aboutsummaryrefslogtreecommitdiff
path: root/src/Numeric/ADDual/Internal.hs
blob: c5682323219cb115451a641e2aaf0ecf8275d5bb (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
{-# LANGUAGE BangPatterns #-}
{-# LANGUAGE DeriveTraversable #-}
{-# LANGUAGE GADTs #-}
{-# 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.Int
import Data.Proxy
import Data.Typeable
import qualified Data.Vector.Storable as VS
import qualified Data.Vector.Storable.Mutable as VSM
import Foreign.C.Types
import Foreign.ForeignPtr
import Foreign.Ptr
import Foreign.Storable
import GHC.Stack
import GHC.Exts (withDict)
import System.IO.Unsafe

import System.IO (hPutStrLn, stderr)


-- TODO: type roles on 's'


debug :: Bool
debug = toEnum 0


foreign import ccall unsafe "ad_dual_hs_backpropagate_double"
  c_backpropagate_double :: Ptr CDouble -> Int64 -> Int64 -> Ptr () -> IO ()


-- 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, Typeable 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
  when debug $ hPutStrLn stderr "Preparing input"
  let (inp', starti) = runState (traverse (\x -> state (\i -> (Dual x i, i + 1))) inp) 0
  idref <- newIORef starti
  -- The first chunk starts after the input IDs.
  vec1 <- VSM.unsafeNew 128
  taperef <- newIORef (MLog idref (Chunk starti vec1) SLNil)

  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
  MLog _ lastChunk tapeTail <- readIORef taperef

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

  when debug $ hPutStrLn stderr "Backpropagating"
  accums <- VSM.new (outi+1)
  VSM.write accums outi topctg

  let backpropagate i chunk@(Chunk ci0 vec) tape
        | i >= ci0 = do
            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` chunk' -> backpropagate i chunk' tape'

      backpropagate_via_c :: Ptr CDouble -> Int -> Chunk Double -> Snoclist (Chunk Double) -> IO ()
      backpropagate_via_c accums_ptr i (Chunk ci0 vec) tape = do
        let (vec_fptr, _) = VSM.unsafeToForeignPtr0 vec
        withForeignPtr vec_fptr $ \vec_ptr ->
          c_backpropagate_double accums_ptr (fromIntegral ci0) (fromIntegral i) (castPtr @(Contrib Double) @() vec_ptr)
        case tape of
          SLNil -> return ()
          tape' `Snoc` chunk' -> backpropagate_via_c accums_ptr (ci0 - 1) chunk' tape'

  case (eqT @a @Double, sizeOf (undefined :: Int)) of
    (Just Refl, 8) -> do
      let (accums_fptr, _) = VSM.unsafeToForeignPtr0 accums
      withForeignPtr accums_fptr $ \accums_ptr ->
        backpropagate_via_c (castPtr @Double @CDouble accums_ptr) outi lastChunk tapeTail
    _ -> backpropagate outi lastChunk tapeTail

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

  when debug $ 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 = 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, Storable 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, Storable 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

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

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

data WriteTapeAction a = WTANewvec (VSM.IOVector (Contrib a))
                       | WTAOldTape (Snoclist (Chunk a))

-- This NOINLINE really doesn't seem to matter for performance, so let's be safe
{-# NOINLINE writeTapeUnsafe #-}
writeTapeUnsafe :: forall a s proxy. (Storable a, Taping s a) => proxy s -> Int -> a -> Int -> a -> Int
writeTapeUnsafe _ i1 dx i2 dy = unsafePerformIO $ writeTapeIO (Proxy @s) i1 dx i2 dy

writeTapeIO :: forall a s proxy. (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.unsafeNew 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' -> do
             when debug $ hPutStrLn stderr $ "writeTapeIO: new vec of size " ++ show (VSM.length 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