SplitFunction w/ Zygote: UndefRefError

[JakobAsslaender]

Describe the bug 🐞 Hi, I am trying to optimize a Split ODE with a NN embedded. While I can run the inference, the optimization w/ Zygote throws an UndefRefError. I am not sure if this is the right place to a bug report or if the bug is rather in Zygote. Since the same optimization works fine with an ODEProblem, I suspect that it is not Zygote though.

Expected behavior Not throw an error ;)

Minimal Reproducible Example 👇

using Flux, Optimization, OrdinaryDiffEq, OptimizationOptimisers, SciMLSensitivity

##
N = 2^2
data   = randn(Float32, 3, 100, N)
u0 = repeat(Float32[0, 0, 1], 1, N)

##
ann = Chain(Dense(3, 50, tanh), Dense(50, 3))
pann, st = Flux.destructure(ann)
train_loader = Flux.Data.DataLoader((data, u0); batchsize=N)

##
const H1 = Float32[ 0 0 1; 0 0 0; -1 0 0]
function dudt_rot(u, pann, t)
    return H1 * u
end
function dudt_relax(u, pann, t)
    return st(pann)(u)
end

##
function predict_neuralode(pann, u0)
    sol1 = solve(
        SplitODEProblem{false}(
            SplitFunction{false}(
                ODEFunction{false}(dudt_rot),
                ODEFunction{false}(dudt_relax),
            ), u0, (0f0, 1f0)),
            Rosenbrock23(), p = pann, saveat = collect(range(0f0, 1f0, 100)))
    return permutedims(Array(sol1), (1, 3, 2))
end
predict_neuralode(pann, u0)

##
function loss_neuralode(pann, data, u0)
    pred = predict_neuralode(pann, u0)
    loss = sum(abs2, data .- pred)
    return loss, pred
end
loss_neuralode(pann, data, u0)

##
optf = Optimization.OptimizationFunction((pann, pnothing, data, u0) -> loss_neuralode(pann, data, u0), Optimization.AutoZygote())
optprob = Optimization.OptimizationProblem(optf, pann)
result_neuralode = Optimization.solve(optprob, OptimizationOptimisers.Adam(0.001), train_loader)

Error & Stacktrace ⚠️

ERROR: UndefRefError: access to undefined reference
Stacktrace:
  [1] getindex
    @ ./essentials.jl:13 [inlined]
  [2] pop!(stk::Zygote.Stack{Any})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/emit.jl:14
  [3] #_#338
    @ ~/.julia/packages/SciMLBase/n3SyK/src/problems/ode_problems.jl:470 [inlined]
  [4] (::Zygote.Pullback{Tuple{…}, Any})(Δ::Base.RefValue{Any})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
  [5] SplitODEProblem
    @ ~/.julia/packages/SciMLBase/n3SyK/src/problems/ode_problems.jl:463 [inlined]
  [6] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Base.RefValue{Any})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
  [7] SplitODEProblem
    @ ~/.julia/packages/SciMLBase/n3SyK/src/problems/ode_problems.jl:463 [inlined]
  [8] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Base.RefValue{Any})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
  [9] predict_neuralode
    @ ./Untitled-1:26 [inlined]
 [10] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Array{Float32, 3})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
 [11] loss_neuralode
    @ ./Untitled-1:39 [inlined]
 [12] SciML/SciMLBase.jl#13
    @ ./Untitled-1:46 [inlined]
 [13] SciML/SciMLBase.jl#291
    @ ~/.julia/packages/Zygote/nsBv0/src/lib/lib.jl:206 [inlined]
 [14] #2169#back
    @ ~/.julia/packages/ZygoteRules/M4xmc/src/adjoint.jl:72 [inlined]
 [15] OptimizationFunction
    @ ~/.julia/packages/SciMLBase/n3SyK/src/scimlfunctions.jl:3775 [inlined]
 [16] SciML/SciMLBase.jl#291
    @ ~/.julia/packages/Zygote/nsBv0/src/lib/lib.jl:206 [inlined]
 [17] #2169#back
    @ ~/.julia/packages/ZygoteRules/M4xmc/src/adjoint.jl:72 [inlined]
 [18] SciML/SciMLBase.jl#37
    @ ~/.julia/packages/OptimizationBase/mGHPN/ext/OptimizationZygoteExt.jl:94 [inlined]
 [19] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Float32)
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
 [20] SciML/SciMLBase.jl#291
    @ ~/.julia/packages/Zygote/nsBv0/src/lib/lib.jl:206 [inlined]
 [21] #2169#back
    @ ~/.julia/packages/ZygoteRules/M4xmc/src/adjoint.jl:72 [inlined]
 [22] SciML/SciMLBase.jl#39
    @ ~/.julia/packages/OptimizationBase/mGHPN/ext/OptimizationZygoteExt.jl:97 [inlined]
 [23] (::Zygote.Pullback{Tuple{…}, Tuple{…}})(Δ::Float32)
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
 [24] (::Zygote.var"#75#76"{Zygote.Pullback{Tuple{…}, Tuple{…}}})(Δ::Float32)
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface.jl:91
 [25] gradient(f::Function, args::Vector{Float32})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface.jl:148
 [26] (::OptimizationZygoteExt.var"#38#56"{…})(::Vector{…}, ::Vector{…}, ::Array{…}, ::Vararg{…})
    @ OptimizationZygoteExt ~/.julia/packages/OptimizationBase/mGHPN/ext/OptimizationZygoteExt.jl:97
 [27] macro expansion
    @ ~/.julia/packages/OptimizationOptimisers/AOkbT/src/OptimizationOptimisers.jl:68 [inlined]
 [28] macro expansion
    @ ~/.julia/packages/Optimization/fPKIF/src/utils.jl:32 [inlined]
 [29] __solve(cache::OptimizationCache{…})
    @ OptimizationOptimisers ~/.julia/packages/OptimizationOptimisers/AOkbT/src/OptimizationOptimisers.jl:66
 [30] solve!(cache::OptimizationCache{…})
    @ SciMLBase ~/.julia/packages/SciMLBase/n3SyK/src/solve.jl:188
 [31] solve(prob::OptimizationProblem{…}, alg::Optimisers.Adam, args::MLUtils.DataLoader{…}; kwargs::@Kwargs{})
    @ SciMLBase ~/.julia/packages/SciMLBase/n3SyK/src/solve.jl:96
 [32] solve(prob::OptimizationProblem{…}, alg::Optimisers.Adam, args::MLUtils.DataLoader{…})
    @ SciMLBase ~/.julia/packages/SciMLBase/n3SyK/src/solve.jl:93
 [33] top-level scope
    @ REPL[2]:1
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

  [b0b7db55] ComponentArrays v0.15.16
  [aae7a2af] DiffEqFlux v3.5.1
  [587475ba] Flux v0.14.16
  [f6369f11] ForwardDiff v0.10.36
  [c8e1da08] IterTools v1.10.0
  [b2108857] Lux v0.5.62
  [d0bbae9a] LuxCUDA v0.3.2
  [23992714] MAT v0.10.7
  [f1d291b0] MLUtils v0.4.4
  [9689932d] MRIgeneralizedBloch v0.9.0
  [7f7a1694] Optimization v3.27.0
  [36348300] OptimizationOptimJL v0.3.2
  [42dfb2eb] OptimizationOptimisers v0.2.1
  [1dea7af3] OrdinaryDiffEq v6.87.0
  [f0f68f2c] PlotlyJS v0.18.13
  [91a5bcdd] Plots v1.40.5
  [0bca4576] SciMLBase v2.48.1
  [1ed8b502] SciMLSensitivity v7.64.0
  [c3572dad] Sundials v4.24.0
  [02a925ec] cuDNN v1.3.2
  [9a3f8284] Random

• Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)

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  [ec485272] ArnoldiMethod v0.4.0
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  [c0aeaf25] SciMLOperators v0.3.8
  [1ed8b502] SciMLSensitivity v7.64.0
  [53ae85a6] SciMLStructures v1.4.2
  [6c6a2e73] Scratch v1.2.1
  [91c51154] SentinelArrays v1.4.5
  [efcf1570] Setfield v1.1.1
  [605ecd9f] ShowCases v0.1.0
  [992d4aef] Showoff v1.0.3
  [777ac1f9] SimpleBufferStream v1.1.0
  [727e6d20] SimpleNonlinearSolve v1.11.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [47aef6b3] SimpleWeightedGraphs v1.4.0
  [a2af1166] SortingAlgorithms v1.2.1
  [47a9eef4] SparseDiffTools v2.19.0
  [dc90abb0] SparseInverseSubset v0.1.2
  [0a514795] SparseMatrixColorings v0.3.6
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.4.0
  [171d559e] SplittablesBase v0.1.15
⌃ [aedffcd0] Static v0.8.10
  [0d7ed370] StaticArrayInterface v1.5.1
  [90137ffa] StaticArrays v1.9.7
  [1e83bf80] StaticArraysCore v1.4.3
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.1
  [9672c7b4] SteadyStateDiffEq v2.3.0
  [789caeaf] StochasticDiffEq v6.67.0
  [7792a7ef] StrideArraysCore v0.5.7
  [892a3eda] StringManipulation v0.3.4
  [09ab397b] StructArrays v0.6.18
  [53d494c1] StructIO v0.3.0
  [c3572dad] Sundials v4.24.0
⌅ [4297ee4d] SymbolicAnalysis v0.1.0
  [2efcf032] SymbolicIndexingInterface v0.3.27
⌃ [19f23fe9] SymbolicLimits v0.2.1
⌅ [d1185830] SymbolicUtils v2.1.2
  [0c5d862f] Symbolics v5.35.1
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [62fd8b95] TensorCore v0.1.1
⌅ [8ea1fca8] TermInterface v0.4.1
  [5d786b92] TerminalLoggers v0.1.7
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.24
  [c751599d] ToeplitzMatrices v0.8.3
  [9f7883ad] Tracker v0.2.34
  [3bb67fe8] TranscodingStreams v0.11.1
⌃ [28d57a85] Transducers v0.4.80
  [d5829a12] TriangularSolve v0.2.1
  [410a4b4d] Tricks v0.1.9
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
  [1986cc42] Unitful v1.21.0
  [45397f5d] UnitfulLatexify v1.6.4
  [a7c27f48] Unityper v0.1.6
  [0fe1646c] UnrolledUtilities v0.1.2
  [013be700] UnsafeAtomics v0.2.1
  [d80eeb9a] UnsafeAtomicsLLVM v0.1.5
  [41fe7b60] Unzip v0.2.0
  [3d5dd08c] VectorizationBase v0.21.70
  [19fa3120] VertexSafeGraphs v0.2.0
  [0f1e0344] WebIO v0.8.21
  [104b5d7c] WebSockets v1.6.0
  [d49dbf32] WeightInitializers v1.0.0
  [cc8bc4a8] Widgets v0.6.6
  [efce3f68] WoodburyMatrices v1.0.0
  [e88e6eb3] Zygote v0.6.70
  [700de1a5] ZygoteRules v0.2.5
  [02a925ec] cuDNN v1.3.2
  [6e34b625] Bzip2_jll v1.0.8+1
  [4ee394cb] CUDA_Driver_jll v0.9.1+1
  [76a88914] CUDA_Runtime_jll v0.14.1+0
⌅ [62b44479] CUDNN_jll v9.0.0+1
  [83423d85] Cairo_jll v1.18.0+2
  [7bc98958] Cubature_jll v1.0.5+0
  [ee1fde0b] Dbus_jll v1.14.10+0
⌅ [7cc45869] Enzyme_jll v0.0.140+0
  [2702e6a9] EpollShim_jll v0.0.20230411+0
  [2e619515] Expat_jll v2.6.2+0
⌅ [b22a6f82] FFMPEG_jll v4.4.4+1
  [f5851436] FFTW_jll v3.3.10+0
  [34b6f7d7] FastTransforms_jll v0.6.2+0
  [a3f928ae] Fontconfig_jll v2.13.96+0
  [d7e528f0] FreeType2_jll v2.13.2+0
  [559328eb] FriBidi_jll v1.0.14+0
  [0656b61e] GLFW_jll v3.4.0+1
  [d2c73de3] GR_jll v0.73.7+0
  [78b55507] Gettext_jll v0.21.0+0
  [7746bdde] Glib_jll v2.80.2+0
  [3b182d85] Graphite2_jll v1.3.14+0
⌃ [0234f1f7] HDF5_jll v1.14.2+1
  [2e76f6c2] HarfBuzz_jll v2.8.1+1
  [e33a78d0] Hwloc_jll v2.11.1+0
  [1d5cc7b8] IntelOpenMP_jll v2024.2.0+0
  [aacddb02] JpegTurbo_jll v3.0.3+0
  [9c1d0b0a] JuliaNVTXCallbacks_jll v0.2.1+0
  [f7e6163d] Kaleido_jll v0.2.1+0
  [c1c5ebd0] LAME_jll v3.100.2+0
⌅ [88015f11] LERC_jll v3.0.0+1
⌅ [dad2f222] LLVMExtra_jll v0.0.30+0
  [1d63c593] LLVMOpenMP_jll v15.0.7+0
  [dd4b983a] LZO_jll v2.10.2+0
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
⌅ [e9f186c6] Libffi_jll v3.2.2+1
  [d4300ac3] Libgcrypt_jll v1.8.11+0
  [7e76a0d4] Libglvnd_jll v1.6.0+0
  [7add5ba3] Libgpg_error_jll v1.49.0+0
  [94ce4f54] Libiconv_jll v1.17.0+0
  [4b2f31a3] Libmount_jll v2.40.1+0
⌅ [89763e89] Libtiff_jll v4.5.1+1
  [38a345b3] Libuuid_jll v2.40.1+0
  [856f044c] MKL_jll v2024.2.0+0
  [7cb0a576] MPICH_jll v4.2.2+0
  [f1f71cc9] MPItrampoline_jll v5.4.0+0
  [9237b28f] MicrosoftMPI_jll v10.1.4+2
  [e98f9f5b] NVTX_jll v3.1.0+2
  [e7412a2a] Ogg_jll v1.3.5+1
  [fe0851c0] OpenMPI_jll v5.0.4+0
  [458c3c95] OpenSSL_jll v3.0.14+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [91d4177d] Opus_jll v1.3.2+0
  [36c8627f] Pango_jll v1.52.2+0
  [30392449] Pixman_jll v0.43.4+0
  [c0090381] Qt6Base_jll v6.7.1+1
  [629bc702] Qt6Declarative_jll v6.7.1+2
  [ce943373] Qt6ShaderTools_jll v6.7.1+1
  [e99dba38] Qt6Wayland_jll v6.7.1+1
  [f50d1b31] Rmath_jll v0.4.2+0
⌅ [fb77eaff] Sundials_jll v5.2.2+0
  [a44049a8] Vulkan_Loader_jll v1.3.243+0
  [a2964d1f] Wayland_jll v1.21.0+1
  [2381bf8a] Wayland_protocols_jll v1.31.0+0
  [02c8fc9c] XML2_jll v2.13.1+0
  [aed1982a] XSLT_jll v1.1.41+0
  [ffd25f8a] XZ_jll v5.4.6+0
  [f67eecfb] Xorg_libICE_jll v1.1.1+0
  [c834827a] Xorg_libSM_jll v1.2.4+0
  [4f6342f7] Xorg_libX11_jll v1.8.6+0
  [0c0b7dd1] Xorg_libXau_jll v1.0.11+0
  [935fb764] Xorg_libXcursor_jll v1.2.0+4
  [a3789734] Xorg_libXdmcp_jll v1.1.4+0
  [1082639a] Xorg_libXext_jll v1.3.6+0
  [d091e8ba] Xorg_libXfixes_jll v5.0.3+4
  [a51aa0fd] Xorg_libXi_jll v1.7.10+4
  [d1454406] Xorg_libXinerama_jll v1.1.4+4
  [ec84b674] Xorg_libXrandr_jll v1.5.2+4
  [ea2f1a96] Xorg_libXrender_jll v0.9.11+0
  [14d82f49] Xorg_libpthread_stubs_jll v0.1.1+0
  [c7cfdc94] Xorg_libxcb_jll v1.17.0+0
  [cc61e674] Xorg_libxkbfile_jll v1.1.2+0
  [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.4+0
  [12413925] Xorg_xcb_util_image_jll v0.4.0+1
  [2def613f] Xorg_xcb_util_jll v0.4.0+1
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
  [35661453] Xorg_xkbcomp_jll v1.4.6+0
  [33bec58e] Xorg_xkeyboard_config_jll v2.39.0+0
  [c5fb5394] Xorg_xtrans_jll v1.5.0+0
  [3161d3a3] Zstd_jll v1.5.6+0
  [35ca27e7] eudev_jll v3.2.9+0
⌅ [214eeab7] fzf_jll v0.43.0+0
  [1a1c6b14] gperf_jll v3.1.1+0
  [477f73a3] libaec_jll v1.1.2+0
  [a4ae2306] libaom_jll v3.9.0+0
  [0ac62f75] libass_jll v0.15.1+0
  [1183f4f0] libdecor_jll v0.2.2+0
  [2db6ffa8] libevdev_jll v1.11.0+0
  [f638f0a6] libfdk_aac_jll v2.0.2+0
  [36db933b] libinput_jll v1.18.0+0
  [b53b4c65] libpng_jll v1.6.43+1
  [f27f6e37] libvorbis_jll v1.3.7+2
  [009596ad] mtdev_jll v1.1.6+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
  [1270edf5] x264_jll v2021.5.5+0
  [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v1.4.1+1
  [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
  [781609d7] GMP_jll v6.2.1+6
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [3a97d323] MPFR_jll v4.2.0+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
  [efcefdf7] PCRE2_jll v10.42.0+1
  [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

• Output of versioninfo()

Julia Version 1.10.4
Commit 48d4fd48430 (2024-06-04 10:41 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 160 × Intel(R) Xeon(R) Platinum 8380 CPU @ 2.30GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, icelake-server)
Threads: 40 default, 0 interactive, 20 GC (on 160 virtual cores)
Environment:
  LD_LIBRARY_PATH = /cm/shared/apps/slurm/current/lib64/slurm:/cm/shared/apps/slurm/current/lib64
  LD_LIBRARY_PATH_modshare = /cm/shared/apps/slurm/current/lib64:1:/cm/shared/apps/slurm/current/lib64/slurm:1
  JULIA_EDITOR = code
  JULIA_NUM_THREADS = 40

Additional context Thanks for looking into this!

[ChrisRackauckas]

Transferring to SciMLSensitivity. Indeed it just hasn't been handled yet. It's nothing fundamental but we need to write a specialization for SplitFunction.