Tapir.jl Usage

.github/workflows/AD.yml

@@ -22,9 +22,13 @@ jobs:
           - x64
         AD:
           - ForwardDiff
+          - Tapir
           - Tracker
           - ReverseDiff
           - Zygote
+        exclude:
+          - version: 1.6
+            AD: Tapir
     steps:
       - uses: actions/checkout@v2
       - uses: julia-actions/setup-julia@v1

Project.toml

@@ -29,6 +29,7 @@ ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LazyArrays = "5078a376-72f3-5289-bfd5-ec5146d43c02"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
 Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
+Tapir = "07d77754-e150-4737-8c94-cd238a1fb45b"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [extensions]
@@ -37,6 +38,7 @@ BijectorsForwardDiffExt = "ForwardDiff"
 BijectorsLazyArraysExt = "LazyArrays"
 BijectorsReverseDiffExt = "ReverseDiff"
 BijectorsTrackerExt = "Tracker"
+BijectorsTapirExt = "Tapir"
 BijectorsZygoteExt = "Zygote"
 
 [compat]
@@ -60,6 +62,7 @@ Requires = "0.5, 1"
 ReverseDiff = "1"
 Roots = "1.3.4, 2"
 Statistics = "1"
+Tapir = "0.2.23"
 Tracker = "0.2"
 Zygote = "0.6.63"
 julia = "1.6"
@@ -69,5 +72,6 @@ DistributionsAD = "ced4e74d-a319-5a8a-b0ac-84af2272839c"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LazyArrays = "5078a376-72f3-5289-bfd5-ec5146d43c02"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
+Tapir = "07d77754-e150-4737-8c94-cd238a1fb45b"
 Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"

ext/BijectorsTapirExt.jl

@@ -0,0 +1,40 @@
+module BijectorsTapirExt
+
+if isdefined(Base, :get_extension)
+    using Tapir: @is_primitive, MinimalCtx, Tapir, CoDual, primal, tangent_type, @from_rrule
+    using Bijectors: find_alpha
+    using ChainRulesCore: rrule
+else
+    using ..Tapir: @is_primitive, MinimalCtx, Tapir, primal, tangent_type, @from_rrule
+    using ..Bijectors: find_alpha, rrule
+    using ..ChainRulesCore: rrule
+end
+
+for P in [Float16, Float32, Float64]
+    @from_rrule(MinimalCtx, Tuple{typeof(find_alpha),P,P,P})
+end
+
+# The final argument could be an Integer of some kind. This should be fine provided that
+# it has tangent type equal to `NoTangent`, which means that it's non-differentiable and
+# can be safely dropped. We verify that the concrete type of the Integer satisfies this
+# constraint, and error if (for some reason) it does not. This should be fine unless a very
+# unusual Integer type is encountered.
+@is_primitive(MinimalCtx, Tuple{typeof(find_alpha),P,P,Integer} where {P<:Base.IEEEFloat})
+
+function Tapir.rrule!!(
+    ::CoDual{typeof(find_alpha)}, x::CoDual{P}, y::CoDual{P}, z::CoDual{I}
+) where {P<:Base.IEEEFloat,I<:Integer}
+    # Require that the integer is non-differentiable.
+    if tangent_type(I) != Tapir.NoTangent
+        msg = "Integer argument has tangent type $(tangent_type(I)), should be NoTangent."
+        throw(ArgumentError(msg))
+    end
+    out, pb = rrule(find_alpha, primal(x), primal(y), primal(z))
+    function find_alpha_pb(dout::P)
+        _, dx, dy, _ = pb(dout)
+        return Tapir.NoRData(), P(dx), P(dy), Tapir.NoRData()
+    end
+    return Tapir.zero_fcodual(out), find_alpha_pb
+end
+
+end

test/Project.toml

@@ -15,6 +15,7 @@ LazyArrays = "5078a376-72f3-5289-bfd5-ec5146d43c02"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
+Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 MCMCDiagnosticTools = "be115224-59cd-429b-ad48-344e309966f0"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"

test/ad/chainrules.jl

@@ -27,6 +27,21 @@ end
     test_frule(Bijectors.find_alpha, x, y, z)
     test_rrule(Bijectors.find_alpha, x, y, z)
 
+    if @isdefined Tapir
+        Tapir.TestUtils.test_rrule!!(
+            Xoshiro(123), Bijectors.find_alpha, x, y, z; is_primitive=true, perf_flag=:none
+        )
+        Tapir.TestUtils.test_rrule!!(
+            Xoshiro(123), Bijectors.find_alpha, x, y, 3; is_primitive=true, perf_flag=:none
+        )
+        #! format: off
+        Tapir.TestUtils.test_rrule!!(
+            Xoshiro(123), Bijectors.find_alpha, x, y, UInt32(3);
+            is_primitive=true, perf_flag=:none,
+        )
+        #! format: on
+    end
+
     test_rrule(
         Bijectors.combine,
         Bijectors.PartitionMask(3, [1], [2]) ⊢ ChainRulesTestUtils.NoTangent(),

test/ad/utils.jl

@@ -30,5 +30,28 @@ function test_ad(f, x, broken=(); rtol=1e-6, atol=1e-6)
         end
     end
 
+    if (AD == "All" || AD == "Tapir") && VERSION >= v"1.10"
+        rule = Tapir.build_rrule(f, x; safety_on=false)
+        if :tapir in broken
+            @test_broken(
+                isapprox(
+                    Tapir.value_and_gradient!!(rule, f, x)[2][2],
+                    finitediff;
+                    rtol=rtol,
+                    atol=atol,
+                )
+            )
+        else
+            @test(
+                isapprox(
+                    Tapir.value_and_gradient!!(rule, f, x)[2][2],
+                    finitediff;
+                    rtol=rtol,
+                    atol=atol,
+                )
+            )
+        end
+    end
+
     return nothing
 end

test/runtests.jl

@@ -33,6 +33,14 @@ if VERSION < v"1.9"
     using Compat: stack
 end
 
+# Sadly, Tapir.jl cannot be installed on version 1.6, so we have to add it if we're testing
+# on at least version 1.10.
+if VERSION >= v"1.10"
+    using Pkg
+    Pkg.add("Tapir")
+    using Tapir
+end
+
 const GROUP = get(ENV, "GROUP", "All")
 
 # Always include this since it can be useful for other tests.