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Backport of some features to v0.2 (#56)
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* added Turing integration tests

* added weakdeps

* fixed Project.toml

* added extensions

* moved to usage of extensions + ADTypes.jl

* added test toml

* added Flux and Enzyme as weakdeps

* added Enzyme ext

* fixed accidental  includes

* fix requires and disa le Enzyme tests

* bump patch version

* fixed Requires usage

* another Project.toml fix

* more toml fixing

* maybe now
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torfjelde authored Apr 26, 2024
1 parent b0c4be3 commit 150a35a
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50 changes: 50 additions & 0 deletions .github/workflows/IntegrationTest.yml
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name: IntegrationTest

on:
push:
branches:
- master
merge_group:
types: [checks_requested]
pull_request:
branches: [v0.2-backport]

jobs:
test:
name: ${{ matrix.package.repo }}
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
package:
- {user: TuringLang, repo: Turing.jl}

steps:
- uses: actions/checkout@v2
- uses: julia-actions/setup-julia@v1
with:
version: 1
arch: x64
- uses: julia-actions/julia-buildpkg@latest
- name: Clone Downstream
uses: actions/checkout@v2
with:
repository: ${{ matrix.package.user }}/${{ matrix.package.repo }}
path: downstream
- name: Load this and run the downstream tests
shell: julia --color=yes --project=downstream {0}
run: |
using Pkg
try
# force it to use this PR's version of the package
Pkg.develop(PackageSpec(path=".")) # resolver may fail with main deps
Pkg.update()
Pkg.test(julia_args=["--depwarn=no"]) # resolver may fail with test time deps
catch err
err isa Pkg.Resolve.ResolverError || rethrow()
# If we can't resolve that means this is incompatible by SemVer and this is fine
# It means we marked this as a breaking change, so we don't need to worry about
# Mistakenly introducing a breaking change, as we have intentionally made one
@info "Not compatible with this release. No problem." exception=err
exit(0) # Exit immediately, as a success
end
33 changes: 26 additions & 7 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,9 +1,11 @@
name = "AdvancedVI"
uuid = "b5ca4192-6429-45e5-a2d9-87aec30a685c"
version = "0.2.4"
version = "0.2.5"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
DiffResults = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
DistributionsAD = "ced4e74d-a319-5a8a-b0ac-84af2272839c"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
Expand All @@ -16,22 +18,39 @@ StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"

[weakdeps]
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"

[extensions]
AdvancedVIEnzymeExt = ["Enzyme"]
AdvancedVIFluxExt = ["Flux"]
AdvancedVIReverseDiffExt = ["ReverseDiff"]
AdvancedVIZygoteExt = ["Zygote"]

[compat]
Bijectors = "0.11, 0.12, 0.13"
Distributions = "0.21, 0.22, 0.23, 0.24, 0.25"
DistributionsAD = "0.2, 0.3, 0.4, 0.5, 0.6"
DocStringExtensions = "0.8, 0.9"
Enzyme = "0.12"
LinearAlgebra = "1.6"
ForwardDiff = "0.10.3"
Flux = "0.14"
ProgressMeter = "1.0.0"
Requires = "0.5, 1.0"
Random = "1.6"
Requires = "1"
ReverseDiff = "1"
StatsBase = "0.32, 0.33, 0.34"
StatsFuns = "0.8, 0.9, 1"
Tracker = "0.2.3"
Zygote = "0.6"
julia = "1.6"

[extras]
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["Pkg", "Test"]
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
42 changes: 42 additions & 0 deletions ext/AdvancedVIEnzymeExt.jl
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@@ -0,0 +1,42 @@
module AdvancedVIEnzymeExt

if isdefined(Base, :get_extension)
using AdvancedVI: AdvancedVI, ADTypes, DiffResults, Distributions
using Enzyme: Enzyme
else
using ..AdvancedVI: AdvancedVI, ADTypes, DiffResults, Distributions
using ..Enzyme: Enzyme
end

AdvancedVI.ADBackend(::Val{:enzyme}) = ADTypes.AutoEnzyme()
function AdvancedVI.setadbackend(::Val{:enzyme})
Base.depwarn("`setadbackend` is deprecated. Please pass a `ADTypes.AbstractADType` as a keyword argument to the VI algorithm.", :setadbackend)
AdvancedVI.ADBACKEND[] = :enzyme
end

function AdvancedVI.grad!(
vo,
alg::AdvancedVI.VariationalInference{<:ADTypes.AutoEnzyme},
q,
model,
θ::AbstractVector{<:Real},
out::DiffResults.MutableDiffResult,
args...
)
f(θ) =
if (q isa Distributions.Distribution)
-vo(alg, AdvancedVI.update(q, θ), model, args...)
else
-vo(alg, q(θ), model, args...)
end
# Use `Enzyme.ReverseWithPrimal` once it is released:
# https://github.com/EnzymeAD/Enzyme.jl/pull/598
y = f(θ)
DiffResults.value!(out, y)
dy = DiffResults.gradient(out)
fill!(dy, 0)
Enzyme.autodiff(Enzyme.ReverseWithPrimal, f, Enzyme.Active, Enzyme.Duplicated(θ, dy))
return out
end

end
13 changes: 13 additions & 0 deletions ext/AdvancedVIFluxExt.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,13 @@
module AdvancedVIFluxExt

if isdefined(Base, :get_extension)
using AdvancedVI: AdvancedVI
using Flux: Flux
else
using ..AdvancedVI: AdvancedVI
using ..Flux: Flux
end

AdvancedVI.apply!(o::Flux.Optimise.AbstractOptimiser, x, Δ) = Flux.Optimise.apply!(o, x, Δ)

end
40 changes: 40 additions & 0 deletions ext/AdvancedVIReverseDiffExt.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,40 @@
module AdvancedVIReverseDiffExt

if isdefined(Base, :get_extension)
using AdvancedVI: AdvancedVI, ADTypes, DiffResults, Distributions
using ReverseDiff: ReverseDiff
else
using ..AdvancedVI: AdvancedVI, ADTypes, DiffResults, Distributions
using ..ReverseDiff: ReverseDiff
end

AdvancedVI.ADBackend(::Val{:reversediff}) = ADTypes.AutoReverseDiff()

function AdvancedVI.setadbackend(::Val{:reversediff})
Base.depwarn("`setadbackend` is deprecated. Please pass a `ADTypes.AbstractADType` as a keyword argument to the VI algorithm.", :setadbackend)
AdvancedVI.ADBACKEND[] = :reversediff
end

tape(f, x) = ReverseDiff.GradientTape(f, x)

function AdvancedVI.grad!(
vo,
alg::AdvancedVI.VariationalInference{<:ADTypes.AutoReverseDiff},
q,
model,
θ::AbstractVector{<:Real},
out::DiffResults.MutableDiffResult,
args...
)
f(θ) =
if (q isa Distributions.Distribution)
-vo(alg, AdvancedVI.update(q, θ), model, args...)
else
-vo(alg, q(θ), model, args...)
end
tp = tape(f, θ)
ReverseDiff.gradient!(out, tp, θ)
return out
end

end
39 changes: 39 additions & 0 deletions ext/AdvancedVIZygoteExt.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,39 @@
module AdvancedVIZygoteExt

if isdefined(Base, :get_extension)
using AdvancedVI: AdvancedVI, ADTypes, DiffResults, Distributions
using Zygote: Zygote
else
using ..AdvancedVI: AdvancedVI, ADTypes, DiffResults, Distributions
using ..Zygote: Zygote
end

AdvancedVI.ADBackend(::Val{:zygote}) = ADTypes.AutoZygote()
function AdvancedVI.setadbackend(::Val{:zygote})
Base.depwarn("`setadbackend` is deprecated. Please pass a `ADTypes.AbstractADType` as a keyword argument to the VI algorithm.", :setadbackend)
AdvancedVI.ADBACKEND[] = :zygote
end

function AdvancedVI.grad!(
vo,
alg::AdvancedVI.VariationalInference{<:ADTypes.AutoZygote},
q,
model,
θ::AbstractVector{<:Real},
out::DiffResults.MutableDiffResult,
args...
)
f(θ) =
if (q isa Distributions.Distribution)
-vo(alg, AdvancedVI.update(q, θ), model, args...)
else
-vo(alg, q(θ), model, args...)
end
y, back = Zygote.pullback(f, θ)
dy = first(back(1.0))
DiffResults.value!(out, y)
DiffResults.gradient!(out, dy)
return out
end

end
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2 comments on commit 150a35a

@torfjelde
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Registration pull request created: JuliaRegistries/General/105634

Tip: Release Notes

Did you know you can add release notes too? Just add markdown formatted text underneath the comment after the text
"Release notes:" and it will be added to the registry PR, and if TagBot is installed it will also be added to the
release that TagBot creates. i.e.

@JuliaRegistrator register

Release notes:

## Breaking changes

- blah

To add them here just re-invoke and the PR will be updated.

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.2.5 -m "<description of version>" 150a35a94a12b7e2d734f1336ade5ccb1dc43a22
git push origin v0.2.5

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