提交 88cc33b6 authored 作者: Ricardo Vieira's avatar Ricardo Vieira 提交者: Ricardo Vieira

Fix Scan JAX dispatcher

上级 7b609047
import jax import jax
import jax.numpy as jnp import jax.numpy as jnp
from pytensor.graph.fg import FunctionGraph
from pytensor.link.jax.dispatch.basic import jax_funcify from pytensor.link.jax.dispatch.basic import jax_funcify
from pytensor.scan.op import Scan from pytensor.scan.op import Scan
from pytensor.scan.utils import ScanArgs
@jax_funcify.register(Scan) @jax_funcify.register(Scan)
def jax_funcify_Scan(op, **kwargs): def jax_funcify_Scan(op: Scan, **kwargs):
inner_fg = FunctionGraph(op.inputs, op.outputs) info = op.info
jax_at_inner_func = jax_funcify(inner_fg, **kwargs)
def scan(*outer_inputs): if info.as_while:
scan_args = ScanArgs( raise NotImplementedError("While Scan cannot yet be converted to JAX")
list(outer_inputs), [None] * op.info.n_outs, op.inputs, op.outputs, op.info
if info.n_mit_mot:
raise NotImplementedError(
"Scan with MIT-MOT (gradients of scan) cannot yet be converted to JAX"
) )
# `outer_inputs` is a list with the following composite form: # Optimize inner graph
# [n_steps] rewriter = op.mode_instance.optimizer
# + outer_in_seqs rewriter(op.fgraph)
# + outer_in_mit_mot scan_inner_func = jax_funcify(op.fgraph, **kwargs)
# + outer_in_mit_sot
# + outer_in_sit_sot def scan(*outer_inputs):
# + outer_in_shared # Extract JAX scan inputs
# + outer_in_nit_sot outer_inputs = list(outer_inputs)
# + outer_in_non_seqs n_steps = outer_inputs[0] # JAX `length`
n_steps = scan_args.n_steps seqs = op.outer_seqs(outer_inputs) # JAX `xs`
seqs = scan_args.outer_in_seqs
mit_sot_init = []
# TODO: mit_mots for tap, seq in zip(op.info.mit_sot_in_slices, op.outer_mitsot(outer_inputs)):
mit_mot_in_slices = [] init_slice = seq[: abs(min(tap))]
mit_sot_init.append(init_slice)
mit_sot_in_slices = []
for tap, seq in zip(scan_args.mit_sot_in_slices, scan_args.outer_in_mit_sot): sit_sot_init = [seq[0] for seq in op.outer_sitsot(outer_inputs)]
neg_taps = [abs(t) for t in tap if t < 0]
pos_taps = [abs(t) for t in tap if t > 0]
max_neg = max(neg_taps) if neg_taps else 0
max_pos = max(pos_taps) if pos_taps else 0
init_slice = seq[: max_neg + max_pos]
mit_sot_in_slices.append(init_slice)
sit_sot_in_slices = [seq[0] for seq in scan_args.outer_in_sit_sot]
init_carry = ( init_carry = (
mit_mot_in_slices, mit_sot_init,
mit_sot_in_slices, sit_sot_init,
sit_sot_in_slices, op.outer_shared(outer_inputs),
scan_args.outer_in_shared, op.outer_non_seqs(outer_inputs),
scan_args.outer_in_non_seqs, ) # JAX `init`
)
def jax_args_to_inner_func_args(carry, x):
"""Convert JAX scan arguments into format expected by scan_inner_func.
scan(carry, x) -> scan_inner_func(seqs, mit_sot, sit_sot, shared, non_seqs)
"""
def jax_args_to_inner_scan(op, carry, x): # `carry` contains all inner taps, shared terms, and non_seqs
# `carry` contains all inner-output taps, non_seqs, and shared
# terms
( (
inner_in_mit_mot, inner_mit_sot,
inner_in_mit_sot, inner_sit_sot,
inner_in_sit_sot, inner_shared,
inner_in_shared, inner_non_seqs,
inner_in_non_seqs,
) = carry ) = carry
# `x` contains the in_seqs # `x` contains the inner sequences
inner_in_seqs = x inner_seqs = x
# `inner_scan_inputs` is a list with the following composite form: mit_sot_flatten = []
# inner_in_seqs for array, index in zip(inner_mit_sot, op.info.mit_sot_in_slices):
# + sum(inner_in_mit_mot, []) mit_sot_flatten.extend(array[jnp.array(index)])
# + sum(inner_in_mit_sot, [])
# + inner_in_sit_sot inner_scan_inputs = [
# + inner_in_shared *inner_seqs,
# + inner_in_non_seqs *mit_sot_flatten,
inner_in_mit_sot_flatten = [] *inner_sit_sot,
for array, index in zip(inner_in_mit_sot, scan_args.mit_sot_in_slices): *inner_shared,
inner_in_mit_sot_flatten.extend(array[jnp.array(index)]) *inner_non_seqs,
]
inner_scan_inputs = sum(
[
inner_in_seqs,
inner_in_mit_mot,
inner_in_mit_sot_flatten,
inner_in_sit_sot,
inner_in_shared,
inner_in_non_seqs,
],
[],
)
return inner_scan_inputs return inner_scan_inputs
def inner_scan_outs_to_jax_outs( def inner_func_outs_to_jax_outs(
op,
old_carry, old_carry,
inner_scan_outs, inner_scan_outs,
): ):
"""Convert inner_scan_func outputs into format expected by JAX scan.
old_carry + (mit_sot_outs, sit_sot_outs, nit_sot_outs, shared_outs) -> (new_carry, ys)
"""
( (
inner_in_mit_mot, inner_mit_sot,
inner_in_mit_sot, inner_sit_sot,
inner_in_sit_sot, inner_shared,
inner_in_shared, inner_non_seqs,
inner_in_non_seqs,
) = old_carry ) = old_carry
def update_mit_sot(mit_sot, new_val): inner_mit_sot_outs = op.inner_mitsot_outs(inner_scan_outs)
return jnp.concatenate([mit_sot[1:], new_val[None, ...]], axis=0) inner_sit_sot_outs = op.inner_sitsot_outs(inner_scan_outs)
inner_nit_sot_outs = op.inner_nitsot_outs(inner_scan_outs)
inner_out_mit_sot = [ inner_shared_outs = op.inner_shared_outs(inner_scan_outs)
update_mit_sot(mit_sot, new_val)
for mit_sot, new_val in zip(inner_in_mit_sot, inner_scan_outs) # Replace the oldest mit_sot tap by the newest value
inner_mit_sot_new = [
jnp.concatenate([old_mit_sot[1:], new_val[None, ...]], axis=0)
for old_mit_sot, new_val in zip(
inner_mit_sot,
inner_mit_sot_outs,
)
] ]
# This should contain all inner-output taps, non_seqs, and shared # Nothing needs to be done with sit_sot
# terms inner_sit_sot_new = inner_sit_sot_outs
if not inner_in_sit_sot:
inner_out_sit_sot = [] inner_shared_new = inner_shared
else: # Replace old shared inputs by new shared outputs
inner_out_sit_sot = inner_scan_outs inner_shared_new[: len(inner_shared_outs)] = inner_shared_outs
new_carry = ( new_carry = (
inner_in_mit_mot, inner_mit_sot_new,
inner_sit_sot_new,
inner_shared_new,
inner_non_seqs,
)
# Shared variables and non_seqs are not traced
traced_outs = [
*inner_mit_sot_outs,
*inner_sit_sot_outs,
*inner_nit_sot_outs,
]
return new_carry, traced_outs
def jax_inner_func(carry, x):
inner_args = jax_args_to_inner_func_args(carry, x)
inner_scan_outs = list(scan_inner_func(*inner_args))
new_carry, traced_outs = inner_func_outs_to_jax_outs(carry, inner_scan_outs)
return new_carry, traced_outs
# Extract PyTensor scan outputs
final_carry, traces = jax.lax.scan(
jax_inner_func, init_carry, seqs, length=n_steps
)
def get_partial_traces(traces):
"""Convert JAX scan traces to PyTensor traces.
We need to:
1. Prepend initial states to JAX output traces
2. Slice final traces if Scan was instructed to only keep a portion
"""
init_states = mit_sot_init + sit_sot_init + [None] * op.info.n_nit_sot
buffers = (
op.outer_mitsot(outer_inputs)
+ op.outer_sitsot(outer_inputs)
+ op.outer_nitsot(outer_inputs)
)
partial_traces = []
for init_state, trace, buffer in zip(init_states, traces, buffers):
if init_state is not None:
# MIT-SOT and SIT-SOT: The final output should be as long as the input buffer
full_trace = jnp.concatenate(
[jnp.atleast_1d(init_state), jnp.atleast_1d(trace)],
axis=0,
)
buffer_size = buffer.shape[0]
else:
# NIT-SOT: Buffer is just the number of entries that should be returned
full_trace = jnp.atleast_1d(trace)
buffer_size = buffer
partial_trace = full_trace[-buffer_size:]
partial_traces.append(partial_trace)
return partial_traces
def get_shared_outs(final_carry):
"""Retrive last state of shared_outs from final_carry.
These outputs cannot be traced in PyTensor Scan
"""
(
inner_out_mit_sot, inner_out_mit_sot,
inner_out_sit_sot, inner_out_sit_sot,
inner_in_shared, inner_out_shared,
inner_in_non_seqs, inner_in_non_seqs,
) ) = final_carry
return new_carry shared_outs = inner_out_shared[: info.n_shared_outs]
return list(shared_outs)
def jax_inner_func(carry, x): scan_outs_final = get_partial_traces(traces) + get_shared_outs(final_carry)
inner_args = jax_args_to_inner_scan(op, carry, x)
inner_scan_outs = list(jax_at_inner_func(*inner_args))
new_carry = inner_scan_outs_to_jax_outs(op, carry, inner_scan_outs)
return new_carry, inner_scan_outs
_, scan_out = jax.lax.scan(jax_inner_func, init_carry, seqs, length=n_steps)
# We need to prepend the initial values so that the JAX output will
# match the raw `Scan` `Op` output and, thus, work with a downstream
# `Subtensor` `Op` introduced by the `scan` helper function.
def append_scan_out(scan_in_part, scan_out_part):
return jnp.concatenate([scan_in_part[:-n_steps], scan_out_part], axis=0)
if scan_args.outer_in_mit_sot:
scan_out_final = [
append_scan_out(init, out)
for init, out in zip(scan_args.outer_in_mit_sot, scan_out)
]
elif scan_args.outer_in_sit_sot:
scan_out_final = [
append_scan_out(init, out)
for init, out in zip(scan_args.outer_in_sit_sot, scan_out)
]
if len(scan_out_final) == 1: if len(scan_outs_final) == 1:
scan_out_final = scan_out_final[0] scan_outs_final = scan_outs_final[0]
return scan_out_final return scan_outs_final
return scan return scan
import re
import numpy as np import numpy as np
import pytest import pytest
from packaging.version import parse as version_parse
import pytensor.tensor as at import pytensor.tensor as at
from pytensor import function, shared
from pytensor.compile import get_mode
from pytensor.configdefaults import config from pytensor.configdefaults import config
from pytensor.graph.fg import FunctionGraph from pytensor.graph.fg import FunctionGraph
from pytensor.scan import until
from pytensor.scan.basic import scan from pytensor.scan.basic import scan
from pytensor.scan.op import Scan
from pytensor.tensor import random
from pytensor.tensor.math import gammaln, log from pytensor.tensor.math import gammaln, log
from pytensor.tensor.type import ivector, lscalar, scalar from pytensor.tensor.type import lscalar, scalar, vector
from tests.link.jax.test_basic import compare_jax_and_py from tests.link.jax.test_basic import compare_jax_and_py
jax = pytest.importorskip("jax") jax = pytest.importorskip("jax")
@pytest.mark.xfail( @pytest.mark.parametrize("view", [None, (-1,), slice(-2, None, None)])
version_parse(jax.__version__) >= version_parse("0.2.12"), def test_scan_sit_sot(view):
reason="Omnistaging cannot be disabled", x0 = at.scalar("x0", dtype="float64")
) xs, _ = scan(
def test_jax_scan_multiple_output(): lambda xtm1: xtm1 + 1,
outputs_info=[x0],
n_steps=10,
)
if view:
xs = xs[view]
fg = FunctionGraph([x0], [xs])
test_input_vals = [np.e]
compare_jax_and_py(fg, test_input_vals)
@pytest.mark.parametrize("view", [None, (-1,), slice(-4, -1, None)])
def test_scan_mit_sot(view):
x0 = at.vector("x0", dtype="float64", shape=(3,))
xs, _ = scan(
lambda xtm3, xtm1: xtm3 + xtm1 + 1,
outputs_info=[{"initial": x0, "taps": [-3, -1]}],
n_steps=10,
)
if view:
xs = xs[view]
fg = FunctionGraph([x0], [xs])
test_input_vals = [np.full((3,), np.e)]
compare_jax_and_py(fg, test_input_vals)
@pytest.mark.parametrize("view_x", [None, (-1,), slice(-4, -1, None)])
@pytest.mark.parametrize("view_y", [None, (-1,), slice(-4, -1, None)])
def test_scan_multiple_mit_sot(view_x, view_y):
x0 = at.vector("x0", dtype="float64", shape=(3,))
y0 = at.vector("y0", dtype="float64", shape=(4,))
def step(xtm3, xtm1, ytm4, ytm2):
return xtm3 + ytm4 + 1, xtm1 + ytm2 + 2
[xs, ys], _ = scan(
fn=step,
outputs_info=[
{"initial": x0, "taps": [-3, -1]},
{"initial": y0, "taps": [-4, -2]},
],
n_steps=10,
)
if view_x:
xs = xs[view_x]
if view_y:
ys = ys[view_y]
fg = FunctionGraph([x0, y0], [xs, ys])
test_input_vals = [np.full((3,), np.e), np.full((4,), np.pi)]
compare_jax_and_py(fg, test_input_vals)
@pytest.mark.parametrize("view", [None, (-2,), slice(None, None, 2)])
def test_scan_nit_sot(view):
rng = np.random.default_rng(seed=49)
xs = at.vector("x0", dtype="float64", shape=(10,))
ys, _ = scan(
lambda x: at.exp(x),
outputs_info=[None],
sequences=[xs],
)
if view:
ys = ys[view]
fg = FunctionGraph([xs], [ys])
test_input_vals = [rng.normal(size=10)]
# We need to remove pushout rewrites, or the whole scan would just be
# converted to an Elemwise on xs
jax_fn, _ = compare_jax_and_py(
fg, test_input_vals, jax_mode=get_mode("JAX").excluding("scan_pushout")
)
scan_nodes = [
node for node in jax_fn.maker.fgraph.apply_nodes if isinstance(node.op, Scan)
]
assert len(scan_nodes) == 1
@pytest.mark.xfail(raises=NotImplementedError)
def test_scan_mit_mot():
xs = at.vector("xs", shape=(10,))
ys, _ = scan(
lambda xtm2, xtm1: (xtm2 + xtm1),
outputs_info=[{"initial": xs, "taps": [-2, -1]}],
n_steps=10,
)
grads_wrt_xs = at.grad(ys.sum(), wrt=xs)
fg = FunctionGraph([xs], [grads_wrt_xs])
compare_jax_and_py(fg, [np.arange(10)])
def test_scan_update():
sh_static = shared(np.array(0.0), name="sh_static")
sh_update = shared(np.array(1.0), name="sh_update")
xs, update = scan(
lambda sh_static, sh_update: (
sh_static + sh_update,
{sh_update: sh_update * 2},
),
outputs_info=[None],
non_sequences=[sh_static, sh_update],
strict=True,
n_steps=7,
)
jax_fn = function([], xs, updates=update, mode="JAX")
np.testing.assert_array_equal(jax_fn(), np.array([1, 2, 4, 8, 16, 32, 64]) + 0.0)
sh_static.set_value(1.0)
np.testing.assert_array_equal(
jax_fn(), np.array([128, 256, 512, 1024, 2048, 4096, 8192]) + 1.0
)
sh_static.set_value(2.0)
sh_update.set_value(1.0)
np.testing.assert_array_equal(jax_fn(), np.array([1, 2, 4, 8, 16, 32, 64]) + 2.0)
def test_scan_rng_update():
rng = shared(np.random.default_rng(190), name="rng")
def update_fn(rng):
new_rng, x = random.normal(rng=rng).owner.outputs
return x, {rng: new_rng}
xs, update = scan(
update_fn,
outputs_info=[None],
non_sequences=[rng],
strict=True,
n_steps=10,
)
# Without updates
with pytest.warns(
UserWarning,
match=re.escape("[rng] will not be used in the compiled JAX graph"),
):
jax_fn = function([], [xs], updates=None, mode="JAX")
res1, res2 = jax_fn(), jax_fn()
assert np.unique(res1).size == 10
assert np.unique(res2).size == 10
np.testing.assert_array_equal(res1, res2)
# With updates
with pytest.warns(
UserWarning,
match=re.escape("[rng] will not be used in the compiled JAX graph"),
):
jax_fn = function([], [xs], updates=update, mode="JAX")
res1, res2 = jax_fn(), jax_fn()
assert np.unique(res1).size == 10
assert np.unique(res2).size == 10
assert np.all(np.not_equal(res1, res2))
@pytest.mark.xfail(raises=NotImplementedError)
def test_scan_while():
xs, _ = scan(
lambda x: (x + 1, until(x < 10)),
outputs_info=[at.zeros(())],
n_steps=100,
)
fg = FunctionGraph([], [xs])
compare_jax_and_py(fg, [])
def test_scan_SEIR():
"""Test a scan implementation of a SEIR model. """Test a scan implementation of a SEIR model.
SEIR model definition: SEIR model definition:
...@@ -38,8 +216,8 @@ def test_jax_scan_multiple_output(): ...@@ -38,8 +216,8 @@ def test_jax_scan_multiple_output():
return binomln(n, value) + value * log(p) + (n - value) * log(1 - p) return binomln(n, value) + value * log(p) + (n - value) * log(1 - p)
# sequences # sequences
at_C = ivector("C_t") at_C = vector("C_t", dtype="int32", shape=(8,))
at_D = ivector("D_t") at_D = vector("D_t", dtype="int32", shape=(8,))
# outputs_info (initial conditions) # outputs_info (initial conditions)
st0 = lscalar("s_t0") st0 = lscalar("s_t0")
et0 = lscalar("e_t0") et0 = lscalar("e_t0")
...@@ -108,11 +286,7 @@ def test_jax_scan_multiple_output(): ...@@ -108,11 +286,7 @@ def test_jax_scan_multiple_output():
compare_jax_and_py(out_fg, test_input_vals) compare_jax_and_py(out_fg, test_input_vals)
@pytest.mark.xfail( def test_scan_mitsot_with_nonseq():
version_parse(jax.__version__) >= version_parse("0.2.12"),
reason="Omnistaging cannot be disabled",
)
def test_jax_scan_tap_output():
a_at = scalar("a") a_at = scalar("a")
def input_step_fn(y_tm1, y_tm3, a): def input_step_fn(y_tm1, y_tm3, a):
......
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