GaussAdjoint fails on a problem with discrete callbacks
m-bossart opened this issue · 2 comments
m-bossart commented
Describe the bug 🐞
When using GaussAdjoint() as the sensitivity algorithm, and ODEProblem with a discrete callback fails with a method error. Based on the stacktrace it seems to be a problem related to handling of the callbacks?
Expected behavior
I expect GaussAdjoint to be compatible with this problem.
Minimal Reproducible Example 👇
The minimal example is taken almost directly from the SciMLSensitivity tests (hybrid_de.jl). The only change is that the sensitivity algorithm is changed from ReverseDiffAdjoint() to GaussAdjoint(autojacvec=EnzymeVJP())
using Lux, ComponentArrays, SciMLSensitivity, DiffEqCallbacks, OrdinaryDiffEq, Test # , Plots
using Optimization, OptimizationOptimisers, Zygote, Random
u0 = Float32[2.0; 0.0]
datasize = 100
tspan = (0.0f0, 10.5f0)
dosetimes = [1.0, 2.0, 4.0, 8.0]
function affect!(integrator)
integrator.u = integrator.u .+ 1
end
cb_ = PresetTimeCallback(dosetimes, affect!, save_positions = (false, false))
function trueODEfunc(du, u, p, t)
du .= -u
end
t = range(tspan[1], tspan[2], length = datasize)
prob = ODEProblem(trueODEfunc, u0, tspan)
ode_data = Array(solve(prob, Tsit5(), callback = cb_, saveat = t))
dudt2 = Chain(Dense(2, 50, tanh), Dense(50, 2))
ps, st = Lux.setup(Random.default_rng(), dudt2)
ps = ComponentArray(ps)
function dudt(du, u, p, t)
du[1:2] .= -u[1:2]
du[3:end] .= first(dudt2(u[1:2], p, st))
end
z0 = Float32[u0; u0]
prob = ODEProblem(dudt, z0, tspan)
affect!(integrator) = integrator.u[1:2] .= integrator.u[3:end]
cb = PresetTimeCallback(dosetimes, affect!, save_positions = (false, false))
function predict_n_ode(ps)
Array(solve(prob, Tsit5(), u0 = z0, p = ps, callback = cb, saveat = t,
sensealg = GaussAdjoint(autojacvec=EnzymeVJP())))[1:2, :]
end
function loss_n_ode(ps, _)
pred = predict_n_ode(ps)
loss = sum(abs2, ode_data .- pred)
loss
end
loss_n_ode(ps, nothing)
Zygote.gradient(p -> loss_n_ode(ps, nothing), ps)
Error & Stacktrace
ERROR: MethodError: no method matching ndims(::Type{Nothing})
Closest candidates are:
ndims(::Type{Union{}}, Any...)
@ Base abstractarray.jl:276
ndims(::Type{<:MatrixOperator{T, AType}}) where {T, AType}
@ SciMLOperators C:\Users\Matt Bossart\.julia\packages\SciMLOperators\Kto0y\src\matrix.jl:192
ndims(::Type{<:Ref})
@ Base refpointer.jl:96
...
Stacktrace:
[1] Base.Broadcast.BroadcastStyle(::Type{Nothing})
@ Base.Broadcast .\broadcast.jl:103
[2] combine_styles(c::Nothing)
@ Base.Broadcast .\broadcast.jl:460
[3] combine_styles(c1::Nothing, c2::Base.Broadcast.Broadcasted{…})
@ Base.Broadcast .\broadcast.jl:461
[4] materialize!
@ .\broadcast.jl:911 [inlined]
[5] (::SciMLSensitivity.var"#affect!#272"{…})(integrator::OrdinaryDiffEq.ODEIntegrator{…})
@ SciMLSensitivity C:\Users\Matt Bossart\.julia\packages\SciMLSensitivity\4YtYh\src\callback_tracking.jl:362
[6] (::DiffEqCallbacks.var"#111#115"{…})(integrator::OrdinaryDiffEq.ODEIntegrator{…})
@ DiffEqCallbacks C:\Users\Matt Bossart\.julia\packages\DiffEqCallbacks\9fKPq\src\preset_time.jl:58
[7] apply_discrete_callback!
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\callbacks.jl:613 [inlined]
[8] apply_discrete_callback!
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\callbacks.jl:644 [inlined]
[9] apply_discrete_callback!
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\callbacks.jl:635 [inlined]
[10] apply_discrete_callback!
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\callbacks.jl:628 [inlined]
[11] handle_callbacks!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
@ OrdinaryDiffEq C:\Users\Matt Bossart\.julia\packages\OrdinaryDiffEq\HQ92J\src\integrators\integrator_utils.jl:349
[12] _loopfooter!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
@ OrdinaryDiffEq C:\Users\Matt Bossart\.julia\packages\OrdinaryDiffEq\HQ92J\src\integrators\integrator_utils.jl:254
[13] loopfooter!
@ C:\Users\Matt Bossart\.julia\packages\OrdinaryDiffEq\HQ92J\src\integrators\integrator_utils.jl:207 [inlined]
[14] solve!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
@ OrdinaryDiffEq C:\Users\Matt Bossart\.julia\packages\OrdinaryDiffEq\HQ92J\src\solve.jl:558
[15] #__solve#560
@ C:\Users\Matt Bossart\.julia\packages\OrdinaryDiffEq\HQ92J\src\solve.jl:7 [inlined]
[16] __solve
@ C:\Users\Matt Bossart\.julia\packages\OrdinaryDiffEq\HQ92J\src\solve.jl:1 [inlined]
[17] solve_call(_prob::ODEProblem{…}, args::Tsit5{…}; merge_callbacks::Bool, kwargshandle::Nothing, kwargs::@Kwargs{…})
@ DiffEqBase C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:612
[18] solve_call
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:569 [inlined]
[19] #solve_up#53
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:1080 [inlined]
[20] solve_up
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:1066 [inlined]
[21] #solve#51
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:1003 [inlined]
[22] _adjoint_sensitivities(sol::ODESolution{…}, sensealg::GaussAdjoint{…}, alg::Tsit5{…}; t::StepRangeLen{…}, dgdu_discrete::Function, dgdp_discrete::Nothing, dgdu_continuous::Nothing, dgdp_continuous::Nothing, g::Nothing, abstol::Float64, reltol::Float64, checkpoints::Vector{…}, corfunc_analytical::Bool, callback::CallbackSet{…}, kwargs::@Kwargs{…})
@ SciMLSensitivity C:\Users\Matt Bossart\.julia\packages\SciMLSensitivity\4YtYh\src\gauss_adjoint.jl:580
[23] _adjoint_sensitivities
@ C:\Users\Matt Bossart\.julia\packages\SciMLSensitivity\4YtYh\src\gauss_adjoint.jl:533 [inlined]
[24] #adjoint_sensitivities#63
@ C:\Users\Matt Bossart\.julia\packages\SciMLSensitivity\4YtYh\src\sensitivity_interface.jl:401 [inlined]
[25] (::SciMLSensitivity.var"#adjoint_sensitivity_backpass#308"{…})(Δ::ODESolution{…})
@ SciMLSensitivity C:\Users\Matt Bossart\.julia\packages\SciMLSensitivity\4YtYh\src\concrete_solve.jl:625
[26] ZBack
@ C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\chainrules.jl:211 [inlined]
[27] (::Zygote.var"#kw_zpullback#53"{…})(dy::ODESolution{…})
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\chainrules.jl:237
[28] #291
@ C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\lib\lib.jl:206 [inlined]
[29] (::Zygote.var"#2169#back#293"{…})(Δ::ODESolution{…})
@ Zygote C:\Users\Matt Bossart\.julia\packages\ZygoteRules\M4xmc\src\adjoint.jl:72
[30] #solve#51
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:1003 [inlined]
[31] (::Zygote.Pullback{…})(Δ::ODESolution{…})
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\interface2.jl:0
[32] #291
@ C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\lib\lib.jl:206 [inlined]
[33] (::Zygote.var"#2169#back#293"{…})(Δ::ODESolution{…})
@ Zygote C:\Users\Matt Bossart\.julia\packages\ZygoteRules\M4xmc\src\adjoint.jl:72
[34] solve
@ C:\Users\Matt Bossart\.julia\packages\DiffEqBase\c8MAQ\src\solve.jl:993 [inlined]
[35] (::Zygote.Pullback{…})(Δ::ODESolution{…})
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\interface2.jl:0
[36] predict_n_ode
@ c:\Users\Matt Bossart\OneDrive - UCB-O365\Desktop\Transient Stability\Repositories\SciMLSensitivity.jl\test\hybrid_de.jl:35 [inlined]
[37] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Matrix{Float32})
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\interface2.jl:0
[38] loss_n_ode
@ c:\Users\Matt Bossart\OneDrive - UCB-O365\Desktop\Transient Stability\Repositories\SciMLSensitivity.jl\test\hybrid_de.jl:40 [inlined]
[39] #35
@ c:\Users\Matt Bossart\OneDrive - UCB-O365\Desktop\Transient Stability\Repositories\SciMLSensitivity.jl\test\hybrid_de.jl:45 [inlined]
[40] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Float32)
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\interface2.jl:0
[41] (::Zygote.var"#75#76"{Zygote.Pullback{Tuple{…}, Tuple{…}}})(Δ::Float32)
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\interface.jl:91
[42] gradient(f::Function, args::ComponentVector{Float32, Vector{Float32}, Tuple{Axis{…}}})
@ Zygote C:\Users\Matt Bossart\.julia\packages\Zygote\nsBv0\src\compiler\interface.jl:148
[43] top-level scope
@ c:\Users\Matt Bossart\OneDrive - UCB-O365\Desktop\Transient Stability\Repositories\SciMLSensitivity.jl\test\hybrid_de.jl:45
Environment (please complete the following information):
- Output of
using Pkg; Pkg.status()
Status `C:\Users\Matt Bossart\OneDrive - UCB-O365\Desktop\Transient Stability\Repositories\SciMLSensitivity.jl\test\Project.toml`
[b0b7db55] ComponentArrays v0.15.14
[459566f4] DiffEqCallbacks v3.6.2
[b2108857] Lux v0.5.58
[7f7a1694] Optimization v3.26.3
[42dfb2eb] OptimizationOptimisers v0.2.1
[1dea7af3] OrdinaryDiffEq v6.85.0
[1ed8b502] SciMLSensitivity v7.62.0
[e88e6eb3] Zygote v0.6.70
[9a3f8284] Random
[8dfed614] Test
- Output of
using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
[47edcb42] ADTypes v1.5.3
[621f4979] AbstractFFTs v1.5.0
[1520ce14] AbstractTrees v0.4.5
[7d9f7c33] Accessors v0.1.36
[79e6a3ab] Adapt v4.0.4
[66dad0bd] AliasTables v1.1.3
[dce04be8] ArgCheck v2.3.0
[ec485272] ArnoldiMethod v0.4.0
[4fba245c] ArrayInterface v7.11.0
[4c555306] ArrayLayouts v1.10.0
[a9b6321e] Atomix v0.1.0
[62783981] BitTwiddlingConvenienceFunctions v0.1.6
[fa961155] CEnum v0.5.0
[2a0fbf3d] CPUSummary v0.2.6
[49dc2e85] Calculus v0.5.1
[7057c7e9] Cassette v0.3.13
[082447d4] ChainRules v1.69.0
[d360d2e6] ChainRulesCore v1.24.0
[fb6a15b2] CloseOpenIntervals v0.1.13
[38540f10] CommonSolve v0.2.4
[bbf7d656] CommonSubexpressions v0.3.0
[f70d9fcc] CommonWorldInvalidations v1.0.0
[34da2185] Compat v4.15.0
[b0b7db55] ComponentArrays v0.15.14
[a33af91c] CompositionsBase v0.1.2
[2569d6c7] ConcreteStructs v0.2.3
[88cd18e8] ConsoleProgressMonitor v0.1.2
[187b0558] ConstructionBase v1.5.5
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[9a962f9c] DataAPI v1.16.0
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[2b5f629d] DiffEqBase v6.151.5
[459566f4] DiffEqCallbacks v3.6.2
[77a26b50] DiffEqNoiseProcess v5.21.0
[163ba53b] DiffResults v1.1.0
[b552c78f] DiffRules v1.15.1
[a0c0ee7d] DifferentiationInterface v0.5.7
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[bb5d69b7] MaybeInplace v0.1.3
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[46d2c3a1] MuladdMacro v0.2.4
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[2774e3e8] NLsolve v4.5.1
[872c559c] NNlib v0.9.18
[77ba4419] NaNMath v1.0.2
[8913a72c] NonlinearSolve v3.13.1
[d8793406] ObjectFile v0.4.1
[6fe1bfb0] OffsetArrays v1.14.0
[429524aa] Optim v1.9.4
[3bd65402] Optimisers v0.3.3
[7f7a1694] Optimization v3.26.3
[bca83a33] OptimizationBase v1.2.0
[42dfb2eb] OptimizationOptimisers v0.2.1
[bac558e1] OrderedCollections v1.6.3
[1dea7af3] OrdinaryDiffEq v6.85.0
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[f2c3362d] RecursiveFactorization v0.2.23
[189a3867] Reexport v1.2.2
[ae029012] Requires v1.3.0
[ae5879a3] ResettableStacks v1.1.1
[37e2e3b7] ReverseDiff v1.15.3
[79098fc4] Rmath v0.7.1
[7e49a35a] RuntimeGeneratedFunctions v0.5.13
[94e857df] SIMDTypes v0.1.0
[476501e8] SLEEFPirates v0.6.43
[0bca4576] SciMLBase v2.42.0
[c0aeaf25] SciMLOperators v0.3.8
[1ed8b502] SciMLSensitivity v7.62.0
[53ae85a6] SciMLStructures v1.4.1
[6c6a2e73] Scratch v1.2.1
[efcf1570] Setfield v1.1.1
[727e6d20] SimpleNonlinearSolve v1.10.1
[699a6c99] SimpleTraits v0.9.4
[ce78b400] SimpleUnPack v1.1.0
[a2af1166] SortingAlgorithms v1.2.1
[47a9eef4] SparseDiffTools v2.19.0
[dc90abb0] SparseInverseSubset v0.1.2
[0a514795] SparseMatrixColorings v0.3.3
[e56a9233] Sparspak v0.3.9
[276daf66] SpecialFunctions v2.4.0
[aedffcd0] Static v1.1.0
[0d7ed370] StaticArrayInterface v1.5.1
[90137ffa] StaticArrays v1.9.6
[1e83bf80] StaticArraysCore v1.4.3
[82ae8749] StatsAPI v1.7.0
[2913bbd2] StatsBase v0.34.3
[4c63d2b9] StatsFuns v1.3.1
[789caeaf] StochasticDiffEq v6.66.0
[7792a7ef] StrideArraysCore v0.5.7
[09ab397b] StructArrays v0.6.18
[53d494c1] StructIO v0.3.0
[2efcf032] SymbolicIndexingInterface v0.3.22
[3783bdb8] TableTraits v1.0.1
[bd369af6] Tables v1.11.1
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[3d5dd08c] VectorizationBase v0.21.70
[19fa3120] VertexSafeGraphs v0.2.0
[d49dbf32] WeightInitializers v0.1.8
[e88e6eb3] Zygote v0.6.70
[700de1a5] ZygoteRules v0.2.5
⌅ [7cc45869] Enzyme_jll v0.0.128+0
[1d5cc7b8] IntelOpenMP_jll v2024.1.0+0
[dad2f222] LLVMExtra_jll v0.0.30+0
[81d17ec3] L_BFGS_B_jll v3.0.1+0
[856f044c] MKL_jll v2024.1.0+0
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[f50d1b31] Rmath_jll v0.4.2+0
[1317d2d5] oneTBB_jll v2021.12.0+0
[0dad84c5] ArgTools v1.1.1
[56f22d72] Artifacts
[2a0f44e3] Base64
[ade2ca70] Dates
[8ba89e20] Distributed
[f43a241f] Downloads v1.6.0
[7b1f6079] FileWatching
[9fa8497b] Future
[b77e0a4c] InteractiveUtils
[4af54fe1] LazyArtifacts
[b27032c2] LibCURL v0.6.4
[76f85450] LibGit2
[8f399da3] Libdl
[37e2e46d] LinearAlgebra
[56ddb016] Logging
[d6f4376e] Markdown
[a63ad114] Mmap
[ca575930] NetworkOptions v1.2.0
[44cfe95a] Pkg v1.10.0
[de0858da] Printf
[3fa0cd96] REPL
[9a3f8284] Random
[ea8e919c] SHA v0.7.0
[9e88b42a] Serialization
[1a1011a3] SharedArrays
[6462fe0b] Sockets
[2f01184e] SparseArrays v1.10.0
[10745b16] Statistics v1.10.0
[4607b0f0] SuiteSparse
[fa267f1f] TOML v1.0.3
[a4e569a6] Tar v1.10.0
[8dfed614] Test
[cf7118a7] UUIDs
[4ec0a83e] Unicode
[e66e0078] CompilerSupportLibraries_jll v1.1.1+0
[deac9b47] LibCURL_jll v8.4.0+0
[e37daf67] LibGit2_jll v1.6.4+0
[29816b5a] LibSSH2_jll v1.11.0+1
[c8ffd9c3] MbedTLS_jll v2.28.2+1
[14a3606d] MozillaCACerts_jll v2023.1.10
[4536629a] OpenBLAS_jll v0.3.23+4
[05823500] OpenLibm_jll v0.8.1+2
[bea87d4a] SuiteSparse_jll v7.2.1+1
[83775a58] Zlib_jll v1.2.13+1
[8e850b90] libblastrampoline_jll v5.8.0+1
[8e850ede] nghttp2_jll v1.52.0+1
[3f19e933] p7zip_jll v17.4.0+2
Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`- Output of
versioninfo()
Julia Version 1.10.4
Commit 48d4fd4843 (2024-06-04 10:41 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: Windows (x86_64-w64-mingw32)
CPU: 16 × 11th Gen Intel(R) Core(TM) i7-11800H @ 2.30GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-15.0.7 (ORCJIT, tigerlake)
Threads: 1 default, 0 interactive, 1 GC (on 16 virtual cores)
Environment:
JULIA_EDITOR = code
JULIA_NUM_THREADS =