Remove LogDensityProblemsAD

Author: penelopeysm

Project.toml

@@ -12,15 +12,13 @@ Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
 ConstructionBase = "187b0558-2788-49d3-abe0-74a17ed4e7c9"
+DifferentiationInterface = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
 InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
-# TODO(penelopeysm,mhauru) KernelAbstractions is only a dependency so that we can pin its version, see
-# https://github.com/TuringLang/DynamicPPL.jl/pull/781#event-16017866767
 KernelAbstractions = "63c18a36-062a-441e-b654-da1e3ab1ce7c"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
-LogDensityProblemsAD = "996a588d-648d-4e1f-a8f0-a84b347e47b1"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -56,17 +54,15 @@ Bijectors = "0.13.18, 0.14, 0.15"
 ChainRulesCore = "1"
 Compat = "4"
 ConstructionBase = "1.5.4"
+DifferentiationInterface = "0.6.39"
 Distributions = "0.25"
 DocStringExtensions = "0.9"
-# TODO(penelopeysm,mhauru) See https://github.com/TuringLang/DynamicPPL.jl/pull/781#event-16017866767
-# for why KernelAbstractions is pinned like this.
-KernelAbstractions = "< 0.9.32"
 EnzymeCore = "0.6 - 0.8"
 ForwardDiff = "0.10"
 JET = "0.9"
+KernelAbstractions = "< 0.9.32"
 LinearAlgebra = "1.6"
 LogDensityProblems = "2"
-LogDensityProblemsAD = "1.7.0"
 MCMCChains = "6"
 MacroTools = "0.5.6"
 Mooncake = "0.4.59"

ext/DynamicPPLForwardDiffExt.jl

@@ -1,40 +1,13 @@
 module DynamicPPLForwardDiffExt
 
-if isdefined(Base, :get_extension)
-    using DynamicPPL: ADTypes, DynamicPPL, LogDensityProblems, LogDensityProblemsAD
-    using ForwardDiff
-else
-    using ..DynamicPPL: ADTypes, DynamicPPL, LogDensityProblems, LogDensityProblemsAD
-    using ..ForwardDiff
-end
+using DynamicPPL: ADTypes, DynamicPPL, LogDensityProblems
+using ForwardDiff
 
 getchunksize(::ADTypes.AutoForwardDiff{chunk}) where {chunk} = chunk
 
 standardtag(::ADTypes.AutoForwardDiff{<:Any,Nothing}) = true
 standardtag(::ADTypes.AutoForwardDiff) = false
 
-function LogDensityProblemsAD.ADgradient(
-    ad::ADTypes.AutoForwardDiff, ℓ::DynamicPPL.LogDensityFunction
-)
-    θ = DynamicPPL.getparams(ℓ)
-    f = Base.Fix1(LogDensityProblems.logdensity, ℓ)
-
-    # Define configuration for ForwardDiff.
-    tag = if standardtag(ad)
-        ForwardDiff.Tag(DynamicPPL.DynamicPPLTag(), eltype(θ))
-    else
-        ForwardDiff.Tag(f, eltype(θ))
-    end
-    chunk_size = getchunksize(ad)
-    chunk = if chunk_size == 0 || chunk_size === nothing
-        ForwardDiff.Chunk(θ)
-    else
-        ForwardDiff.Chunk(length(θ), chunk_size)
-    end
-
-    return LogDensityProblemsAD.ADgradient(Val(:ForwardDiff), ℓ; chunk, tag, x=θ)
-end
-
 # Allow Turing tag in gradient etc. calls of the log density function
 function ForwardDiff.checktag(
     ::Type{ForwardDiff.Tag{DynamicPPL.DynamicPPLTag,V}},

src/DynamicPPL.jl

@@ -14,7 +14,6 @@ using MacroTools: MacroTools
 using ConstructionBase: ConstructionBase
 using Accessors: Accessors
 using LogDensityProblems: LogDensityProblems
-using LogDensityProblemsAD: LogDensityProblemsAD
 
 using LinearAlgebra: LinearAlgebra, Cholesky
 

src/contexts.jl

@@ -184,6 +184,7 @@ at which point it will return the sampler of that context.
 getsampler(context::SamplingContext) = context.sampler
 getsampler(context::AbstractContext) = getsampler(NodeTrait(context), context)
 getsampler(::IsParent, context::AbstractContext) = getsampler(childcontext(context))
+getsampler(::IsLeaf, ::AbstractContext) = error("No sampler found in context")
 
 """
     struct DefaultContext <: AbstractContext end

src/logdensityfunction.jl

@@ -1,3 +1,5 @@
+import DifferentiationInterface as DI
+
 """
     LogDensityFunction
 
@@ -81,37 +83,13 @@ end
 
 Return the `DynamicPPL.Model` wrapped in the given log-density function `f`.
 """
-getmodel(f::LogDensityProblemsAD.ADGradientWrapper) =
-    getmodel(LogDensityProblemsAD.parent(f))
 getmodel(f::DynamicPPL.LogDensityFunction) = f.model
 
 """
     setmodel(f, model[, adtype])
 
 Set the `DynamicPPL.Model` in the given log-density function `f` to `model`.
-
-!!! warning
-    Note that if `f` is a `LogDensityProblemsAD.ADGradientWrapper` wrapping a
-    `DynamicPPL.LogDensityFunction`, performing an update of the `model` in `f`
-    might require recompilation of the gradient tape, depending on the AD backend.
 """
-function setmodel(
-    f::LogDensityProblemsAD.ADGradientWrapper,
-    model::DynamicPPL.Model,
-    adtype::ADTypes.AbstractADType,
-)
-    # TODO: Should we handle `SciMLBase.NoAD`?
-    # For an `ADGradientWrapper` we do the following:
-    # 1. Update the `Model` in the underlying `LogDensityFunction`.
-    # 2. Re-construct the `ADGradientWrapper` using `ADgradient` using the provided `adtype`
-    #    to ensure that the recompilation of gradient tapes, etc. also occur. For example,
-    #    ReverseDiff.jl in compiled mode will cache the compiled tape, which means that just
-    #    replacing the corresponding field with the new model won't be sufficient to obtain
-    #    the correct gradients.
-    return LogDensityProblemsAD.ADgradient(
-        adtype, setmodel(LogDensityProblemsAD.parent(f), model)
-    )
-end
 function setmodel(f::DynamicPPL.LogDensityFunction, model::DynamicPPL.Model)
     return Accessors.@set f.model = model
 end
@@ -140,18 +118,24 @@ end
 # TODO: should we instead implement and call on `length(f.varinfo)` (at least in the cases where no sampler is involved)?
 LogDensityProblems.dimension(f::LogDensityFunction) = length(getparams(f))
 
-# This is important for performance -- one needs to provide `ADGradient` with a vector of
-# parameters, or DifferentiationInterface will not have sufficient information to e.g.
-# compile a rule for Mooncake (because it won't know the type of the input), or pre-allocate
-# a tape when using ReverseDiff.jl.
-function _make_ad_gradient(ad::ADTypes.AbstractADType, ℓ::LogDensityFunction)
-    x = map(identity, getparams(ℓ)) # ensure we concretise the elements of the params
-    return LogDensityProblemsAD.ADgradient(ad, ℓ; x)
-end
+_flipped_logdensity(θ, f) = LogDensityProblems.logdensity(f, θ)
 
-function LogDensityProblemsAD.ADgradient(ad::ADTypes.AutoMooncake, f::LogDensityFunction)
-    return _make_ad_gradient(ad, f)
+# By default, the AD backend to use is inferred from the context, which would
+# typically be a SamplingContext which contains a sampler.
+function LogDensityProblems.logdensity_and_gradient(
+    f::LogDensityFunction, θ::AbstractVector
+)
+    adtype = getadtype(getsampler(getcontext(f)))
+    return LogDensityProblems.logdensity_and_gradient(f, θ, adtype)
 end
-function LogDensityProblemsAD.ADgradient(ad::ADTypes.AutoReverseDiff, f::LogDensityFunction)
-    return _make_ad_gradient(ad, f)
+
+# Extra method allowing one to manually specify the AD backend to use, thus
+# overriding the default AD backend inferred from the sampler.
+function LogDensityProblems.logdensity_and_gradient(
+    f::LogDensityFunction, θ::AbstractVector, adtype::ADTypes.AbstractADType
+)
+    # Ensure we concretise the elements of the params.
+    θ = map(identity, getparams(f))
+    prep = DI.prepare_gradient(_flipped_logdensity, adtype, params, DI.Constant(f))
+    return DI.value_and_gradient(_flipped_logdensity, prep, adtype, params, DI.Constant(f))
 end

src/sampler.jl

@@ -54,6 +54,9 @@ Sampler(alg) = Sampler(alg, Selector())
 Sampler(alg, model::Model) = Sampler(alg, model, Selector())
 Sampler(alg, model::Model, s::Selector) = Sampler(alg, s)
 
+# Extract the AD type from the underlying algorithm
+getadtype(s::Sampler) = getadtype(s.alg)
+
 # AbstractMCMC interface for SampleFromUniform and SampleFromPrior
 function AbstractMCMC.step(
     rng::Random.AbstractRNG,

test/Project.toml

@@ -16,7 +16,6 @@ ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
-LogDensityProblemsAD = "996a588d-648d-4e1f-a8f0-a84b347e47b1"
 MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 Mooncake = "da2b9cff-9c12-43a0-ae48-6db2b0edb7d6"
@@ -46,7 +45,6 @@ EnzymeCore = "0.6 - 0.8"
 ForwardDiff = "0.10.12"
 JET = "0.9"
 LogDensityProblems = "2"
-LogDensityProblemsAD = "1.7.0"
 MCMCChains = "6.0.4"
 MacroTools = "0.5.6"
 Mooncake = "0.4.59"

test/ad.jl

@@ -7,15 +7,12 @@
 
         @testset "$(short_varinfo_name(varinfo))" for varinfo in varinfos
             f = DynamicPPL.LogDensityFunction(m, varinfo)
-
-            # use ForwardDiff result as reference
-            ad_forwarddiff_f = LogDensityProblemsAD.ADgradient(
-                ADTypes.AutoForwardDiff(; chunksize=0), f
-            )
             # convert to `Vector{Float64}` to avoid `ReverseDiff` initializing the gradients to Integer 0
             # reference: https://github.com/TuringLang/DynamicPPL.jl/pull/571#issuecomment-1924304489
             θ = convert(Vector{Float64}, varinfo[:])
-            logp, ref_grad = LogDensityProblems.logdensity_and_gradient(ad_forwarddiff_f, θ)
+            # Calculate reference logp + gradient of logp using ForwardDiff
+            default_adtype = ADTypes.AutoForwardDiff(; chunksize=0)
+            ref_logp, ref_grad = LogDensityProblems.logdensity_and_gradient(f, θ, default_adtype)
 
             @testset "$adtype" for adtype in [
                 ADTypes.AutoReverseDiff(; compile=false),
@@ -27,9 +24,9 @@
                 if adtype isa ADTypes.AutoMooncake && varinfo isa DynamicPPL.SimpleVarInfo
                     @test_broken 1 == 0
                 else
-                    ad_f = LogDensityProblemsAD.ADgradient(adtype, f)
-                    _, grad = LogDensityProblems.logdensity_and_gradient(ad_f, θ)
+                    logp, grad = LogDensityProblems.logdensity_and_gradient(f, θ, adtype)
                     @test grad ≈ ref_grad
+                    @test logp ≈ ref_logp
                 end
             end
         end
@@ -50,7 +47,7 @@
             x = Vector{T}(undef, TT)
             x[1] = α
             for t in 2:TT
-                x[t] = x[t - 1] + η[t - 1] * τ
+                x[t] = x[t-1] + η[t-1] * τ
             end
             # measurement model
             y ~ MvNormal(x, σ^2 * I)
@@ -71,6 +68,6 @@
         spl = Sampler(MyEmptyAlg())
         vi = VarInfo(model)
         ldf = DynamicPPL.LogDensityFunction(vi, model, SamplingContext(spl))
-        @test LogDensityProblemsAD.ADgradient(AutoReverseDiff(; compile=true), ldf) isa Any
+        @test LogDensityProblems.logdensity_and_gradient(ldf, vi[:], AutoReverseDiff(; compile=true)) isa Any
     end
 end

test/logdensityfunction.jl

@@ -1,22 +1,11 @@
-using Test, DynamicPPL, ADTypes, LogDensityProblems, LogDensityProblemsAD, ReverseDiff
+using Test, DynamicPPL, ADTypes, LogDensityProblems, ReverseDiff
 
 @testset "`getmodel` and `setmodel`" begin
     @testset "$(nameof(model))" for model in DynamicPPL.TestUtils.DEMO_MODELS
         model = DynamicPPL.TestUtils.DEMO_MODELS[1]
         ℓ = DynamicPPL.LogDensityFunction(model)
         @test DynamicPPL.getmodel(ℓ) == model
         @test DynamicPPL.setmodel(ℓ, model).model == model
-
-        # ReverseDiff related
-        ∇ℓ = LogDensityProblemsAD.ADgradient(:ReverseDiff, ℓ; compile=Val(false))
-        @test DynamicPPL.getmodel(∇ℓ) == model
-        @test DynamicPPL.getmodel(DynamicPPL.setmodel(∇ℓ, model, AutoReverseDiff())) ==
-            model
-        ∇ℓ = LogDensityProblemsAD.ADgradient(:ReverseDiff, ℓ; compile=Val(true))
-        new_∇ℓ = DynamicPPL.setmodel(∇ℓ, model, AutoReverseDiff())
-        @test DynamicPPL.getmodel(new_∇ℓ) == model
-        # HACK(sunxd): rely on internal implementation detail, i.e., naming of `compiledtape`
-        @test new_∇ℓ.compiledtape != ∇ℓ.compiledtape
     end
 end
 

test/runtests.jl

@@ -9,7 +9,7 @@ using Distributions
 using DistributionsAD
 using Documenter
 using ForwardDiff
-using LogDensityProblems, LogDensityProblemsAD
+using LogDensityProblems
 using MacroTools
 using MCMCChains
 using Mooncake: Mooncake
@@ -45,57 +45,57 @@ include("test_util.jl")
     # groups are chosen to make both groups take roughly the same amount of
     # time, but beyond that there is no particular reason for the split.
     if GROUP == "All" || GROUP == "Group1"
-        include("utils.jl")
-        include("compiler.jl")
-        include("varnamedvector.jl")
-        include("varinfo.jl")
-        include("simple_varinfo.jl")
-        include("model.jl")
-        include("sampler.jl")
-        include("independence.jl")
-        include("distribution_wrappers.jl")
-        include("logdensityfunction.jl")
-        include("linking.jl")
-        include("serialization.jl")
-        include("pointwise_logdensities.jl")
-        include("lkj.jl")
-        include("deprecated.jl")
+        # include("utils.jl")
+        # include("compiler.jl")
+        # include("varnamedvector.jl")
+        # include("varinfo.jl")
+        # include("simple_varinfo.jl")
+        # include("model.jl")
+        # include("sampler.jl")
+        # include("independence.jl")
+        # include("distribution_wrappers.jl")
+        # include("logdensityfunction.jl")
+        # include("linking.jl")
+        # include("serialization.jl")
+        # include("pointwise_logdensities.jl")
+        # include("lkj.jl")
+        # include("deprecated.jl")
     end
 
     if GROUP == "All" || GROUP == "Group2"
-        include("contexts.jl")
-        include("context_implementations.jl")
-        include("threadsafe.jl")
-        include("debug_utils.jl")
-        @testset "compat" begin
-            include(joinpath("compat", "ad.jl"))
-        end
-        @testset "extensions" begin
-            include("ext/DynamicPPLMCMCChainsExt.jl")
-            include("ext/DynamicPPLJETExt.jl")
-        end
+        # include("contexts.jl")
+        # include("context_implementations.jl")
+        # include("threadsafe.jl")
+        # include("debug_utils.jl")
+        # @testset "compat" begin
+        #     include(joinpath("compat", "ad.jl"))
+        # end
+        # @testset "extensions" begin
+        #     include("ext/DynamicPPLMCMCChainsExt.jl")
+        #     include("ext/DynamicPPLJETExt.jl")
+        # end
         @testset "ad" begin
             include("ext/DynamicPPLForwardDiffExt.jl")
             include("ext/DynamicPPLMooncakeExt.jl")
             include("ad.jl")
         end
-        @testset "prob and logprob macro" begin
-            @test_throws ErrorException prob"..."
-            @test_throws ErrorException logprob"..."
-        end
-        @testset "doctests" begin
-            DocMeta.setdocmeta!(
-                DynamicPPL,
-                :DocTestSetup,
-                :(using DynamicPPL, Distributions);
-                recursive=true,
-            )
-            doctestfilters = [
-                # Ignore the source of a warning in the doctest output, since this is dependent on host.
-                # This is a line that starts with "└ @ " and ends with the line number.
-                r"└ @ .+:[0-9]+",
-            ]
-            doctest(DynamicPPL; manual=false, doctestfilters=doctestfilters)
-        end
+        # @testset "prob and logprob macro" begin
+        #     @test_throws ErrorException prob"..."
+        #     @test_throws ErrorException logprob"..."
+        # end
+        # @testset "doctests" begin
+        #     DocMeta.setdocmeta!(
+        #         DynamicPPL,
+        #         :DocTestSetup,
+        #         :(using DynamicPPL, Distributions);
+        #         recursive=true,
+        #     )
+        #     doctestfilters = [
+        #         # Ignore the source of a warning in the doctest output, since this is dependent on host.
+        #         # This is a line that starts with "└ @ " and ends with the line number.
+        #         r"└ @ .+:[0-9]+",
+        #     ]
+        #     doctest(DynamicPPL; manual=false, doctestfilters=doctestfilters)
+        # end
     end
 end