Closed jesseylin closed 1 month ago
Describe the example
Adjoint solve immediately fails with a floating point precision error exactly at 16f0, regardless of the ODEFunction, solver, etc. Seems to not occur in v6.59.3.
v6.59.3
(Originally from https://github.com/SciML/SciMLSensitivity.jl/issues/1133)
Minimal Reproducible Example π
using Random using OrdinaryDiffEq using SciMLSensitivity using LinearAlgebra using Test # MWE with OrdinaryDiffEq v6.59.3 flow = function (u, p, t) -u + p end rng = Xoshiro(1234) ps = randn(rng, 11) s0 = randn(rng, 11) tspan = (0.0f0, prevfloat(16.0f0)) prob = ODEProblem(flow, s0, tspan, ps) sol = solve(prob, Tsit5()) sensealg = GaussAdjoint(autojacvec=ReverseDiffVJP()) # at prevfloat(16f0) _, gs = adjoint_sensitivities(sol, Tsit5(); sensealg, g=(u, p, t) -> norm(u)) gs @test !iszero(gs) # at 16f0 tspan = (0.0f0, 16.0f0) prob = ODEProblem(flow, s0, tspan, ps) sol = solve(prob, Tsit5()) _, gs = adjoint_sensitivities(sol, Tsit5(); sensealg, g=(u, p, t) -> norm(u)) @test !iszero(gs)
Working deps
Status `~/src/mwe/Project.toml` β [1dea7af3] OrdinaryDiffEq v6.59.3 β [1ed8b502] SciMLSensitivity v7.51.0 [37e2e46d] LinearAlgebra [9a3f8284] Random
Broken deps
Status `~/src/mwe_broken/Project.toml` [1dea7af3] OrdinaryDiffEq v6.89.0 [1ed8b502] SciMLSensitivity v7.68.0 [37e2e46d] LinearAlgebra [9a3f8284] Random
Working manifest
Status `~/src/mwe/Manifest.toml` β [47edcb42] ADTypes v0.2.7 [621f4979] AbstractFFTs v1.5.0 [7d9f7c33] Accessors v0.1.38 β [79e6a3ab] Adapt v3.7.2 [66dad0bd] AliasTables v1.1.3 [ec485272] ArnoldiMethod v0.4.0 β [4fba245c] ArrayInterface v7.7.1 [a9b6321e] Atomix v0.1.0 [62783981] BitTwiddlingConvenienceFunctions v0.1.6 [fa961155] CEnum v0.5.0 [2a0fbf3d] CPUSummary v0.2.6 [7057c7e9] Cassette v0.3.13 [082447d4] ChainRules v1.71.0 [d360d2e6] ChainRulesCore v1.25.0 [fb6a15b2] CloseOpenIntervals v0.1.13 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.16.0 [a33af91c] CompositionsBase v0.1.2 [2569d6c7] ConcreteStructs v0.2.3 [187b0558] ConstructionBase v1.5.8 [adafc99b] CpuId v0.3.1 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.20 [e2d170a0] DataValueInterfaces v1.0.0 [8bb1440f] DelimitedFiles v1.9.1 β [2b5f629d] DiffEqBase v6.145.2 β [459566f4] DiffEqCallbacks v2.35.0 [77a26b50] DiffEqNoiseProcess v5.23.0 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [b4f34e82] Distances v0.10.11 [31c24e10] Distributions v0.25.112 [ffbed154] DocStringExtensions v0.9.3 [da5c29d0] EllipsisNotation v1.8.0 [4e289a0a] EnumX v1.0.4 β [7da242da] Enzyme v0.11.20 β [f151be2c] EnzymeCore v0.6.6 [d4d017d3] ExponentialUtilities v1.26.1 [e2ba6199] ExprTools v0.1.10 β [7034ab61] FastBroadcast v0.2.8 [9aa1b823] FastClosures v0.3.2 [29a986be] FastLapackInterface v2.0.4 [1a297f60] FillArrays v1.13.0 [6a86dc24] FiniteDiff v2.26.0 [f6369f11] ForwardDiff v0.10.36 [f62d2435] FunctionProperties v0.1.2 [069b7b12] FunctionWrappers v1.1.3 [77dc65aa] FunctionWrappersWrappers v0.1.3 [d9f16b24] Functors v0.4.12 β [0c68f7d7] GPUArrays v9.1.0 β [46192b85] GPUArraysCore v0.1.5 β [61eb1bfa] GPUCompiler v0.25.0 [c145ed77] GenericSchur v0.5.4 [86223c79] Graphs v1.12.0 [3e5b6fbb] HostCPUFeatures v0.1.17 [34004b35] HypergeometricFunctions v0.3.24 [7869d1d1] IRTools v0.4.14 [615f187c] IfElse v0.1.1 [d25df0c9] Inflate v0.1.5 [18e54dd8] IntegerMathUtils v0.1.2 [3587e190] InverseFunctions v0.1.17 [92d709cd] IrrationalConstants v0.2.2 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.6.1 β [ccbc3e58] JumpProcesses v9.10.1 β [ef3ab10e] KLU v0.4.1 β [63c18a36] KernelAbstractions v0.9.18 [ba0b0d4f] Krylov v0.9.6 β [929cbde3] LLVM v6.6.3 [73f95e8e] LatticeRules v0.0.1 [10f19ff3] LayoutPointers v0.1.17 [2d8b4e74] LevyArea v1.0.0 [d3d80556] LineSearches v7.3.0 β [7ed4a6bd] LinearSolve v2.22.1 [2ab3a3ac] LogExpFunctions v0.3.28 [bdcacae8] LoopVectorization v0.12.171 [1914dd2f] MacroTools v0.5.13 [d125e4d3] ManualMemory v0.1.8 [e1d29d7a] Missings v1.2.0 [46d2c3a1] MuladdMacro v0.2.4 [d41bc354] NLSolversBase v7.8.3 [2774e3e8] NLsolve v4.5.1 [872c559c] NNlib v0.9.24 [77ba4419] NaNMath v1.0.2 β [8913a72c] NonlinearSolve v2.8.2 [d8793406] ObjectFile v0.4.2 [6fe1bfb0] OffsetArrays v1.14.1 [429524aa] Optim v1.9.4 [3bd65402] Optimisers v0.3.3 [bac558e1] OrderedCollections v1.6.3 β [1dea7af3] OrdinaryDiffEq v6.59.3 [90014a1f] PDMats v0.11.31 [65ce6f38] PackageExtensionCompat v1.0.2 [d96e819e] Parameters v0.12.3 [e409e4f3] PoissonRandom v0.4.4 [f517fe37] Polyester v0.7.16 [1d0040c9] PolyesterWeave v0.2.2 [85a6dd25] PositiveFactorizations v0.2.4 [d236fae5] PreallocationTools v0.4.24 [aea7be01] PrecompileTools v1.2.1 [21216c6a] Preferences v1.4.3 [27ebfcd6] Primes v0.5.6 [43287f4e] PtrArrays v1.2.1 β [1fd47b50] QuadGK v2.10.1 [8a4e6c94] QuasiMonteCarlo v0.3.3 [74087812] Random123 v1.7.0 [e6cf234a] RandomNumbers v1.6.0 [c1ae055f] RealDot v0.1.0 [3cdcf5f2] RecipesBase v1.3.4 β [731186ca] RecursiveArrayTools v2.38.10 [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 v0.8.0 [7e49a35a] RuntimeGeneratedFunctions v0.5.13 [94e857df] SIMDTypes v0.1.0 [476501e8] SLEEFPirates v0.6.43 β [0bca4576] SciMLBase v2.10.0 [e9a6253c] SciMLNLSolve v0.1.9 [c0aeaf25] SciMLOperators v0.3.10 β [1ed8b502] SciMLSensitivity v7.51.0 [6c6a2e73] Scratch v1.2.1 [efcf1570] Setfield v1.1.1 β [727e6d20] SimpleNonlinearSolve v0.1.25 [699a6c99] SimpleTraits v0.9.4 [ce78b400] SimpleUnPack v1.1.0 [ed01d8cd] Sobol v1.5.0 [a2af1166] SortingAlgorithms v1.2.1 β [47a9eef4] SparseDiffTools v2.18.0 [dc90abb0] SparseInverseSubset v0.1.2 [e56a9233] Sparspak v0.3.9 [276daf66] SpecialFunctions v2.4.0 β [aedffcd0] Static v0.8.10 [0d7ed370] StaticArrayInterface v1.8.0 [90137ffa] StaticArrays v1.9.7 [1e83bf80] StaticArraysCore v1.4.3 [82ae8749] StatsAPI v1.7.0 [2913bbd2] StatsBase v0.34.3 [4c63d2b9] StatsFuns v1.3.2 β [789caeaf] StochasticDiffEq v6.65.1 [7792a7ef] StrideArraysCore v0.5.7 [09ab397b] StructArrays v0.6.18 [53d494c1] StructIO v0.3.1 β [2efcf032] SymbolicIndexingInterface v0.2.2 [3783bdb8] TableTraits v1.0.1 [bd369af6] Tables v1.12.0 [8290d209] ThreadingUtilities v0.5.2 [a759f4b9] TimerOutputs v0.5.25 [9f7883ad] Tracker v0.2.35 [d5829a12] TriangularSolve v0.2.1 [410a4b4d] Tricks v0.1.9 [781d530d] TruncatedStacktraces v1.4.0 [3a884ed6] UnPack v1.0.2 [013be700] UnsafeAtomics v0.2.1 β [d80eeb9a] UnsafeAtomicsLLVM v0.1.5 [3d5dd08c] VectorizationBase v0.21.70 [19fa3120] VertexSafeGraphs v0.2.0 [e88e6eb3] Zygote v0.6.71 [700de1a5] ZygoteRules v0.2.5 β [7cc45869] Enzyme_jll v0.0.102+0 [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0 β [dad2f222] LLVMExtra_jll v0.0.29+0 [856f044c] MKL_jll v2024.2.0+0 [efe28fd5] OpenSpecFun_jll v0.5.5+0 [f50d1b31] Rmath_jll v0.5.1+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
Broken manifest
Status `~/src/mwe_broken/Manifest.toml` [47edcb42] ADTypes v1.9.0 [621f4979] AbstractFFTs v1.5.0 [7d9f7c33] Accessors v0.1.38 [79e6a3ab] Adapt v4.0.4 [66dad0bd] AliasTables v1.1.3 [ec485272] ArnoldiMethod v0.4.0 [4fba245c] ArrayInterface v7.16.0 [4c555306] ArrayLayouts v1.10.3 [a9b6321e] Atomix v0.1.0 [62783981] BitTwiddlingConvenienceFunctions v0.1.6 [fa961155] CEnum v0.5.0 [2a0fbf3d] CPUSummary v0.2.6 [7057c7e9] Cassette v0.3.13 [082447d4] ChainRules v1.71.0 [d360d2e6] ChainRulesCore v1.25.0 [fb6a15b2] CloseOpenIntervals v0.1.13 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [f70d9fcc] CommonWorldInvalidations v1.0.0 [34da2185] Compat v4.16.0 [a33af91c] CompositionsBase v0.1.2 [2569d6c7] ConcreteStructs v0.2.3 [187b0558] ConstructionBase v1.5.8 [adafc99b] CpuId v0.3.1 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.20 [e2d170a0] DataValueInterfaces v1.0.0 [2b5f629d] DiffEqBase v6.158.1 β [459566f4] DiffEqCallbacks v3.9.1 [77a26b50] DiffEqNoiseProcess v5.23.0 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [a0c0ee7d] DifferentiationInterface v0.6.11 [31c24e10] Distributions v0.25.112 [ffbed154] DocStringExtensions v0.9.3 [da5c29d0] EllipsisNotation v1.8.0 [4e289a0a] EnumX v1.0.4 [7da242da] Enzyme v0.13.8 [f151be2c] EnzymeCore v0.8.4 [d4d017d3] ExponentialUtilities v1.26.1 [e2ba6199] ExprTools v0.1.10 β [6b7a57c9] Expronicon v0.8.5 [7034ab61] FastBroadcast v0.3.5 [9aa1b823] FastClosures v0.3.2 [29a986be] FastLapackInterface v2.0.4 [1a297f60] FillArrays v1.13.0 [6a86dc24] FiniteDiff v2.26.0 [f6369f11] ForwardDiff v0.10.36 [f62d2435] FunctionProperties v0.1.2 [069b7b12] FunctionWrappers v1.1.3 [77dc65aa] FunctionWrappersWrappers v0.1.3 [d9f16b24] Functors v0.4.12 [0c68f7d7] GPUArrays v10.3.1 [46192b85] GPUArraysCore v0.1.6 β [61eb1bfa] GPUCompiler v0.27.8 [c145ed77] GenericSchur v0.5.4 [86223c79] Graphs v1.12.0 [3e5b6fbb] HostCPUFeatures v0.1.17 [34004b35] HypergeometricFunctions v0.3.24 [7869d1d1] IRTools v0.4.14 [615f187c] IfElse v0.1.1 [d25df0c9] Inflate v0.1.5 [3587e190] InverseFunctions v0.1.17 [92d709cd] IrrationalConstants v0.2.2 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.6.1 [ef3ab10e] KLU v0.6.0 [63c18a36] KernelAbstractions v0.9.28 [ba0b0d4f] Krylov v0.9.6 [929cbde3] LLVM v9.1.2 [10f19ff3] LayoutPointers v0.1.17 [5078a376] LazyArrays v2.2.1 [87fe0de2] LineSearch v0.1.3 [d3d80556] LineSearches v7.3.0 [7ed4a6bd] LinearSolve v2.35.0 [2ab3a3ac] LogExpFunctions v0.3.28 [bdcacae8] LoopVectorization v0.12.171 [d8e11817] MLStyle v0.4.17 [1914dd2f] MacroTools v0.5.13 [d125e4d3] ManualMemory v0.1.8 [bb5d69b7] MaybeInplace v0.1.4 [e1d29d7a] Missings v1.2.0 [46d2c3a1] MuladdMacro v0.2.4 [d41bc354] NLSolversBase v7.8.3 [872c559c] NNlib v0.9.24 [77ba4419] NaNMath v1.0.2 [8913a72c] NonlinearSolve v3.15.1 [d8793406] ObjectFile v0.4.2 [6fe1bfb0] OffsetArrays v1.14.1 [429524aa] Optim v1.9.4 [3bd65402] Optimisers v0.3.3 [bac558e1] OrderedCollections v1.6.3 [1dea7af3] OrdinaryDiffEq v6.89.0 [89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.1.0 [6ad6398a] OrdinaryDiffEqBDF v1.1.2 [bbf590c4] OrdinaryDiffEqCore v1.7.1 [50262376] OrdinaryDiffEqDefault v1.1.0 [4302a76b] OrdinaryDiffEqDifferentiation v1.1.0 [9286f039] OrdinaryDiffEqExplicitRK v1.1.0 [e0540318] OrdinaryDiffEqExponentialRK v1.1.0 [becaefa8] OrdinaryDiffEqExtrapolation v1.1.0 [5960d6e9] OrdinaryDiffEqFIRK v1.1.1 [101fe9f7] OrdinaryDiffEqFeagin v1.1.0 [d3585ca7] OrdinaryDiffEqFunctionMap v1.1.1 [d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0 [9f002381] OrdinaryDiffEqIMEXMultistep v1.1.0 [521117fe] OrdinaryDiffEqLinear v1.1.0 [1344f307] OrdinaryDiffEqLowOrderRK v1.2.0 [b0944070] OrdinaryDiffEqLowStorageRK v1.2.1 [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.2.1 [c9986a66] OrdinaryDiffEqNordsieck v1.1.0 [5dd0a6cf] OrdinaryDiffEqPDIRK v1.1.0 [5b33eab2] OrdinaryDiffEqPRK v1.1.0 [04162be5] OrdinaryDiffEqQPRK v1.1.0 [af6ede74] OrdinaryDiffEqRKN v1.1.0 [43230ef6] OrdinaryDiffEqRosenbrock v1.2.0 [2d112036] OrdinaryDiffEqSDIRK v1.1.0 [669c94d9] OrdinaryDiffEqSSPRK v1.2.0 [e3e12d00] OrdinaryDiffEqStabilizedIRK v1.1.0 [358294b1] OrdinaryDiffEqStabilizedRK v1.1.0 [fa646aed] OrdinaryDiffEqSymplecticRK v1.1.0 [b1df2697] OrdinaryDiffEqTsit5 v1.1.0 [79d7bb75] OrdinaryDiffEqVerner v1.1.1 [90014a1f] PDMats v0.11.31 [65ce6f38] PackageExtensionCompat v1.0.2 [d96e819e] Parameters v0.12.3 [e409e4f3] PoissonRandom v0.4.4 [f517fe37] Polyester v0.7.16 [1d0040c9] PolyesterWeave v0.2.2 [85a6dd25] PositiveFactorizations v0.2.4 [d236fae5] PreallocationTools v0.4.24 [aea7be01] PrecompileTools v1.2.1 [21216c6a] Preferences v1.4.3 [43287f4e] PtrArrays v1.2.1 [1fd47b50] QuadGK v2.11.1 [74087812] Random123 v1.7.0 [e6cf234a] RandomNumbers v1.6.0 [c1ae055f] RealDot v0.1.0 [3cdcf5f2] RecipesBase v1.3.4 [731186ca] RecursiveArrayTools v3.27.0 [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 v0.8.0 [7e49a35a] RuntimeGeneratedFunctions v0.5.13 [94e857df] SIMDTypes v0.1.0 [476501e8] SLEEFPirates v0.6.43 [0bca4576] SciMLBase v2.56.1 [19f34311] SciMLJacobianOperators v0.1.0 [c0aeaf25] SciMLOperators v0.3.10 [1ed8b502] SciMLSensitivity v7.68.0 [53ae85a6] SciMLStructures v1.5.0 [6c6a2e73] Scratch v1.2.1 [efcf1570] Setfield v1.1.1 [727e6d20] SimpleNonlinearSolve v1.12.3 [699a6c99] SimpleTraits v0.9.4 [ce78b400] SimpleUnPack v1.1.0 [a2af1166] SortingAlgorithms v1.2.1 [9f842d2f] SparseConnectivityTracer v0.6.7 [47a9eef4] SparseDiffTools v2.23.0 [dc90abb0] SparseInverseSubset v0.1.2 [0a514795] SparseMatrixColorings v0.4.7 [e56a9233] Sparspak v0.3.9 [276daf66] SpecialFunctions v2.4.0 [aedffcd0] Static v1.1.1 [0d7ed370] StaticArrayInterface v1.8.0 [90137ffa] StaticArrays v1.9.7 [1e83bf80] StaticArraysCore v1.4.3 [82ae8749] StatsAPI v1.7.0 [2913bbd2] StatsBase v0.34.3 [4c63d2b9] StatsFuns v1.3.2 [7792a7ef] StrideArraysCore v0.5.7 [09ab397b] StructArrays v0.6.18 [53d494c1] StructIO 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[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
This reproducer is great! I have a fix for real coming this time :) the problem was that we did a dumb job picking our initial dt
dt
Describe the example
Adjoint solve immediately fails with a floating point precision error exactly at 16f0, regardless of the ODEFunction, solver, etc. Seems to not occur in
v6.59.3
.(Originally from https://github.com/SciML/SciMLSensitivity.jl/issues/1133)
Minimal Reproducible Example π
Working deps
Broken deps
Working manifest
Broken manifest