SciML / Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
https://docs.sciml.ai/Optimization/stable/
MIT License
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ERROR: UndefVarError: `NoAD` not defined #747

Closed dtxl closed 1 month ago

dtxl commented 1 month ago

Describe the bug 🐞

Since yesterday the error "LoadError: UndefVarError: NoAD not defined" appears after updating packages.

Expected behavior

Previously, the code did not give this error, it is unclear why it no longer works or what a proper way to code.

Minimal Reproducible Example 👇

The code is extensive, so I can only provide a code fragment here for now

LVC is a Lotka-Volterra competition model

theode_problem = DifferentialEquations.ODEProblem(LVC, u0, tspan, params_guess)

thecost_function  = DiffEqParamEstim.build_loss_objective(theode_problem, 
                                                                DifferentialEquations.AutoTsit5(DifferentialEquations.Rodas5()),
                                                                DiffEqParamEstim.L2Loss(t, noiseDataT),
                                                                Optimization.AutoForwardDiff(), abstol = CAbsTol, reltol = CRelTol,
                                                                maxiters = DMaxIter, verbose = false)

theOptProb  = Optimization.OptimizationProblem(thecost_function, params_guess,
                                                   lb = [OptimLowers1, OptimLowers2], ub = [OptimUppers1, OptimUppers2],
                                                   reltol = ORelTol,
                                                   x_abstol = _x_abstol, x_reltol = _x_reltol, f_abstol = _f_abstol, f_reltol = _f_reltol, g_tol = _g_tol)

params_fit_ = CommonSolve.solve(theOptProb,
                                    Optim.LBFGS(scaleinvH0 = true, alphaguess = LineSearches.InitialHagerZhang(α0 = NaN), linesearch = 
                                    LineSearches.HagerZhang()), allow_f_increases = true,
                                    callback = optimsolve_callback, reltol = SRelTol, maxiters = SMaxIters)

Error & Stacktrace ⚠️

show(err)
1-element ExceptionStack:
LoadError: UndefVarError: `NoAD` not defined
Stacktrace:
  [1] #__init#2
    @ ~/.julia/packages/OptimizationOptimJL/heecd/src/OptimizationOptimJL.jl:93 [inlined]
  [2] __init (repeats 2 times)
    @ ~/.julia/packages/OptimizationOptimJL/heecd/src/OptimizationOptimJL.jl:75 [inlined]
  [3] #init#628
    @ ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:174 [inlined]
  [4] init
    @ ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:172 [inlined]
  [5] solve(::OptimizationProblem{true, OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, DiffEqParamEstim.var"#29#30"{Nothing, typeof(DiffEqParamEstim.STANDARD_PROB_GENERATOR), @Kwargs{abstol::Float64, reltol::Float64, maxiters::Int64, verbose::Bool}, ODEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, ODEFunction{true, SciMLBase.AutoSpecialize, var"#188#236"{Float64, Float64, Int64}, UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing, Nothing, Nothing, Nothing}, @Kwargs{}, SciMLBase.StandardODEProblem}, CompositeAlgorithm{Tuple{Tsit5{typeof(OrdinaryDiffEq.trivial_limiter!), typeof(OrdinaryDiffEq.trivial_limiter!), Static.False}, Rodas5{0, true, Nothing, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:forward}, true, nothing, typeof(OrdinaryDiffEq.trivial_limiter!)}}, AutoSwitch{Tsit5{typeof(OrdinaryDiffEq.trivial_limiter!), typeof(OrdinaryDiffEq.trivial_limiter!), Static.False}, Rodas5{0, true, Nothing, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:forward}, true, nothing, typeof(OrdinaryDiffEq.trivial_limiter!)}, Rational{Int64}, Int64}}, L2Loss{Vector{Float64}, Transpose{Float64, Matrix{Float64}}, Nothing, Nothing, Nothing}, Nothing, Tuple{}}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, Vector{Float64}, SciMLBase.NullParameters, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Nothing, @Kwargs{allow_f_increases::Bool, reltol::Float64, x_abstol::Float64, x_reltol::Float64, f_abstol::Float64, f_reltol::Float64, g_tol::Float64}}, ::LBFGS{Nothing, InitialHagerZhang{Float64}, LineSearches.HagerZhang{Float64, Base.RefValue{Bool}}, Optim.var"#20#22"}; kwargs::@Kwargs{allow_f_increases::Bool, callback::var"#189#237"{Vector{Float64}, Vector{Float64}}, reltol::Float64, maxiters::Int64})
    @ SciMLBase ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:96
  [6] FitCommunity(_ispecvector::Int64, _Noisydatadf::DataFrame, _u0::Vector{Float64}, _OptimUppers1::Float64, _OptimUppers2::Float64, _params_guess::Vector{Float64}, _RVector_fitted::Float64, _KVector_fitted::Float64, _tspan::Tuple{Float64, Float64}, _t::Vector{Float64}, _DEAbsTol::Float64, _DERelTol::Float64, _CostAbsTol::Float64, _CostRelTol::Float64, _OptAbsTol::Float64, _OptRelTol::Float64, _SolveAbsTol::Float64, _SolveRelTol::Float64, _SolveMaxIters::Int64, _DEMaxIter::Int64, _Linearize::Bool, _CollectFitIterations::Bool, _DoFitCommunityHeatPlot::Bool, _PlotSize::Int64, _HeatCells::Int64, _CostAbsTolPlot::Float64, _CostRelTolPlot::Float64, _x_abstol::Float64, _x_reltol::Float64, _f_abstol::Float64, _f_reltol::Float64, _g_tol::Float64, _RunOnCluster::Bool)
    @ Main ~/Desktop/workcopy/FitLVCToTreeMig/LVCPE_v0189.jl:4571
  [7] PMain!(Scenario::Int64, runParallel::Bool, RunOnCluster::Bool, OutDatapath::String, InDatapath::String, OutDataFileName::String, InDataFileName::String, InResultpath::String, ResultDatapath::String, theRunID::String, Linearize::Bool, dimi_species::Int64, DEAbsTol::Float64, DERelTol::Float64, CostAbsTol::Float64, CostRelTol::Float64, CostAbsTolPlot::Float64, CostRelTolPlot::Float64, OptAbsTol::Float64, OptRelTol::Float64, _x_abstol::Float64, _x_reltol::Float64, _f_abstol::Float64, _f_reltol::Float64, _g_tol::Float64, _f_tol::Float64, _x_tol::Float64, _g_abstol::Float64, _g_reltol::Float64, SolveAbsTol::Float64, SolveRelTol::Float64, SolveMaxIters::Int64, DEMaxIter::Int64, SteadyStateFactor::Float64, AbsDerivTol::Float64, UnequalZeroTol::Float64, PartOfSteadyState::Float64, SteadyStateEnd::Float64, TestData::Bool, NoOfScenarios::Int64, PlotSize::Int64, acceptableCost::Float64, acceptableParameterRes::Float64, HeatCells::Int64, DoPlot::Bool, DoFitCommunityHeatPlot::Bool, DoHeatmap::Bool, CollectFitIterations::Bool, DoPlotAdaptiveT::Bool, DoPlotTForSpecies::Bool, DoPlotSpecies::Bool, DoRHeatPlot::Bool, DoPlotDerivatives::Bool, DoWriteCommunityDynamics::Bool, DoWriteFittedParams::Bool, DoWriteTestingScenarios::Bool, ShowAttention::Bool, DoPlotParameters::Bool, DoScenarioFit::Bool, AllCorrectK::SharedMatrix{Float64}, AllCorrectR::SharedMatrix{Float64}, AllCorrectSmat::SharedArray{Float64, 3}, AllGuessedK::SharedMatrix{Float64}, AllGuessedR::SharedMatrix{Float64}, AllGuessedSmat::SharedArray{Float64, 3}, AllFittedK::SharedMatrix{Float64}, AllFittedR::SharedMatrix{Float64}, AllFittedSmat::SharedArray{Float64, 3}, AllCollectRKCost_p::SharedMatrix{Float64}, AllCollectSCost_p::SharedMatrix{Float64}, KWellness::SharedMatrix{Float64}, RWellness::SharedMatrix{Float64}, SmatWellness::SharedArray{Float64, 3}, RMSEOneWellness::SharedVector{Float64}, RMSETwoWellness::SharedVector{Float64}, RVSEOneWellness::SharedVector{Float64}, RVSETwoWellness::SharedVector{Float64}, MaxOneWellness::SharedVector{Float64}, MaxTwoWellness::SharedVector{Float64}, MinOneWellness::SharedVector{Float64}, MinTwoWellness::SharedVector{Float64}, FitCostKRWellness::SharedVector{Float64}, FitCostSWellness::SharedVector{Float64}, theNoiseStrength::Float64, experiment::String, theNoise::String)
    @ Main ~/Desktop/workcopy/FitLVCToTreeMig/LVCPE_v0189.jl:5678
  [8] top-level scope
    @ ~/Desktop/workcopy/FitLVCToTreeMig/LVCPE_v0189.jl:6523
  [9] eval
    @ ./boot.jl:385 [inlined]
 [10] include_string(mapexpr::typeof(REPL.softscope), mod::Module, code::String, filename::String)
    @ Base ./loading.jl:2076
 [11] invokelatest(::Any, ::Any, ::Vararg{Any}; kwargs::@Kwargs{})
    @ Base ./essentials.jl:892
 [12] invokelatest(::Any, ::Any, ::Vararg{Any})
    @ Base ./essentials.jl:889
 [13] inlineeval(m::Module, code::String, code_line::Int64, code_column::Int64, file::String; softscope::Bool)
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/eval.jl:271
 [14] (::VSCodeServer.var"#69#74"{Bool, Bool, Bool, Module, String, Int64, Int64, String, VSCodeServer.ReplRunCodeRequestParams})()
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/eval.jl:181
 [15] withpath(f::VSCodeServer.var"#69#74"{Bool, Bool, Bool, Module, String, Int64, Int64, String, VSCodeServer.ReplRunCodeRequestParams}, path::String)
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/repl.jl:276
 [16] (::VSCodeServer.var"#68#73"{Bool, Bool, Bool, Module, String, Int64, Int64, String, VSCodeServer.ReplRunCodeRequestParams})()
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/eval.jl:179
 [17] hideprompt(f::VSCodeServer.var"#68#73"{Bool, Bool, Bool, Module, String, Int64, Int64, String, VSCodeServer.ReplRunCodeRequestParams})
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/repl.jl:38
 [18] (::VSCodeServer.var"#67#72"{Bool, Bool, Bool, Module, String, Int64, Int64, String, VSCodeServer.ReplRunCodeRequestParams})()
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/eval.jl:150
 [19] with_logstate(f::Function, logstate::Any)
    @ Base.CoreLogging ./logging.jl:515
 [20] with_logger
    @ ./logging.jl:627 [inlined]
 [21] (::VSCodeServer.var"#66#71"{VSCodeServer.ReplRunCodeRequestParams})()
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/eval.jl:263
 [22] #invokelatest#2
    @ ./essentials.jl:892 [inlined]
 [23] invokelatest(::Any)
    @ Base ./essentials.jl:889
 [24] (::VSCodeServer.var"#64#65")()
    @ VSCodeServer ~/.vscode/extensions/julialang.language-julia-1.79.2/scripts/packages/VSCodeServer/src/eval.jl:34
in expression starting at /Users/admin/Desktop/workcopy/FitLVCToTreeMig/LVCPE_v0189.jl:6329

Environment (please complete the following information):

  [093aae92] BSplineKit v0.17.2
  [336ed68f] CSV v0.10.14
  [5ae59095] Colors v0.12.11
  [861a8166] Combinatorics v1.0.2
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  [a8cc5b0e] Crayons v4.1.1
  [a93c6f00] DataFrames v1.6.1
  [1130ab10] DiffEqParamEstim v2.2.0
  [0c46a032] DifferentialEquations v7.13.0
  [f6369f11] ForwardDiff v0.10.36
  [38e38edf] GLM v1.9.0
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  [7f7a1694] Optimization v3.25.0
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Status `~/.julia/environments/v1.10/Manifest.toml`
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Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`
Julia Version 1.10.3
Commit 0b4590a5507 (2024-04-30 10:59 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (x86_64-apple-darwin22.4.0)
  CPU: 12 × Intel(R) Core(TM) i9-8950HK CPU @ 2.90GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, skylake)
Threads: 1 default, 0 interactive, 1 GC (on 12 virtual cores)

Additional context

ChrisRackauckas commented 1 month ago

@gdalle is this supposed to be living in ADTypes?

gdalle commented 1 month ago

For what it's worth I don't think our recent changes caused this bug, but we could definitely add something like NoAD to ADTypes.jl. Although I would rather call it AutoNothing to respect the naming conventions.

sjdaines commented 1 month ago

MWE showing that this can be triggered by using OptimizationOptim.JL Optim.BFGS(), when using upper/lower bounds:

(NB: Looks like this is a regression introduced in Optimization.jl v3.25.0)

import Optimization
import OptimizationOptimJL

rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
optfunc = Optimization.OptimizationFunction(rosenbrock, Optimization.AutoForwardDiff())

x0 = zeros(2)
_p = [1.0, 100.0]

prob  = Optimization.OptimizationProblem(optfunc, x0, _p)
sol = Optimization.solve(prob, OptimizationOptimJL.Optim.BFGS())  # OK

prob_lbub = Optimization.OptimizationProblem(optfunc, x0, _p; lb=[-2.0, -1.0], ub=[2.0, 3.0])
sol = Optimization.solve(prob_lbub, OptimizationOptimJL.Optim.BFGS())  # fails

with stack trace:

ERROR: UndefVarError: `NoAD` not defined
Stacktrace:
 [1] #__init#2
   @ ~/.julia/packages/OptimizationOptimJL/heecd/src/OptimizationOptimJL.jl:93 [inlined]
 [2] __init (repeats 2 times)
   @ ~/.julia/packages/OptimizationOptimJL/heecd/src/OptimizationOptimJL.jl:75 [inlined]
 [3] #init#628
   @ ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:174 [inlined]
 [4] init
   @ ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:172 [inlined]
 [5] solve(::SciMLBase.OptimizationProblem{…}, ::Optim.BFGS{…}; kwargs::@Kwargs{})
   @ SciMLBase ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:96
 [6] solve(::SciMLBase.OptimizationProblem{…}, ::Optim.BFGS{…})
   @ SciMLBase ~/.julia/packages/SciMLBase/SDjaO/src/solve.jl:93
 [7] top-level scope
   @ REPL[50]:1
Some type information was truncated. Use `show(err)` to see complete types.
sjdaines commented 1 month ago

The breaking change is this commit: https://github.com/SciML/Optimization.jl/commit/3d5d10261f2c9d6b2bd2d6f443f4fd1a456ebe2c PR https://github.com/SciML/Optimization.jl/pull/741 @Vaibhavdixit02

Vaibhavdixit02 commented 1 month ago

@sjdaines you are correct, I don't know how I missed this. Thanks a lot!