Merge branch 'main' into compathelper/new_version/2024-10-03-00-13-16…

…-506-00533635199
SciML · Oct 27, 2024 · d7ed5de · d7ed5de
2 parents 2ab2e8f + 7b77f3a
commit d7ed5de
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diff --git a/.github/dependabot.yml b/.github/dependabot.yml
@@ -5,3 +5,6 @@ updates:
     directory: "/" # Location of package manifests
     schedule:
       interval: "weekly"
+    ignore:
+      - dependency-name: "crate-ci/typos"
+        update-types: ["version-update:semver-patch", "version-update:semver-minor"]
diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml
@@ -23,6 +23,7 @@ jobs:
       fail-fast: false
       matrix:
         version:
+          - '1.10'
           - '1'
         os:
           - ubuntu-latest

diff --git a/.github/workflows/SpellCheck.yml b/.github/workflows/SpellCheck.yml
@@ -10,4 +10,4 @@ jobs:
       - name: Checkout Actions Repository
         uses: actions/checkout@v4
       - name: Check spelling
-        uses: crate-ci/typos@v1.24.6 
+        uses: crate-ci/typos@v1.26.0 
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "OptimizationBase"
 uuid = "bca83a33-5cc9-4baa-983d-23429ab6bcbb"
 authors = ["Vaibhav Dixit <vaibhavyashdixit@gmail.com> and contributors"]
-version = "2.2.0"
+version = "2.3.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -50,6 +50,7 @@ FastClosures = "0.3"
 FiniteDiff = "2.12"
 ForwardDiff = "0.10.26"
 LinearAlgebra = "1.9, 1.10"
+MLDataDevices = "1"
 MLUtils = "0.4"
 ModelingToolkit = "9"
 PDMats = "0.11"

diff --git a/ext/OptimizationEnzymeExt.jl b/ext/OptimizationEnzymeExt.jl
@@ -17,8 +17,8 @@ using Core: Vararg
     end
 end
 
-function inner_grad(θ, bθ, f, p)
-    Enzyme.autodiff_deferred(Enzyme.Reverse,
+function inner_grad(mode::Mode, θ, bθ, f, p) where {Mode}
+    Enzyme.autodiff(mode,
         Const(firstapply),
         Active,
         Const(f),
@@ -28,19 +28,9 @@ function inner_grad(θ, bθ, f, p)
     return nothing
 end
 
-function inner_grad_primal(θ, bθ, f, p)
-    Enzyme.autodiff_deferred(Enzyme.ReverseWithPrimal,
-        Const(firstapply),
-        Active,
-        Const(f),
-        Enzyme.Duplicated(θ, bθ),
-        Const(p)
-    )[2]
-end
-
-function hv_f2_alloc(x, f, p)
+function hv_f2_alloc(mode::Mode, x, f, p) where {Mode}
     dx = Enzyme.make_zero(x)
-    Enzyme.autodiff_deferred(Enzyme.Reverse,
+    Enzyme.autodiff(mode,
         Const(firstapply),
         Active,
         Const(f),
@@ -57,9 +47,9 @@ function inner_cons(x, fcons::Function, p::Union{SciMLBase.NullParameters, Nothi
     return res[i]
 end
 
-function cons_f2(x, dx, fcons, p, num_cons, i)
+function cons_f2(mode, x, dx, fcons, p, num_cons, i)
     Enzyme.autodiff_deferred(
-        Enzyme.Reverse, Const(inner_cons), Active, Enzyme.Duplicated(x, dx),
+        mode, Const(inner_cons), Active, Enzyme.Duplicated(x, dx),
         Const(fcons), Const(p), Const(num_cons), Const(i))
     return nothing
 end
@@ -70,9 +60,9 @@ function inner_cons_oop(
     return fcons(x, p)[i]
 end
 
-function cons_f2_oop(x, dx, fcons, p, i)
+function cons_f2_oop(mode, x, dx, fcons, p, i)
     Enzyme.autodiff_deferred(
-        Enzyme.Reverse, Const(inner_cons_oop), Active, Enzyme.Duplicated(x, dx),
+        mode, Const(inner_cons_oop), Active, Enzyme.Duplicated(x, dx),
         Const(fcons), Const(p), Const(i))
     return nothing
 end
@@ -83,22 +73,38 @@ function lagrangian(x, _f::Function, cons::Function, p, λ, σ = one(eltype(x)))
     return σ * _f(x, p) + dot(λ, res)
 end
 
-function lag_grad(x, dx, lagrangian::Function, _f::Function, cons::Function, p, σ, λ)
+function lag_grad(mode, x, dx, lagrangian::Function, _f::Function, cons::Function, p, σ, λ)
     Enzyme.autodiff_deferred(
-        Enzyme.Reverse, Const(lagrangian), Active, Enzyme.Duplicated(x, dx),
+        mode, Const(lagrangian), Active, Enzyme.Duplicated(x, dx),
         Const(_f), Const(cons), Const(p), Const(λ), Const(σ))
     return nothing
 end
 
+function set_runtime_activity2(
+        a::Mode1, ::Enzyme.Mode{ABI, Err, RTA}) where {Mode1, ABI, Err, RTA}
+    Enzyme.set_runtime_activity(a, RTA)
+end
 function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
         adtype::AutoEnzyme, p, num_cons = 0;
         g = false, h = false, hv = false, fg = false, fgh = false,
         cons_j = false, cons_vjp = false, cons_jvp = false, cons_h = false,
         lag_h = false)
+    rmode = if adtype.mode isa Nothing
+        Enzyme.Reverse
+    else
+        set_runtime_activity2(Enzyme.Reverse, adtype.mode)
+    end
+
+    fmode = if adtype.mode isa Nothing
+        Enzyme.Forward
+    else
+        set_runtime_activity2(Enzyme.Forward, adtype.mode)
+    end
+
     if g == true && f.grad === nothing
         function grad(res, θ, p = p)
             Enzyme.make_zero!(res)
-            Enzyme.autodiff(Enzyme.Reverse,
+            Enzyme.autodiff(rmode,
                 Const(firstapply),
                 Active,
                 Const(f.f),
@@ -115,7 +121,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
     if fg == true && f.fg === nothing
         function fg!(res, θ, p = p)
             Enzyme.make_zero!(res)
-            y = Enzyme.autodiff(Enzyme.ReverseWithPrimal,
+            y = Enzyme.autodiff(WithPrimal(rmode),
                 Const(firstapply),
                 Active,
                 Const(f.f),
@@ -145,8 +151,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             Enzyme.make_zero!(bθ)
             Enzyme.make_zero!.(vdbθ)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 inner_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, vdθ),
                 Enzyme.BatchDuplicatedNoNeed(bθ, vdbθ),
                 Const(f.f),
@@ -168,8 +175,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             vdθ = Tuple((Array(r) for r in eachrow(I(length(θ)) * one(eltype(θ)))))
             vdbθ = Tuple(zeros(eltype(θ), length(θ)) for i in eachindex(θ))
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 inner_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, vdθ),
                 Enzyme.BatchDuplicatedNoNeed(G, vdbθ),
                 Const(f.f),
@@ -189,7 +197,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
     if hv == true && f.hv === nothing
         function hv!(H, θ, v, p = p)
             H .= Enzyme.autodiff(
-                Enzyme.Forward, hv_f2_alloc, Duplicated(θ, v),
+                fmode, hv_f2_alloc, Const(rmode), Duplicated(θ, v),
                 Const(f.f), Const(p)
             )[1]
         end
@@ -221,7 +229,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
                 Enzyme.make_zero!(Jaccache[i])
             end
             Enzyme.make_zero!(y)
-            Enzyme.autodiff(Enzyme.Forward, f.cons, BatchDuplicated(y, Jaccache),
+            Enzyme.autodiff(fmode, f.cons, BatchDuplicated(y, Jaccache),
                 BatchDuplicated(θ, seeds), Const(p))
             for i in eachindex(θ)
                 if J isa Vector
@@ -254,7 +262,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             Enzyme.make_zero!(res)
             Enzyme.make_zero!(cons_res)
 
-            Enzyme.autodiff(Enzyme.Reverse,
+            Enzyme.autodiff(rmode,
                 f.cons,
                 Const,
                 Duplicated(cons_res, v),
@@ -275,7 +283,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             Enzyme.make_zero!(res)
             Enzyme.make_zero!(cons_res)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 f.cons,
                 Duplicated(cons_res, res),
                 Duplicated(θ, v),
@@ -297,8 +305,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             for i in 1:num_cons
                 Enzyme.make_zero!(cons_bθ)
                 Enzyme.make_zero!.(cons_vdbθ)
-                Enzyme.autodiff(Enzyme.Forward,
+                Enzyme.autodiff(fmode,
                     cons_f2,
+                    Const(rmode),
                     Enzyme.BatchDuplicated(θ, cons_vdθ),
                     Enzyme.BatchDuplicated(cons_bθ, cons_vdbθ),
                     Const(f.cons),
@@ -332,8 +341,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             Enzyme.make_zero!(lag_bθ)
             Enzyme.make_zero!.(lag_vdbθ)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 lag_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, lag_vdθ),
                 Enzyme.BatchDuplicatedNoNeed(lag_bθ, lag_vdbθ),
                 Const(lagrangian),
@@ -357,8 +367,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{true}, x,
             Enzyme.make_zero!(lag_bθ)
             Enzyme.make_zero!.(lag_vdbθ)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 lag_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, lag_vdθ),
                 Enzyme.BatchDuplicatedNoNeed(lag_bθ, lag_vdbθ),
                 Const(lagrangian),
@@ -410,11 +421,23 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
         g = false, h = false, hv = false, fg = false, fgh = false,
         cons_j = false, cons_vjp = false, cons_jvp = false, cons_h = false,
         lag_h = false)
+    rmode = if adtype.mode isa Nothing
+        Enzyme.Reverse
+    else
+        set_runtime_activity2(Enzyme.Reverse, adtype.mode)
+    end
+
+    fmode = if adtype.mode isa Nothing
+        Enzyme.Forward
+    else
+        set_runtime_activity2(Enzyme.Forward, adtype.mode)
+    end
+
     if g == true && f.grad === nothing
         res = zeros(eltype(x), size(x))
         function grad(θ, p = p)
             Enzyme.make_zero!(res)
-            Enzyme.autodiff(Enzyme.Reverse,
+            Enzyme.autodiff(rmode,
                 Const(firstapply),
                 Active,
                 Const(f.f),
@@ -433,7 +456,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
         res_fg = zeros(eltype(x), size(x))
         function fg!(θ, p = p)
             Enzyme.make_zero!(res_fg)
-            y = Enzyme.autodiff(Enzyme.ReverseWithPrimal,
+            y = Enzyme.autodiff(WithPrimal(rmode),
                 Const(firstapply),
                 Active,
                 Const(f.f),
@@ -457,8 +480,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             Enzyme.make_zero!(bθ)
             Enzyme.make_zero!.(vdbθ)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 inner_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, vdθ),
                 Enzyme.BatchDuplicated(bθ, vdbθ),
                 Const(f.f),
@@ -485,8 +509,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             Enzyme.make_zero!(H_fgh)
             Enzyme.make_zero!.(vdbθ_fgh)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 inner_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, vdθ_fgh),
                 Enzyme.BatchDuplicatedNoNeed(G_fgh, vdbθ_fgh),
                 Const(f.f),
@@ -507,7 +532,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
     if hv == true && f.hv === nothing
         function hv!(θ, v, p = p)
             return Enzyme.autodiff(
-                Enzyme.Forward, hv_f2_alloc, DuplicatedNoNeed, Duplicated(θ, v),
+                fmode, hv_f2_alloc, DuplicatedNoNeed, Const(rmode), Duplicated(θ, v),
                 Const(_f), Const(f.f), Const(p)
             )[1]
         end
@@ -533,7 +558,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             for i in eachindex(Jaccache)
                 Enzyme.make_zero!(Jaccache[i])
             end
-            Jaccache, y = Enzyme.autodiff(Enzyme.ForwardWithPrimal, f.cons, Duplicated,
+            Jaccache, y = Enzyme.autodiff(WithPrimal(fmode), f.cons, Duplicated,
                 BatchDuplicated(θ, seeds), Const(p))
             if size(y, 1) == 1
                 return reduce(vcat, Jaccache)
@@ -555,7 +580,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             Enzyme.make_zero!(res_vjp)
             Enzyme.make_zero!(cons_vjp_res)
 
-            Enzyme.autodiff(Enzyme.Reverse,
+            Enzyme.autodiff(WithPrimal(rmode),
                 f.cons,
                 Const,
                 Duplicated(cons_vjp_res, v),
@@ -578,7 +603,7 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             Enzyme.make_zero!(res_jvp)
             Enzyme.make_zero!(cons_jvp_res)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 f.cons,
                 Duplicated(cons_jvp_res, res_jvp),
                 Duplicated(θ, v),
@@ -601,8 +626,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             return map(1:num_cons) do i
                 Enzyme.make_zero!(cons_bθ)
                 Enzyme.make_zero!.(cons_vdbθ)
-                Enzyme.autodiff(Enzyme.Forward,
+                Enzyme.autodiff(fmode,
                     cons_f2_oop,
+                    Const(rmode),
                     Enzyme.BatchDuplicated(θ, cons_vdθ),
                     Enzyme.BatchDuplicated(cons_bθ, cons_vdbθ),
                     Const(f.cons),
@@ -631,8 +657,9 @@ function OptimizationBase.instantiate_function(f::OptimizationFunction{false}, x
             Enzyme.make_zero!(lag_bθ)
             Enzyme.make_zero!.(lag_vdbθ)
 
-            Enzyme.autodiff(Enzyme.Forward,
+            Enzyme.autodiff(fmode,
                 lag_grad,
+                Const(rmode),
                 Enzyme.BatchDuplicated(θ, lag_vdθ),
                 Enzyme.BatchDuplicatedNoNeed(lag_bθ, lag_vdbθ),
                 Const(lagrangian),