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| 1 | +module DifferentiationInterfaceHyperHessiansExt |
| 2 | + |
| 3 | +import DifferentiationInterface as DI |
| 4 | +import .DI: AutoHyperHessians |
| 5 | +using ADTypes: ForwardMode |
| 6 | +using HyperHessians: |
| 7 | + DirectionalHVPConfig, |
| 8 | + HessianConfig, |
| 9 | + Chunk, |
| 10 | + chunksize, |
| 11 | + pickchunksize, |
| 12 | + hessian, |
| 13 | + hessian!, |
| 14 | + hessian_gradient_value, |
| 15 | + hessian_gradient_value!, |
| 16 | + hessian, |
| 17 | + hvp, |
| 18 | + hvp!, |
| 19 | + hvp_gradient_value, |
| 20 | + hvp_gradient_value! |
| 21 | + |
| 22 | +## Traits |
| 23 | +DI.check_available(::DI.AutoHyperHessians) = true |
| 24 | +DI.inplace_support(::DI.AutoHyperHessians) = DI.InPlaceSupported() |
| 25 | +DI.hvp_mode(::DI.AutoHyperHessians) = DI.ForwardOverForward() |
| 26 | +DI.mode(::DI.AutoHyperHessians) = ForwardMode() |
| 27 | + |
| 28 | +chunk_from_backend(backend::DI.AutoHyperHessians, x) = |
| 29 | + isnothing(backend.chunksize) ? Chunk(x) : Chunk{backend.chunksize}() |
| 30 | +chunk_from_backend(backend::DI.AutoHyperHessians, N::Integer, ::Type{T}) where {T} = |
| 31 | + isnothing(backend.chunksize) ? Chunk(pickchunksize(N, T), T) : Chunk{backend.chunksize}() |
| 32 | + |
| 33 | +function DI.pick_batchsize(backend::DI.AutoHyperHessians, x::AbstractArray) |
| 34 | + B = chunksize(chunk_from_backend(backend, x)) |
| 35 | + return DI.BatchSizeSettings{B}(length(x)) |
| 36 | +end |
| 37 | + |
| 38 | +## Second derivative (scalar input) |
| 39 | + |
| 40 | +struct HyperHessiansSecondDerivativePrep{SIG} <: DI.SecondDerivativePrep{SIG} |
| 41 | + _sig::Val{SIG} |
| 42 | +end |
| 43 | + |
| 44 | +function DI.prepare_second_derivative_nokwarg( |
| 45 | + strict::Val, f, backend::DI.AutoHyperHessians, x::Number, contexts::Vararg{DI.Context, C} |
| 46 | + ) where {C} |
| 47 | + _sig = DI.signature(f, backend, x, contexts...; strict) |
| 48 | + return HyperHessiansSecondDerivativePrep(_sig) |
| 49 | +end |
| 50 | + |
| 51 | +function DI.second_derivative( |
| 52 | + f, |
| 53 | + prep::HyperHessiansSecondDerivativePrep, |
| 54 | + backend::DI.AutoHyperHessians, |
| 55 | + x::Number, |
| 56 | + contexts::Vararg{DI.Context, C}, |
| 57 | + ) where {C} |
| 58 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 59 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 60 | + return hessian(fc, x) |
| 61 | +end |
| 62 | + |
| 63 | +function DI.second_derivative!( |
| 64 | + f, |
| 65 | + der2, |
| 66 | + prep::HyperHessiansSecondDerivativePrep, |
| 67 | + backend::DI.AutoHyperHessians, |
| 68 | + x::Number, |
| 69 | + contexts::Vararg{DI.Context, C}, |
| 70 | + ) where {C} |
| 71 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 72 | + copyto!(der2, DI.second_derivative(f, prep, backend, x, contexts...)) |
| 73 | + return der2 |
| 74 | +end |
| 75 | + |
| 76 | +function DI.value_derivative_and_second_derivative( |
| 77 | + f, |
| 78 | + prep::HyperHessiansSecondDerivativePrep, |
| 79 | + backend::DI.AutoHyperHessians, |
| 80 | + x::Number, |
| 81 | + contexts::Vararg{DI.Context, C}, |
| 82 | + ) where {C} |
| 83 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 84 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 85 | + res = hessian_gradient_value(fc, x) |
| 86 | + return res.value, res.gradient, res.hessian |
| 87 | +end |
| 88 | + |
| 89 | +function DI.value_derivative_and_second_derivative!( |
| 90 | + f, |
| 91 | + der, |
| 92 | + der2, |
| 93 | + prep::HyperHessiansSecondDerivativePrep, |
| 94 | + backend::DI.AutoHyperHessians, |
| 95 | + x::Number, |
| 96 | + contexts::Vararg{DI.Context, C}, |
| 97 | + ) where {C} |
| 98 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 99 | + y, new_der, new_der2 = DI.value_derivative_and_second_derivative(f, prep, backend, x, contexts...) |
| 100 | + copyto!(der, new_der) |
| 101 | + copyto!(der2, new_der2) |
| 102 | + return y, der, der2 |
| 103 | +end |
| 104 | + |
| 105 | +## Preparation structs |
| 106 | + |
| 107 | +struct HyperHessiansHessianPrep{SIG, C} <: DI.HessianPrep{SIG} |
| 108 | + _sig::Val{SIG} |
| 109 | + cfg::C |
| 110 | +end |
| 111 | + |
| 112 | +struct HyperHessiansHVPPrep{SIG, C} <: DI.HVPPrep{SIG} |
| 113 | + _sig::Val{SIG} |
| 114 | + cfg::C |
| 115 | +end |
| 116 | + |
| 117 | +## Hessian |
| 118 | + |
| 119 | +function DI.prepare_hessian_nokwarg( |
| 120 | + strict::Val, f, backend::DI.AutoHyperHessians, x::AbstractArray, contexts::Vararg{DI.Context, C} |
| 121 | + ) where {C} |
| 122 | + _sig = DI.signature(f, backend, x, contexts...; strict) |
| 123 | + cfg = HessianConfig(x, chunk_from_backend(backend, x)) |
| 124 | + return HyperHessiansHessianPrep(_sig, cfg) |
| 125 | +end |
| 126 | + |
| 127 | +function DI.hessian( |
| 128 | + f, |
| 129 | + prep::HyperHessiansHessianPrep, |
| 130 | + backend::DI.AutoHyperHessians, |
| 131 | + x, |
| 132 | + contexts::Vararg{DI.Context, C}, |
| 133 | + ) where {C} |
| 134 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 135 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 136 | + return hessian(fc, x, prep.cfg) |
| 137 | +end |
| 138 | + |
| 139 | +function DI.hessian!( |
| 140 | + f, |
| 141 | + hess, |
| 142 | + prep::HyperHessiansHessianPrep, |
| 143 | + backend::DI.AutoHyperHessians, |
| 144 | + x, |
| 145 | + contexts::Vararg{DI.Context, C}, |
| 146 | + ) where {C} |
| 147 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 148 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 149 | + return hessian!(hess, fc, x, prep.cfg) |
| 150 | +end |
| 151 | + |
| 152 | +function DI.value_gradient_and_hessian( |
| 153 | + f, |
| 154 | + prep::HyperHessiansHessianPrep, |
| 155 | + backend::DI.AutoHyperHessians, |
| 156 | + x, |
| 157 | + contexts::Vararg{DI.Context, C}, |
| 158 | + ) where {C} |
| 159 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 160 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 161 | + res = hessian_gradient_value(fc, x, prep.cfg) |
| 162 | + return res.value, res.gradient, res.hessian |
| 163 | +end |
| 164 | + |
| 165 | +function DI.value_gradient_and_hessian!( |
| 166 | + f, |
| 167 | + grad, |
| 168 | + hess, |
| 169 | + prep::HyperHessiansHessianPrep, |
| 170 | + backend::DI.AutoHyperHessians, |
| 171 | + x, |
| 172 | + contexts::Vararg{DI.Context, C}, |
| 173 | + ) where {C} |
| 174 | + DI.check_prep(f, prep, backend, x, contexts...) |
| 175 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 176 | + val = hessian_gradient_value!(hess, grad, fc, x, prep.cfg) |
| 177 | + return val, grad, hess |
| 178 | +end |
| 179 | + |
| 180 | +## HVP |
| 181 | + |
| 182 | +function DI.prepare_hvp_nokwarg( |
| 183 | + strict::Val, f, backend::DI.AutoHyperHessians, x::AbstractArray, tx::NTuple, contexts::Vararg{DI.Context, C} |
| 184 | + ) where {C} |
| 185 | + _sig = DI.signature(f, backend, x, tx, contexts...; strict) |
| 186 | + cfg = DirectionalHVPConfig(x, tx, chunk_from_backend(backend, x)) |
| 187 | + return HyperHessiansHVPPrep(_sig, cfg) |
| 188 | +end |
| 189 | + |
| 190 | +function DI.prepare_hvp_same_point( |
| 191 | + f, |
| 192 | + prep::HyperHessiansHVPPrep, |
| 193 | + backend::DI.AutoHyperHessians, |
| 194 | + x, |
| 195 | + tx::NTuple, |
| 196 | + contexts::Vararg{DI.Context, C}, |
| 197 | + ) where {C} |
| 198 | + DI.check_prep(f, prep, backend, x, tx, contexts...) |
| 199 | + return prep |
| 200 | +end |
| 201 | + |
| 202 | +function DI.hvp( |
| 203 | + f, |
| 204 | + prep::HyperHessiansHVPPrep, |
| 205 | + backend::AutoHyperHessians, |
| 206 | + x, |
| 207 | + tx::NTuple, |
| 208 | + contexts::Vararg{DI.Context, C}, |
| 209 | + ) where {C} |
| 210 | + DI.check_prep(f, prep, backend, x, tx, contexts...) |
| 211 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 212 | + return hvp(fc, x, tx, prep.cfg) |
| 213 | +end |
| 214 | + |
| 215 | +function DI.hvp!( |
| 216 | + f, |
| 217 | + tg::NTuple, |
| 218 | + prep::HyperHessiansHVPPrep, |
| 219 | + backend::DI.AutoHyperHessians, |
| 220 | + x, |
| 221 | + tx::NTuple, |
| 222 | + contexts::Vararg{DI.Context, C}, |
| 223 | + ) where {C} |
| 224 | + DI.check_prep(f, prep, backend, x, tx, contexts...) |
| 225 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 226 | + return hvp!(tg, fc, x, tx, prep.cfg) |
| 227 | +end |
| 228 | + |
| 229 | +function DI.gradient_and_hvp( |
| 230 | + f, |
| 231 | + prep::HyperHessiansHVPPrep, |
| 232 | + backend::DI.AutoHyperHessians, |
| 233 | + x, |
| 234 | + tx::NTuple, |
| 235 | + contexts::Vararg{DI.Context, C}, |
| 236 | + ) where {C} |
| 237 | + DI.check_prep(f, prep, backend, x, tx, contexts...) |
| 238 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 239 | + res = hvp_gradient_value(fc, x, tx, prep.cfg) |
| 240 | + return res.gradient, res.hvp |
| 241 | +end |
| 242 | + |
| 243 | +function DI.gradient_and_hvp!( |
| 244 | + f, |
| 245 | + grad, |
| 246 | + tg::NTuple, |
| 247 | + prep::HyperHessiansHVPPrep, |
| 248 | + backend::DI.AutoHyperHessians, |
| 249 | + x, |
| 250 | + tx::NTuple, |
| 251 | + contexts::Vararg{DI.Context, C}, |
| 252 | + ) where {C} |
| 253 | + DI.check_prep(f, prep, backend, x, tx, contexts...) |
| 254 | + fc = DI.fix_tail(f, map(DI.unwrap, contexts)...) |
| 255 | + hvp_gradient_value!(tg, grad, fc, x, tx, prep.cfg) |
| 256 | + return grad, tg |
| 257 | +end |
| 258 | + |
| 259 | +end |
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