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Return the correct number of cotangents for functions with optional arguments #436

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Merged
mzgubic merged 8 commits into from
Jun 4, 2021
Merged

Return the correct number of cotangents for functions with optional arguments #436

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310f0cc
separate rrules for optional arguments
Jun 4, 2021
9295d81
bump version
Jun 4, 2021
3e5f953
remove optional argument
Jun 4, 2021
a8a13bb
fix typo
Jun 4, 2021
5926550
short function
Jun 4, 2021
90bb64e
fix cholesky
Jun 4, 2021
ac2704f
do not check inference below 1.5
Jun 4, 2021
ca7005d
do not check_inferred below 1.5
Jun 4, 2021
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "ChainRules"
uuid = "082447d4-558c-5d27-93f4-14fc19e9eca2"
version = "0.8.1"
version = "0.8.2"

[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
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15 changes: 13 additions & 2 deletions src/rulesets/LinearAlgebra/dense.jl
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Expand Up @@ -194,10 +194,21 @@ function frule((_, ΔA), ::typeof(pinv), A::AbstractMatrix{T}; kwargs...) where
return Y, ∂Y
end

function rrule(
::typeof(pinv),
x::Union{AbstractVector{T}, LinearAlgebra.AdjOrTransAbsVec{T}},
) where {T<:Union{Real,Complex}}
y, full_pb = rrule(pinv, x, 0)
function pinv_pullback(Δy)
return full_pb(Δy)[1:2]
end

@oxinabox oxinabox Jun 4, 2021

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I am trying to remeber if there is a reason we don't do this:

Suggested change
function pinv_pullback(Δy)
return full_pb(Δy)[1:2]
end
pinv_pullback(Δy) = full_pb(Δy)[1:2]

return y, pinv_pullback
end

function rrule(
::typeof(pinv),
x::AbstractVector{T},
tol::Real = 0,
tol::Real,
) where {T<:Union{Real,Complex}}
y = pinv(x, tol)
function pinv_pullback(Δy)
Expand All @@ -210,7 +221,7 @@ end
function rrule(
::typeof(pinv),
x::LinearAlgebra.AdjOrTransAbsVec{T},
tol::Real = 0,
tol::Real,
) where {T<:Union{Real,Complex}}
y = pinv(x, tol)
function pinv_pullback(Δy)
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10 changes: 8 additions & 2 deletions src/rulesets/LinearAlgebra/factorization.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -428,8 +428,14 @@ end
#####
##### `cholesky`
#####

function rrule(::typeof(cholesky), A::Real, uplo::Symbol=:U)
function rrule(::typeof(cholesky), A::Real)
y, full_pb = rrule(cholesky, A, :U)
function cholesky_pullback(ΔC::Tangent)
return full_pb(ΔC)[1:2]
end
return C, cholesky_pullback
end
function rrule(::typeof(cholesky), A::Real, uplo::Symbol)
C = cholesky(A, uplo)
function cholesky_pullback(ΔC::Tangent)
return NoTangent(), ΔC.factors[1, 1] / (2 * C.U[1, 1]), NoTangent()
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