AD for constrained distributions fails

[penelopeysm]

There are several CI test failures in TuringLang/Turing.jl#2341 but I think they all stem from this;

I constructed an MWE that won't require using that feature branch:

using DynamicPPL: @model, LogDensityFunction
using Distributions: Beta
using ADTypes: AutoMooncake
using LogDensityProblems: logdensity_and_gradient
using LogDensityProblemsAD: ADgradient
import Mooncake

@model f() = p ~ Beta(2, 2)
ℓ = ADgradient(:Mooncake, LogDensityFunction(f()))
logdensity_and_gradient(ℓ, [0.5])

As far as I can tell, it's only constrained distributions that trigger this, so Normal(0, 1) is fine but truncated(Normal(0, 1), 0, Inf) gives the same error.

Error traceback

julia> logdensity_and_gradient(ℓ, [0.5])
ERROR: MethodError: no method matching datatype_fieldcount(::Type{Union{Tuple{Float64, Float64}, Tuple{Float64, Int64}}})

Closest candidates are:
  datatype_fieldcount(::DataType)
   @ Base reflection.jl:855

Stacktrace:
  [1] #s11#88
    @ ~/test/Mooncake.jl/src/fwds_rvs_data.jl:566 [inlined]
  [2] var"#s11#88"(P::Any, ::Any, ::Any)
    @ Mooncake ./none:0
  [3] (::Core.GeneratedFunctionStub)(::UInt64, ::LineNumberNode, ::Any, ::Vararg{Any})
    @ Core ./boot.jl:602
  [4] make_ad_stmts!(stmt::Expr, line::Mooncake.ID, info::Mooncake.ADInfo)
    @ Mooncake ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:507
  [5] _broadcast_getindex_evalf
    @ ./broadcast.jl:709 [inlined]
  [6] _broadcast_getindex
    @ ./broadcast.jl:682 [inlined]
  [7] getindex
    @ ./broadcast.jl:636 [inlined]
  [8] macro expansion
    @ ./broadcast.jl:1004 [inlined]
  [9] macro expansion
    @ ./simdloop.jl:77 [inlined]
 [10] copyto!
    @ ./broadcast.jl:1003 [inlined]
 [11] copyto!
    @ ./broadcast.jl:956 [inlined]
 [12] copy
    @ ./broadcast.jl:928 [inlined]
 [13] materialize(bc::Base.Broadcast.Broadcasted{…})
    @ Base.Broadcast ./broadcast.jl:903
 [14] (::Mooncake.var"#199#201"{Mooncake.ADInfo})(primal_blk::Mooncake.BBlock)
    @ Mooncake ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:892
 [15] iterate
    @ ./generator.jl:47 [inlined]
 [16] collect_to!(dest::Vector{Tuple{…}}, itr::Base.Generator{Vector{…}, Mooncake.var"#199#201"{…}}, offs::Int64, st::Int64)
    @ Base ./array.jl:892
 [17] collect_to_with_first!(dest::Vector{…}, v1::Tuple{…}, itr::Base.Generator{…}, st::Int64)
    @ Base ./array.jl:870
 [18] _collect(c::Vector{…}, itr::Base.Generator{…}, ::Base.EltypeUnknown, isz::Base.HasShape{…})
    @ Base ./array.jl:864
 [19] collect_similar
    @ ./array.jl:763 [inlined]
 [20] map
    @ ./abstractarray.jl:3285 [inlined]
 [21] build_rrule(interp::Mooncake.MooncakeInterpreter{…}, sig_or_mi::Core.MethodInstance; debug_mode::Bool, silence_debug_messages::Bool)
    @ Mooncake ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:889
 [22] build_rrule
    @ ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:842 [inlined]
 [23] (::Mooncake.LazyDerivedRule{…})(::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…})
    @ Mooncake ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:1480
 [24] evaluate!!
    @ ~/.julia/packages/DynamicPPL/ooLj8/src/model.jl:893 [inlined]
 [25] (::Tuple{…})(none::Mooncake.CoDual{…}, none::Mooncake.CoDual{…}, none::Mooncake.CoDual{…}, none::Mooncake.CoDual{…})
    @ Base.Experimental ./<missing>:0
 [26] (::MistyClosures.MistyClosure{…})(::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…})
    @ MistyClosures ~/.julia/packages/MistyClosures/rzVHC/src/MistyClosures.jl:15
 [27] DerivedRule
    @ ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:733 [inlined]
 [28] (::Mooncake.LazyDerivedRule{…})(::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…})
    @ Mooncake ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:1501
 [29] logdensity
    @ ~/.julia/packages/DynamicPPL/ooLj8/src/logdensityfunction.jl:138 [inlined]
 [30] (::Tuple{…})(none::Mooncake.CoDual{…}, none::Mooncake.CoDual{…}, none::Mooncake.CoDual{…})
    @ Base.Experimental ./<missing>:0
 [31] (::MistyClosures.MistyClosure{…})(::Mooncake.CoDual{…}, ::Mooncake.CoDual{…}, ::Mooncake.CoDual{…})
    @ MistyClosures ~/.julia/packages/MistyClosures/rzVHC/src/MistyClosures.jl:15
 [32] DerivedRule
    @ ~/test/Mooncake.jl/src/interpreter/s2s_reverse_mode_ad.jl:733 [inlined]
 [33] logdensity_and_gradient(∇l::MooncakeLogDensityProblemsADExt.MooncakeGradientLogDensity{…}, x::Vector{…})
    @ MooncakeLogDensityProblemsADExt ~/test/Mooncake.jl/ext/MooncakeLogDensityProblemsADExt.jl:55
 [34] top-level scope
    @ REPL[31]:1
Some type information was truncated. Use `show(err)` to see complete types.

Manifest

Status `~/test/Manifest.toml`
  [47edcb42] ADTypes v1.9.0
  [80f14c24] AbstractMCMC v5.3.0
⌅ [7a57a42e] AbstractPPL v0.8.4
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  [7d9f7c33] Accessors v0.1.38
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  [66dad0bd] AliasTables v1.1.3
  [dce04be8] ArgCheck v2.3.0
  [ec485272] ArnoldiMethod v0.4.0
  [198e06fe] BangBang v0.4.3
  [9718e550] Baselet v0.1.1
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  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [244e2a9f] DefineSingletons v0.1.2
  [b429d917] DensityInterface v0.4.0
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  [de460e47] DiffTests v0.1.2
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  [ffbed154] DocStringExtensions v0.9.3
  [366bfd00] DynamicPPL v0.29.2
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  [d9f16b24] Functors v0.4.12
  [46192b85] GPUArraysCore v0.1.6
  [86223c79] Graphs v1.12.0
  [34004b35] HypergeometricFunctions v0.3.24
  [d25df0c9] Inflate v0.1.5
  [22cec73e] InitialValues v0.3.1
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.0
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [6fdf6af0] LogDensityProblems v2.1.2
  [996a588d] LogDensityProblemsAD v1.10.1
  [2ab3a3ac] LogExpFunctions v0.3.28
  [e6f89c97] LoggingExtras v1.0.3
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[willtebbutt]

Thanks for this. I don't know that I'll have time to look at it today, but I should be able to do so on Monday.

[penelopeysm]

No rush!