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WIP: Make Enzyme discrete adjoints work #2282

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WIP: Make Enzyme discrete adjoints work #2282

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7dba466
WIP: Make Enzyme discrete adjoints work
ChrisRackauckas Jul 13, 2024
079f118
Fastpow removal
ChrisRackauckas Jul 14, 2024
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10 changes: 5 additions & 5 deletions src/integrators/controllers.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -65,7 +65,7 @@ end
q = inv(qmax)
else
expo = 1 / (get_current_adaptive_order(alg, integrator.cache) + 1)
qtmp = DiffEqBase.fastpow(EEst, expo) / gamma
qtmp = ^(EEst, expo) / gamma
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shouldn't these have a @fastmath (and Float32)?

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Yes, I was just seeing what's required in order to make Enzyme work on this.

@fastmath q = DiffEqBase.value(max(inv(qmax), min(inv(qmin), qtmp)))
# TODO: Shouldn't this be in `step_accept_controller!` as for the PI controller?
integrator.qold = DiffEqBase.value(integrator.dt) / q
Expand Down Expand Up @@ -138,8 +138,8 @@ end
if iszero(EEst)
q = inv(qmax)
else
q11 = DiffEqBase.fastpow(EEst, float(beta1))
q = q11 / DiffEqBase.fastpow(qold, float(beta2))
q11 = ^(EEst, float(beta1))
q = q11 / ^(qold, float(beta2))
integrator.q11 = q11
@fastmath q = max(inv(qmax), min(inv(qmin), q / gamma))
end
Expand Down Expand Up @@ -412,7 +412,7 @@ end
fac = min(gamma, (1 + 2 * maxiters) * gamma / (iter + 2 * maxiters))
end
expo = 1 / (get_current_adaptive_order(alg, integrator.cache) + 1)
qtmp = DiffEqBase.fastpow(EEst, expo) / fac
qtmp = ^(EEst, expo) / fac
@fastmath q = DiffEqBase.value(max(inv(qmax), min(inv(qmin), qtmp)))
integrator.qold = q
end
Expand All @@ -426,7 +426,7 @@ function step_accept_controller!(integrator, controller::PredictiveController, a
if integrator.success_iter > 0
expo = 1 / (get_current_adaptive_order(alg, integrator.cache) + 1)
qgus = (integrator.dtacc / integrator.dt) *
DiffEqBase.fastpow((EEst^2) / integrator.erracc, expo)
^((EEst^2) / integrator.erracc, expo)
qgus = max(inv(qmax), min(inv(qmin), qgus / gamma))
qacc = max(q, qgus)
else
Expand Down
6 changes: 5 additions & 1 deletion src/integrators/integrator_interface.jl
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Expand Up @@ -480,7 +480,11 @@ function DiffEqBase.auto_dt_reset!(integrator::ODEIntegrator)
integrator.opts.internalnorm, integrator.sol.prob,
integrator)
integrator.dtpropose = integrator.dt
integrator.stats.nf += 2
increment_nf_from_initdt!(integrator.stats)
end

function increment_nf_from_initdt!(stats)
stats.nf += 2
end

function DiffEqBase.set_t!(integrator::ODEIntegrator, t::Real)
Expand Down
71 changes: 39 additions & 32 deletions src/integrators/integrator_utils.jl
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Expand Up @@ -231,57 +231,33 @@ function _loopfooter!(integrator)
(integrator.opts.force_dtmin &&
abs(integrator.dt) <= timedepentdtmin(integrator))
if integrator.accept_step # Accept
integrator.stats.naccept += 1
increment_accept!(integrator.stats)
integrator.last_stepfail = false
dtnew = DiffEqBase.value(step_accept_controller!(integrator,
integrator.alg,
q)) *
oneunit(integrator.dt)
integrator.tprev = integrator.t
integrator.t = if has_tstop(integrator)
tstop = integrator.tdir * first_tstop(integrator)
if abs(ttmp - tstop) <
100eps(float(max(integrator.t, tstop) / oneunit(integrator.t))) *
oneunit(integrator.t)
tstop
else
ttmp
end
else
ttmp
end
integrator.t = fixed_t_for_floatingpoint_error!(integrator, ttmp)
calc_dt_propose!(integrator, dtnew)
handle_callbacks!(integrator)
else # Reject
increment_reject!(integrator.stats)
integrator.stats.nreject += 1
end
elseif !integrator.opts.adaptive #Not adaptive
integrator.stats.naccept += 1
increment_accept!(integrator.stats)
integrator.tprev = integrator.t
integrator.t = if has_tstop(integrator)
tstop = integrator.tdir * first_tstop(integrator)
if abs(ttmp - tstop) <
100eps(float(integrator.t / oneunit(integrator.t))) * oneunit(integrator.t)
tstop
else
ttmp
end
else
ttmp
end
integrator.t = fixed_t_for_floatingpoint_error!(integrator, ttmp)
integrator.last_stepfail = false
integrator.accept_step = true
integrator.dtpropose = integrator.dt
handle_callbacks!(integrator)
end
if integrator.opts.progress && integrator.iter % integrator.opts.progress_steps == 0
t1, t2 = integrator.sol.prob.tspan
@logmsg(LogLevel(-1),
integrator.opts.progress_name,
_id=integrator.opts.progress_id,
message=integrator.opts.progress_message(integrator.dt, integrator.u,
integrator.p, integrator.t),
progress=(integrator.t - t1) / (t2 - t1))
log_step!(integrator.opts.progress_name, integrator.opts.progress_id,
integrator.opts.progress_message, integrator.dt, integrator.u,
integrator.p, integrator.t, integrator.sol.prob.tspan)
end

# Take value because if t is dual then maxeig can be dual
Expand All @@ -295,6 +271,37 @@ function _loopfooter!(integrator)
nothing
end

function increment_accept!(stats)
stats.naccept += 1
end

function increment_reject!(stats)
stats.nreject += 1
end

function log_step!(progress_name, progress_id, progress_message, dt, u, p, t, tspan)
t1, t2 = tspan
@logmsg(LogLevel(-1),progress_name,
_id=progress_id,
message=progress_message(dt, u, p, t),
progress=(t - t1) / (t2 - t1))
end

function fixed_t_for_floatingpoint_error!(integrator, ttmp)
if has_tstop(integrator)
tstop = integrator.tdir * first_tstop(integrator)
if abs(ttmp - tstop) <
100eps(float(max(integrator.t, tstop) / oneunit(integrator.t))) *
oneunit(integrator.t)
tstop
else
ttmp
end
else
ttmp
end
end

# Use a generated function to call apply_callback! in a type-stable way
@generated function apply_ith_callback!(integrator,
time, upcrossing, event_idx, cb_idx,
Expand Down
2 changes: 1 addition & 1 deletion src/integrators/type.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -177,7 +177,7 @@ mutable struct ODEIntegrator{algType <: Union{OrdinaryDiffEqAlgorithm, DAEAlgori
do_error_check,
event_last_time, vector_event_last_time, last_event_error,
accept_step, isout, reeval_fsal, u_modified, reinitialize, isdae,
opts, stats, initializealg, differential_vars) # Leave off fsalfirst and last
opts, stats, initializealg, differential_vars, zero(u), zero(u))
end
end

Expand Down
12 changes: 10 additions & 2 deletions src/perform_step/low_order_rk_perform_step.jl
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Expand Up @@ -797,10 +797,14 @@ function initialize!(integrator, cache::Tsit5Cache)
integrator.k[6] = cache.k6
integrator.k[7] = cache.k7
integrator.f(integrator.fsalfirst, integrator.uprev, integrator.p, integrator.t) # Pre-start fsal
integrator.stats.nf += 1
increment_nf!(integrator.stats)
return nothing
end

function increment_nf!(stats)
stats.nf += 1
end

@muladd function perform_step!(integrator, cache::Tsit5Cache, repeat_step = false)
@unpack t, dt, uprev, u, f, p = integrator
T = constvalue(recursive_unitless_bottom_eltype(u))
Expand Down Expand Up @@ -832,7 +836,7 @@ end
stage_limiter!(u, integrator, p, t + dt)
step_limiter!(u, integrator, p, t + dt)
f(k7, u, p, t + dt)
integrator.stats.nf += 6
increment_nf_perform_step!(integrator.stats)
if integrator.alg isa CompositeAlgorithm
g7 = u
g6 = tmp
Expand All @@ -853,6 +857,10 @@ end
return nothing
end

function increment_nf_perform_step!(stats)
stats.nf += 6
end

function initialize!(integrator, cache::DP5ConstantCache)
integrator.kshortsize = 4
integrator.k = typeof(integrator.k)(undef, integrator.kshortsize)
Expand Down
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