorOps (VDual s a) where
  type VectorOpsScalar (VDual s a) = Dual s a
  vfromListN n l =
    let (xs, is) = unzip [(x, i) | Dual x i <- l]
    in mkVDual (VS.fromListN n xs) (VCfromList (VS.fromListN n is))
  vfromList l =
    let (xs, is) = unzip [(x, i) | Dual x i <- l]
    in mkVDual (VS.fromList xs) (VCfromList (VS.fromList is))
  vtoList (VDual v i) =
    let starti = allocTapeToListUnsafe (Proxy @a) (Proxy @s) i (VS.length v)
    in zipWith Dual (VS.toList v) [starti..]
  vlength (VDual v _) = VS.length v
  vreplicate n (Dual x i) = mkVDual (VS.replicate n x) (VCreplicate i n)
  vselect bs (VDual a i) (VDual b j) =
    mkVDual (vselect bs a b) (VCarith i (VS.map (fromIntegral . fromEnum) bs)
                                      j (VS.map (fromIntegral . fromEnum . not) bs))

instance (Storable a, Num a, Taping s a) => VectorOpsNum (VDual s a) where
  vadd (VDual v i) (VDual w j) =
    let len = VS.length v
    in mkVDual (vadd v w) (VCarith i (VS.replicate len 1) j (VS.replicate len 1))
  vsub (VDual v i) (VDual w j) =
    let len = VS.length v
    in mkVDual (vsub v w) (VCarith i (VS.replicate len 1) j (VS.replicate len (-1)))
  vmul (VDual v i) (VDual w j) =
    mkVDual (vmul v w) (VCarith i w j v)
  vsum (VDual v i) = Dual (VS.sum v) (writeTapeUnsafe @a (Proxy @s) (VCsum i (VS.length v)))

instance (Storable a, Floating a, Taping s a) => VectorOpsFloating (VDual s a) where
  vexp (VDual v i) = mkVDual (vexp v) (VCarith i v (-1) VS.empty)

instance (Storable a, Num a, Ord a, Taping s a) => VectorOpsOrd (VDual s a) where
  vcmpLE (VDual v _) (VDual w _) = vcmpLE v w
  vmaximum (VDual v i) =
    let w = vmaximum v
    in Dual w (writeTapeUnsafe @a (Proxy @s) (VCarith i (VS.map (\x -> if x == w then 1 else 0) v) (-1) VS.empty))

vconstant :: VS.Vector a -> VDual s a
vconstant v = VDual v (-1)

mkVDual :: forall a s. Taping s a => VS.Vector a -> (Chain a -> Chain a) -> VDual s a
mkVDual res f = VDual res (writeTapeUnsafe (Proxy @s) f)

{-# NOINLINE writeTapeUnsafe #-}
writeTapeUnsafe :: forall a s proxy. Taping s a
                => proxy s -> (Chain a -> Chain a) -> Int
writeTapeUnsafe _ f =
  unsafePerformIO $
    atomicModifyIORef' (getTape @s) $ \(Log i tape) ->
      (Log (i + 1) (f tape), i)

{-# NOINLINE allocTapeToListUnsafe #-}
allocTapeToListUnsafe :: forall a s proxy. Taping s a => proxy a -> proxy s -> Int -> Int -> Int
allocTapeToListUnsafe _ _ vecid len =
  unsafePerformIO $
    atomicModifyIORef' (getTape @s @a) $ \(Log i tape) ->
      (Log (i + len + 1) (VCtoList vecid len tape), i)