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

{-# 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.Exts (withDict)
import System.IO.Unsafe

-- import System.IO (hPutStrLn, stderr)

-- import Numeric.ADDual.IDGen


-- TODO: full vjp (just some more Traversable mess)
{-# NOINLINE gradient' #-}
gradient' :: forall a f. (Traversable f, Num a, Storable a)
          -- => 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
            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) => 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