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SciML / SciMLSensitivity.jl

A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.
https://docs.sciml.ai/SciMLSensitivity/stable/
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AutoDiff for simple equation using ComponentArrays fails with certain `sensealg` options #1091

Closed jClugstor closed 2 months ago

jClugstor commented 2 months ago

Describe the bug 🐞 Related to https://github.com/DARPA-ASKEM/sciml-service/issues/177 A simple harmonic oscillator model that uses component arrays to hold the state and the parameters.

Expected behavior I want to get the gradient of fake_loss with respect to the parameter k

Minimal Reproducible Example 👇

using ComponentArrays, OrdinaryDiffEq

x0 = [1.0]
v0 = [0.0]

u₀ = ComponentArray(X=x0, V=v0)
p = ComponentArray(k=1.0)
tₑ = 10

f(du, u, p, t) = begin

    X = u.X
    k = p.k
    V = u.V

    var"•1" = -k
    V̇ = var"•1" .* X

    getproperty(du, :X) .= V
    getproperty(du, :V) .= V̇

    return nothing
end

data_prob = ODEProblem{true,SciMLBase.FullSpecialize}(f, u₀, (0, tₑ), p)
solve(data_prob, Tsit5())

using SciMLSensitivity, Zygote, Enzyme
Enzyme.API.runtimeActivity!(true)

function fake_loss(par)
    prob = remake(data_prob, p=par)
    soln = solve(prob, Tsit5(), sensealg = ForwardDiffSensitivity()))
    @info("Done")

    # return soln(tₑ)
    sum(last(soln)) # last, not soln(tₑ) because to avoid interpolation fails when AD fails.
end

Error & Stacktrace ⚠️

ERROR: MethodError: no method matching strides(::FillArrays.Fill{Float64, 1, Tuple{Base.OneTo{Int64}}})

Closest candidates are:
  strides(::LazyArrays.ApplyMatrix{<:Any, typeof(rot180)})
   @ LazyArrays ~/.julia/packages/LazyArrays/6UPSU/src/lazyoperations.jl:492
  strides(::StaticArraysCore.MArray)
   @ StaticArrays ~/.julia/packages/StaticArrays/MSJcA/src/abstractarray.jl:19
  strides(::ComponentArray)
   @ ComponentArrays ~/.julia/packages/ComponentArrays/xO4hy/src/array_interface.jl:142
  ...

Stacktrace:
  [1] stride(A::FillArrays.Fill{Float64, 1, Tuple{Base.OneTo{Int64}}}, k::Int64)
    @ Base ./abstractarray.jl:595
  [2] stride(x::ComponentVector{Float64, FillArrays.Fill{Float64, 1, Tuple{…}}, Tuple{Axis{…}}}, k::Int64)
    @ ComponentArrays ~/.julia/packages/ComponentArrays/xO4hy/src/array_interface.jl:148
  [3] gemv!(y::Vector{…}, tA::Char, A::Matrix{…}, x::ComponentVector{…}, α::Bool, β::Bool)
    @ LinearAlgebra ~/.julia/juliaup/julia-1.10.4+0.x64.linux.gnu/share/julia/stdlib/v1.10/LinearAlgebra/src/matmul.jl:411
  [4] generic_matvecmul!
    @ ~/.julia/juliaup/julia-1.10.4+0.x64.linux.gnu/share/julia/stdlib/v1.10/LinearAlgebra/src/matmul.jl:71 [inlined]
  [5] mul!
    @ ~/.julia/juliaup/julia-1.10.4+0.x64.linux.gnu/share/julia/stdlib/v1.10/LinearAlgebra/src/matmul.jl:66 [inlined]
  [6] mul!
    @ ~/.julia/juliaup/julia-1.10.4+0.x64.linux.gnu/share/julia/stdlib/v1.10/LinearAlgebra/src/matmul.jl:237 [inlined]
  [7] *(A::LinearAlgebra.Adjoint{Float64, Matrix{…}}, x::ComponentVector{Float64, FillArrays.Fill{…}, Tuple{…}})
    @ LinearAlgebra ~/.julia/juliaup/julia-1.10.4+0.x64.linux.gnu/share/julia/stdlib/v1.10/LinearAlgebra/src/matmul.jl:53
  [8] (::SciMLSensitivity.var"#332#341"{ODESolution{…}, ComponentVector{…}})(i::Int64)
    @ SciMLSensitivity ~/.julia/packages/SciMLSensitivity/PstNN/src/concrete_solve.jl:1071
  [9] macro expansion
    @ ./reduce.jl:265 [inlined]
 [10] macro expansion
    @ ./simdloop.jl:77 [inlined]
 [11] mapreduce_impl(f::SciMLSensitivity.var"#332#341"{…}, op::typeof(Base.add_sum), A::Base.OneTo{…}, ifirst::Int64, ilast::Int64, blksize::Int64)
    @ Base ./reduce.jl:263
 [12] mapreduce_impl
    @ ./reduce.jl:277 [inlined]
 [13] _mapreduce(f::SciMLSensitivity.var"#332#341"{…}, op::typeof(Base.add_sum), ::IndexLinear, A::Base.OneTo{…})
    @ Base ./reduce.jl:447
 [14] _mapreduce_dim(f::Function, op::Function, ::Base._InitialValue, A::Base.OneTo{Int64}, ::Colon)
    @ Base ./reducedim.jl:365
 [15] mapreduce
    @ ./reducedim.jl:357 [inlined]
 [16] _sum
    @ ./reducedim.jl:1015 [inlined]
 [17] sum(f::Function, a::Base.OneTo{Int64})
    @ Base ./reducedim.jl:1011
 [18] (::SciMLSensitivity.var"#330#339"{…})()
    @ SciMLSensitivity ~/.julia/packages/SciMLSensitivity/PstNN/src/concrete_solve.jl:1056
 [19] unthunk
    @ ~/.julia/packages/ChainRulesCore/I1EbV/src/tangent_types/thunks.jl:204 [inlined]
 [20] wrap_chainrules_output
    @ ~/.julia/packages/Zygote/nsBv0/src/compiler/chainrules.jl:110 [inlined]
 [21] map
    @ ./tuple.jl:293 [inlined]
 [22] map (repeats 3 times)
    @ ./tuple.jl:294 [inlined]
 [23] wrap_chainrules_output
    @ ~/.julia/packages/Zygote/nsBv0/src/compiler/chainrules.jl:111 [inlined]
 [24] ZBack
    @ ~/.julia/packages/Zygote/nsBv0/src/compiler/chainrules.jl:211 [inlined]
 [25] #291
    @ ~/.julia/packages/Zygote/nsBv0/src/lib/lib.jl:206 [inlined]
 [26] (::Zygote.var"#2169#back#293"{…})(Δ::ODESolution{…})
    @ Zygote ~/.julia/packages/ZygoteRules/M4xmc/src/adjoint.jl:72
 [27] #solve#51
    @ ~/.julia/packages/DiffEqBase/V6SCE/src/solve.jl:1003 [inlined]
 [28] (::Zygote.Pullback{…})(Δ::ODESolution{…})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
 [29] #291
    @ ~/.julia/packages/Zygote/nsBv0/src/lib/lib.jl:206 [inlined]
 [30] (::Zygote.var"#2169#back#293"{…})(Δ::ODESolution{…})
    @ Zygote ~/.julia/packages/ZygoteRules/M4xmc/src/adjoint.jl:72
 [31] solve
    @ ~/.julia/packages/DiffEqBase/V6SCE/src/solve.jl:993 [inlined]
 [32] (::Zygote.Pullback{…})(Δ::ODESolution{…})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
 [33] fake_loss
    @ ~/Documents/Work/dev/DecapodeCalibrateDemos/HarmonicOscillator/boiled_down.jl:39 [inlined]
 [34] (::Zygote.Pullback{Tuple{typeof(fake_loss), ComponentVector{Float64, Vector{…}, Tuple{…}}}, Any})(Δ::Float64)
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface2.jl:0
 [35] (::Zygote.var"#75#76"{Zygote.Pullback{Tuple{typeof(fake_loss), ComponentVector{…}}, Any}})(Δ::Float64)
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface.jl:91
 [36] gradient(f::Function, args::ComponentVector{Float64, Vector{Float64}, Tuple{Axis{(k = 1,)}}})
    @ Zygote ~/.julia/packages/Zygote/nsBv0/src/compiler/interface.jl:148
 [37] top-level scope
    @ ~/Documents/Work/dev/DecapodeCalibrateDemos/HarmonicOscillator/boiled_down.jl:46
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

Status `~/Documents/Work/dev/DecapodeCalibrateDemos/HarmonicOscillator/Project.toml`
  [b0b7db55] ComponentArrays v0.15.16
  [7da242da] Enzyme v0.12.31
  [1dea7af3] OrdinaryDiffEq v6.87.0
  [1ed8b502] SciMLSensitivity v7.64.0
  [e88e6eb3] Zygote v0.6.70
(HarmonicOscillator) pkg> st -m
Status `~/Documents/Work/dev/DecapodeCalibrateDemos/HarmonicOscillator/Manifest.toml`
  [47edcb42] ADTypes v1.7.1
  [621f4979] AbstractFFTs v1.5.0
  [7d9f7c33] Accessors v0.1.37
  [79e6a3ab] Adapt v4.0.4
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.15.0
  [4c555306] ArrayLayouts v1.10.2
  [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 v1.69.0
  [d360d2e6] ChainRulesCore v1.24.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.0
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.16.0
  [b0b7db55] ComponentArrays v0.15.16
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.5.6
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [2b5f629d] DiffEqBase v6.152.2
  [459566f4] DiffEqCallbacks v3.7.0
  [77a26b50] DiffEqNoiseProcess v5.23.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.5.12
  [b4f34e82] Distances v0.10.11
  [31c24e10] Distributions v0.25.110
  [ffbed154] DocStringExtensions v0.9.3
  [da5c29d0] EllipsisNotation v1.8.0
  [4e289a0a] EnumX v1.0.4
  [7da242da] Enzyme v0.12.31
  [f151be2c] EnzymeCore v0.7.8
  [d4d017d3] ExponentialUtilities v1.26.1
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.4
  [1a297f60] FillArrays v1.11.0
  [6a86dc24] FiniteDiff v2.24.0
  [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 v10.3.0
  [46192b85] GPUArraysCore v0.1.6
⌅ [61eb1bfa] GPUCompiler v0.26.7
  [c145ed77] GenericSchur v0.5.4
  [86223c79] Graphs v1.11.2
  [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 v0.1.16
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.5.0
  [ccbc3e58] JumpProcesses v9.13.3
  [ef3ab10e] KLU v0.6.0
  [63c18a36] KernelAbstractions v0.9.23
  [ba0b0d4f] Krylov v0.9.6
  [929cbde3] LLVM v8.1.0
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.2.0
  [2d8b4e74] LevyArea v1.0.0
  [d3d80556] LineSearches v7.3.0
  [7ed4a6bd] LinearSolve v2.32.0
  [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 v0.1.3
  [e1d29d7a] Missings v1.2.0
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.8.3
  [2774e3e8] NLsolve v4.5.1
  [872c559c] NNlib v0.9.22
  [77ba4419] NaNMath v1.0.2
  [8913a72c] NonlinearSolve v3.14.0
  [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 v6.87.0
  [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 v0.4.23
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [43287f4e] PtrArrays v1.2.0
  [1fd47b50] QuadGK v2.10.1
  [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 v0.7.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.43
  [0bca4576] SciMLBase v2.48.1
  [c0aeaf25] SciMLOperators v0.3.9
  [1ed8b502] SciMLSensitivity v7.64.0
  [53ae85a6] SciMLStructures v1.4.2
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [727e6d20] SimpleNonlinearSolve v1.12.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
  [47a9eef4] SparseDiffTools v2.20.0
  [dc90abb0] SparseInverseSubset v0.1.2
  [0a514795] SparseMatrixColorings v0.3.6
  [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 v1.3.1
  [789caeaf] StochasticDiffEq v6.67.0
  [7792a7ef] StrideArraysCore v0.5.7
  [09ab397b] StructArrays v0.6.18
  [53d494c1] StructIO v0.3.1
  [2efcf032] SymbolicIndexingInterface v0.3.28
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.24
  [9f7883ad] Tracker v0.2.34
  [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
  [d80eeb9a] UnsafeAtomicsLLVM v0.2.0
  [3d5dd08c] VectorizationBase v0.21.70
  [19fa3120] VertexSafeGraphs v0.2.0
  [e88e6eb3] Zygote v0.6.70
  [700de1a5] ZygoteRules v0.2.5
  [7cc45869] Enzyme_jll v0.0.144+0
  [1d5cc7b8] IntelOpenMP_jll v2024.2.0+0
⌅ [dad2f222] LLVMExtra_jll v0.0.31+0
  [856f044c] MKL_jll v2024.2.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
⌅ [f50d1b31] Rmath_jll v0.4.3+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
Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`
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: 16 × AMD Ryzen 7 6800U with Radeon Graphics
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, znver3)
Threads: 16 default, 0 interactive, 8 GC (on 16 virtual cores)
Environment:
  JULIA_EDITOR = code

Additional context The continuous adjoint sensealgs work, but not ForwardDiff or FowardSensitivity. Enzyme will work if the runtime activity option is used.

jClugstor commented 2 months ago

@ChrisRackauckas this is the issue I was talking about

jgsimard commented 2 months ago

I have the same issue, now that I have updated SciMLSensitivity

ChrisRackauckas commented 2 months ago

This should be handled with the newest release.

ChrisRackauckas commented 2 months ago

Note that I am seeing something specifically with Tracker, and that should get resolved over the next week. But if you're not doing TrackerAdjoint with ComponentArray p you should generally be fine with ComponentArrays.