From 37c8788a0ce8f689824bf008b5bef620ef09d570 Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Thu, 13 Jan 2022 10:04:14 +0200
Subject: [PATCH 01/14] test_ADs of MaternKernel again
---
test/basekernels/matern.jl | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
diff --git a/test/basekernels/matern.jl b/test/basekernels/matern.jl
index dedbd3847..3ec75b271 100644
--- a/test/basekernels/matern.jl
+++ b/test/basekernels/matern.jl
@@ -14,8 +14,6 @@
@test metric(MaternKernel()) == Euclidean()
@test metric(MaternKernel(; ν=2.0)) == Euclidean()
@test repr(k) == "Matern Kernel (ν = $(ν), metric = Euclidean(0.0))"
- # test_ADs(x->MaternKernel(nu=first(x)),[ν])
- @test_broken "All fails (because of logabsgamma for ForwardDiff and ReverseDiff and because of nu for Zygote)"
k2 = MaternKernel(; ν=ν, metric=WeightedEuclidean(ones(3)))
@test metric(k2) isa WeightedEuclidean
@@ -23,6 +21,7 @@
# Standardised tests.
TestUtils.test_interface(k, Float64)
+ test_ADs(args -> MaternKernel(nu=only(args)), [ν])
test_params(k, ([ν],))
end
@testset "Matern32Kernel" begin
From f464abfa2bbd89c53d90f50349949dee834d4a12 Mon Sep 17 00:00:00 2001
From: st-- <st--@users.noreply.github.com>
Date: Thu, 13 Jan 2022 09:28:57 +0100
Subject: [PATCH 02/14] Update test/basekernels/matern.jl
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
---
test/basekernels/matern.jl | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/test/basekernels/matern.jl b/test/basekernels/matern.jl
index 3ec75b271..3df815311 100644
--- a/test/basekernels/matern.jl
+++ b/test/basekernels/matern.jl
@@ -21,7 +21,7 @@
# Standardised tests.
TestUtils.test_interface(k, Float64)
- test_ADs(args -> MaternKernel(nu=only(args)), [ν])
+ test_ADs(args -> MaternKernel(; nu=only(args)), [ν])
test_params(k, ([ν],))
end
@testset "Matern32Kernel" begin
From cd81d8d7a5941ec8445b4e257b6573c79c28c27d Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Thu, 13 Jan 2022 18:33:20 +0200
Subject: [PATCH 03/14] remove test for differentiation through nu of
MaternKernel
---
test/basekernels/matern.jl | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
diff --git a/test/basekernels/matern.jl b/test/basekernels/matern.jl
index 3ec75b271..00a6f20a4 100644
--- a/test/basekernels/matern.jl
+++ b/test/basekernels/matern.jl
@@ -4,13 +4,12 @@
v1 = rand(rng, 3)
v2 = rand(rng, 3)
@testset "MaternKernel" begin
- ν = 2.0
+ ν = 2.1
k = MaternKernel(; ν=ν)
matern(x, ν) = 2^(1 - ν) / gamma(ν) * (sqrt(2ν) * x)^ν * besselk(ν, sqrt(2ν) * x)
@test MaternKernel(; nu=ν).ν == [ν]
@test kappa(k, x) ≈ matern(x, ν)
@test kappa(k, 0.0) == 1.0
- @test kappa(MaternKernel(; ν=ν), x) == kappa(k, x)
@test metric(MaternKernel()) == Euclidean()
@test metric(MaternKernel(; ν=2.0)) == Euclidean()
@test repr(k) == "Matern Kernel (ν = $(ν), metric = Euclidean(0.0))"
@@ -21,7 +20,7 @@
# Standardised tests.
TestUtils.test_interface(k, Float64)
- test_ADs(args -> MaternKernel(nu=only(args)), [ν])
+ test_ADs(() -> MaternKernel(nu=ν))
test_params(k, ([ν],))
end
@testset "Matern32Kernel" begin
From 364a6cd3c1012c62ab44897928fbb2a114529a60 Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Thu, 13 Jan 2022 23:36:19 +0200
Subject: [PATCH 04/14] fix
---
src/basekernels/matern.jl | 4 ++++
src/matrix/kernelkroneckermat.jl | 2 +-
test/basekernels/matern.jl | 2 +-
3 files changed, 6 insertions(+), 2 deletions(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index a1ae4dfcc..b54140394 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -17,6 +17,10 @@ By default, ``d`` is the Euclidean metric ``d(x, x') = \\|x - x'\\|_2``.
A Gaussian process with a Matérn kernel is ``\\lceil \\nu \\rceil - 1``-times
differentiable in the mean-square sense.
+!!! note
+
+ Differentiation with respect to the ν parameter is not currently supported.
+
See also: [`Matern12Kernel`](@ref), [`Matern32Kernel`](@ref), [`Matern52Kernel`](@ref)
"""
struct MaternKernel{Tν<:Real,M} <: SimpleKernel
diff --git a/src/matrix/kernelkroneckermat.jl b/src/matrix/kernelkroneckermat.jl
index d83463efa..113d0f53d 100644
--- a/src/matrix/kernelkroneckermat.jl
+++ b/src/matrix/kernelkroneckermat.jl
@@ -14,7 +14,7 @@ where `D` is given by `dims`.
!!! warning
- Require `Kronecker.jl` and for `iskroncompatible(κ)` to return `true`.
+ Requires `Kronecker.jl` and for `iskroncompatible(κ)` to return `true`.
"""
function kernelkronmat(κ::Kernel, X::AbstractVector{<:Real}, dims::Int)
checkkroncompatible(κ)
diff --git a/test/basekernels/matern.jl b/test/basekernels/matern.jl
index 00a6f20a4..e9807a745 100644
--- a/test/basekernels/matern.jl
+++ b/test/basekernels/matern.jl
@@ -20,7 +20,7 @@
# Standardised tests.
TestUtils.test_interface(k, Float64)
- test_ADs(() -> MaternKernel(nu=ν))
+ test_ADs(() -> MaternKernel(; nu=ν))
test_params(k, ([ν],))
end
@testset "Matern32Kernel" begin
From 603ddd0a5166de916abb7bf2521c2afd7aff67dc Mon Sep 17 00:00:00 2001
From: st-- <st--@users.noreply.github.com>
Date: Fri, 14 Jan 2022 11:18:21 +0100
Subject: [PATCH 05/14] Update src/basekernels/matern.jl
Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
---
src/basekernels/matern.jl | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index b54140394..47cd4b404 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -19,7 +19,7 @@ differentiable in the mean-square sense.
!!! note
- Differentiation with respect to the ν parameter is not currently supported.
+ Differentiation with respect to the order ν is not currently supported.
See also: [`Matern12Kernel`](@ref), [`Matern32Kernel`](@ref), [`Matern52Kernel`](@ref)
"""
From 30385acdee781a48d5960fe190b87c2e6c43aad0 Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 09:39:11 +0300
Subject: [PATCH 06/14] separate out Zygote test
---
test/basekernels/matern.jl | 8 +++++++-
1 file changed, 7 insertions(+), 1 deletion(-)
diff --git a/test/basekernels/matern.jl b/test/basekernels/matern.jl
index af9f3774b..9a0267cc7 100644
--- a/test/basekernels/matern.jl
+++ b/test/basekernels/matern.jl
@@ -20,7 +20,13 @@
# Standardised tests.
TestUtils.test_interface(k, Float64)
- test_ADs(() -> MaternKernel(; nu=ν))
+ test_ADs(() -> MaternKernel(; nu=ν); ADs=[:ForwardDiff, :ReverseDiff])
+ try
+ test_ADs(() -> MaternKernel(; nu=ν); ADs=[:Zygote])
+ catch
+ @test_broken "MaternKernel <-> Zygote AD test is broken"
+ end
+
test_params(k, ([ν],))
end
@testset "Matern32Kernel" begin
From 77bac8f409631614e5c72a28434a45ac9b42bc8e Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 12:04:32 +0300
Subject: [PATCH 07/14] revert Zygote test restriction attempt & fix Zygote AD
---
src/basekernels/matern.jl | 5 +++--
test/basekernels/matern.jl | 7 +------
2 files changed, 4 insertions(+), 8 deletions(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index 47cd4b404..5039868ab 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -37,8 +37,9 @@ MaternKernel(; nu::Real=1.5, ν::Real=nu, metric=Euclidean()) = MaternKernel(ν,
@functor MaternKernel
-@inline function kappa(κ::MaternKernel, d::Real)
- result = _matern(only(κ.ν), d)
+@inline function kappa(k::MaternKernel, d::Real)
+ nu = ChainRulesCore.@ignore_derivatives only(k.ν) # work-around for Zygote AD
+ result = _matern(nu, d)
return ifelse(iszero(d), one(result), result)
end
diff --git a/test/basekernels/matern.jl b/test/basekernels/matern.jl
index 9a0267cc7..025cb141b 100644
--- a/test/basekernels/matern.jl
+++ b/test/basekernels/matern.jl
@@ -20,12 +20,7 @@
# Standardised tests.
TestUtils.test_interface(k, Float64)
- test_ADs(() -> MaternKernel(; nu=ν); ADs=[:ForwardDiff, :ReverseDiff])
- try
- test_ADs(() -> MaternKernel(; nu=ν); ADs=[:Zygote])
- catch
- @test_broken "MaternKernel <-> Zygote AD test is broken"
- end
+ test_ADs(() -> MaternKernel(; nu=ν))
test_params(k, ([ν],))
end
From a08d44eac21afd32f226a926881e50fec10f4eb6 Mon Sep 17 00:00:00 2001
From: st-- <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 14:48:53 +0300
Subject: [PATCH 08/14] Update src/basekernels/matern.jl
Co-authored-by: willtebbutt <wct23@cam.ac.uk>
---
src/basekernels/matern.jl | 13 ++++++++++++-
1 file changed, 12 insertions(+), 1 deletion(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index 5039868ab..1349668de 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -37,8 +37,19 @@ MaternKernel(; nu::Real=1.5, ν::Real=nu, metric=Euclidean()) = MaternKernel(ν,
@functor MaternKernel
+# Work-around for Zygote -- `NotImplemented` doesn't appear to play nicely with whatever
+# rule currently exists for `only`.
+_get_ν(k::MaternKernel) = only(k.ν)
+function ChainRulesCore.rrule(::typeof(_get_ν), k::T) where {T<:MaternKernel}
+ function _get_ν_pullback(Δ)
+ dν = ChainRulesCore.@not_implemented("Derivatives w.r.t. ν are not implemented.")
+ return Tangent{T}(ν=dν, metric=NoTangent())
+ end
+ return _get_ν(k), _get_ν_pullback
+end
+
@inline function kappa(k::MaternKernel, d::Real)
- nu = ChainRulesCore.@ignore_derivatives only(k.ν) # work-around for Zygote AD
+ nu = _get_ν(k)
result = _matern(nu, d)
return ifelse(iszero(d), one(result), result)
end
From 27f9ba445225a10140e23194e7e812ee448c7b42 Mon Sep 17 00:00:00 2001
From: st-- <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 14:49:18 +0300
Subject: [PATCH 09/14] Update src/basekernels/matern.jl
---
src/basekernels/matern.jl | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index 1349668de..93cc8521e 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -49,8 +49,7 @@ function ChainRulesCore.rrule(::typeof(_get_ν), k::T) where {T<:MaternKernel}
end
@inline function kappa(k::MaternKernel, d::Real)
- nu = _get_ν(k)
- result = _matern(nu, d)
+ result = _matern(_get_ν(k), d)
return ifelse(iszero(d), one(result), result)
end
From ae7e646d1648aa6e103817cec65cf53c83a1935a Mon Sep 17 00:00:00 2001
From: st-- <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 15:01:16 +0300
Subject: [PATCH 10/14] Update src/basekernels/matern.jl
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
---
src/basekernels/matern.jl | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index 93cc8521e..e019d5983 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -43,7 +43,7 @@ _get_ν(k::MaternKernel) = only(k.ν)
function ChainRulesCore.rrule(::typeof(_get_ν), k::T) where {T<:MaternKernel}
function _get_ν_pullback(Δ)
dν = ChainRulesCore.@not_implemented("Derivatives w.r.t. ν are not implemented.")
- return Tangent{T}(ν=dν, metric=NoTangent())
+ return Tangent{T}(; ν=dν, metric=NoTangent())
end
return _get_ν(k), _get_ν_pullback
end
From bc0bcf5dc7e24f8f635dd36f21afa15e3b8260df Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 15:05:02 +0300
Subject: [PATCH 11/14] revert to simpler workaround
---
src/basekernels/matern.jl | 11 +----------
1 file changed, 1 insertion(+), 10 deletions(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index 93cc8521e..c93eeff74 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -37,16 +37,7 @@ MaternKernel(; nu::Real=1.5, ν::Real=nu, metric=Euclidean()) = MaternKernel(ν,
@functor MaternKernel
-# Work-around for Zygote -- `NotImplemented` doesn't appear to play nicely with whatever
-# rule currently exists for `only`.
-_get_ν(k::MaternKernel) = only(k.ν)
-function ChainRulesCore.rrule(::typeof(_get_ν), k::T) where {T<:MaternKernel}
- function _get_ν_pullback(Δ)
- dν = ChainRulesCore.@not_implemented("Derivatives w.r.t. ν are not implemented.")
- return Tangent{T}(ν=dν, metric=NoTangent())
- end
- return _get_ν(k), _get_ν_pullback
-end
+@inline _get_ν(k::MaternKernel) = ChainRulesCore.@ignore_derivatives only(k.ν) # work-around for Zygote AD
@inline function kappa(k::MaternKernel, d::Real)
result = _matern(_get_ν(k), d)
From 4fc2b570c4e3aef0d650e4742fe0ec964873379c Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 15:10:39 +0300
Subject: [PATCH 12/14] revert accidental commit
---
src/zygoterules.jl | 26 +++++++++++++-------------
1 file changed, 13 insertions(+), 13 deletions(-)
diff --git a/src/zygoterules.jl b/src/zygoterules.jl
index 679757056..e405a4946 100644
--- a/src/zygoterules.jl
+++ b/src/zygoterules.jl
@@ -1,13 +1,13 @@
-#ZygoteRules.@adjoint function Base.map(t::Transform, X::ColVecs)
-# return ZygoteRules.pullback(_map, t, X)
-#end
-#
-#ZygoteRules.@adjoint function Base.map(t::Transform, X::RowVecs)
-# return ZygoteRules.pullback(_map, t, X)
-#end
-#
-#function ZygoteRules._pullback(
-# cx::AContext, ::typeof(literal_getproperty), x::ColVecs, ::Val{f}
-#) where {f}
-# return ZygoteRules._pullback(cx, literal_getfield, x, Val{f}())
-#end
+ZygoteRules.@adjoint function Base.map(t::Transform, X::ColVecs)
+ return ZygoteRules.pullback(_map, t, X)
+end
+
+ZygoteRules.@adjoint function Base.map(t::Transform, X::RowVecs)
+ return ZygoteRules.pullback(_map, t, X)
+end
+
+function ZygoteRules._pullback(
+ cx::AContext, ::typeof(literal_getproperty), x::ColVecs, ::Val{f}
+) where {f}
+ return ZygoteRules._pullback(cx, literal_getfield, x, Val{f}())
+end
From b7acfa29917dd686e93e060f147fe2a30683ef6e Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 15:12:53 +0300
Subject: [PATCH 13/14] use non_differentiable instead
---
src/basekernels/matern.jl | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
diff --git a/src/basekernels/matern.jl b/src/basekernels/matern.jl
index c93eeff74..dcc35f6be 100644
--- a/src/basekernels/matern.jl
+++ b/src/basekernels/matern.jl
@@ -37,7 +37,8 @@ MaternKernel(; nu::Real=1.5, ν::Real=nu, metric=Euclidean()) = MaternKernel(ν,
@functor MaternKernel
-@inline _get_ν(k::MaternKernel) = ChainRulesCore.@ignore_derivatives only(k.ν) # work-around for Zygote AD
+@inline _get_ν(k::MaternKernel) = only(k.ν)
+ChainRulesCore.@non_differentiable _get_ν(k) # work-around; should be "NotImplemented" rather than NoTangent
@inline function kappa(k::MaternKernel, d::Real)
result = _matern(_get_ν(k), d)
From 8aee1a477010ee47929f40b721fcba20f7438b46 Mon Sep 17 00:00:00 2001
From: ST John <st--@users.noreply.github.com>
Date: Wed, 13 Apr 2022 15:17:06 +0300
Subject: [PATCH 14/14] patch bump
---
Project.toml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/Project.toml b/Project.toml
index f3d633beb..47ee0d086 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,6 +1,6 @@
name = "KernelFunctions"
uuid = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
-version = "0.10.36"
+version = "0.10.37"
[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"