brainstate 0.0.2.post20241009__py2.py3-none-any.whl → 0.1.0__py2.py3-none-any.whl

brainstate/augment/_autograd.py

@@ -0,0 +1,608 @@
+# Copyright 2024 BDP Ecosystem Limited. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ==============================================================================
+
+"""
+Gradient transformations are relatively simple compared to ``vmap`` or ``pmap`` augmentations.
+This is because the gradient transformations are not using the Jaxpr, instead, most of them are
+computed in the Python level. However, there is an exception, the ``checkpoint`` transformation,
+which has been moved into the ``compile`` module.
+
+The wrapped gradient transformations here are made possible by using the following ideas:
+1. All the states to compute the gradients should be known before the transformation.
+   There must be provided through the ``grad_states`` argument in any of the gradient transformations.
+2. The states that have been written in the function should be collected and updated after the function call.
+   We record these states during the function call and updated them after the function call.
+
+"""
+
+from __future__ import annotations
+
+import inspect
+from functools import partial, wraps
+from typing import Union, Callable, Dict, Sequence, Optional, Any, Tuple, TypeVar, Iterator
+
+import jax
+from jax import numpy as jnp
+from jax._src.api import _vjp
+from jax.api_util import argnums_partial
+from jax.extend import linear_util
+
+from brainstate._state import State, StateTraceStack
+from brainstate._utils import set_module_as
+from brainstate.typing import PyTree, Missing
+from brainstate.util import PrettyType, PrettyAttr, PrettyRepr
+
+__all__ = [
+    'vector_grad', 'grad', 'jacrev', 'jacfwd', 'jacobian', 'hessian',
+]
+
+A = TypeVar('A')
+Gradient = PyTree
+LossValue = PyTree
+AuxData = PyTree
+
+
+def _isgeneratorfunction(fun):
+    # re-implemented here because of https://bugs.python.org/issue33261
+    while inspect.ismethod(fun):
+        fun = fun.__func__
+    while isinstance(fun, partial):
+        fun = fun.func
+    return inspect.isfunction(fun) and bool(fun.__code__.co_flags & inspect.CO_GENERATOR)
+
+
+def _check_callable(fun):
+    # In Python 3.10+, the only thing stopping us from supporting staticmethods
+    # is that we can't take weak references to them, which the C++ JIT requires.
+    if isinstance(fun, staticmethod):
+        raise TypeError(f"staticmethod arguments are not supported, got {fun}")
+    if not callable(fun):
+        raise TypeError(f"Expected a callable value, got {fun}")
+    if _isgeneratorfunction(fun):
+        raise TypeError(f"Expected a function, got a generator function: {fun}")
+
+
+def functional_vector_grad(func, argnums=0, return_value: bool = False, has_aux: bool = False):
+    """
+     Compute the gradient of a vector with respect to the input.
+     """
+    _check_callable(func)
+
+    @wraps(func)
+    def grad_fun(*args, **kwargs):
+        f = linear_util.wrap_init(func, kwargs)
+        f_partial, dyn_args = argnums_partial(f, argnums, args, require_static_args_hashable=False)
+        if has_aux:
+            y, vjp_fn, aux = _vjp(f_partial, *dyn_args, has_aux=True)
+        else:
+            y, vjp_fn = _vjp(f_partial, *dyn_args, has_aux=False)
+        leaves, tree = jax.tree.flatten(y)
+        tangents = jax.tree.unflatten(tree, [jnp.ones(l.shape, dtype=l.dtype) for l in leaves])
+        grads = vjp_fn(tangents)
+        if isinstance(argnums, int):
+            grads = grads[0]
+        if has_aux:
+            return (grads, y, aux) if return_value else (grads, aux)
+        else:
+            return (grads, y) if return_value else grads
+
+    return grad_fun
+
+
+def _jacrev(fun, argnums=0, holomorphic=False, allow_int=False, has_aux=False, return_value=False):
+    @wraps(fun)
+    def fun_wrapped(*args, **kwargs):
+        if has_aux:
+            y, aux = fun(*args, **kwargs)
+            if return_value:
+                return y, (y, aux)
+            else:
+                return y, aux
+        else:
+            y = fun(*args, **kwargs)
+            if return_value:
+                return y, y
+            else:
+                return y, None
+
+    transform = jax.jacrev(fun_wrapped, argnums=argnums, holomorphic=holomorphic, allow_int=allow_int, has_aux=True)
+
+    @wraps(fun)
+    def jacfun(*args, **kwargs):
+        jac, aux = transform(*args, **kwargs)
+        if return_value:
+            return (jac, aux[0], aux[1]) if has_aux else (jac, aux)
+        else:
+            return (jac, aux) if has_aux else jac
+
+    return jacfun
+
+
+def _jacfwd(fun, argnums=0, holomorphic=False, has_aux=False, return_value=False):
+    @wraps(fun)
+    def fun_wrapped(*args, **kwargs):
+        if has_aux:
+            y, aux = fun(*args, **kwargs)
+            if return_value:
+                return y, (y, aux)
+            else:
+                return y, aux
+        else:
+            y = fun(*args, **kwargs)
+            if return_value:
+                return y, y
+            else:
+                return y, None
+
+    transform = jax.jacfwd(fun_wrapped, argnums=argnums, holomorphic=holomorphic, has_aux=True)
+
+    @wraps(fun)
+    def jacfun(*args, **kwargs):
+        jac, aux = transform(*args, **kwargs)
+        if return_value:
+            return (jac, aux[0], aux[1]) if has_aux else (jac, aux)
+        else:
+            return (jac, aux) if has_aux else jac
+
+    return jacfun
+
+
+class GradientTransform(PrettyRepr):
+    """
+    Automatic Differentiation Transformations for the ``State`` system.
+    """
+    __module__ = "brainstate.augment"
+
+    def __init__(
+        self,
+        target: Callable,
+        transform: Callable,
+        grad_states: Any,
+        argnums: Optional[Union[int, Sequence[int]]],
+        return_value: bool,
+        has_aux: bool,
+        transform_params: Optional[Dict[str, Any]] = None,
+    ):
+        # gradient variables
+        if isinstance(grad_states, dict):
+            grad_states = {k: v for k, v in grad_states.items()}
+        self._grad_states, self._grad_tree = jax.tree.flatten(grad_states)
+        if any(not isinstance(v, State) for v in self._grad_states):
+            raise TypeError("All grad_states must be State instances.")
+
+        # parameters
+        if argnums is None and len(self._grad_states) == 0:
+            argnums = 0
+        if argnums is None:
+            assert len(self._grad_states) > 0
+            _argnums = 0
+        elif isinstance(argnums, int):
+            _argnums = (0, argnums + 1) if len(self._grad_states) > 0 else (argnums + 1)
+        else:
+            assert isinstance(argnums, (tuple, list))
+            _argnums = tuple(a + 1 for a in argnums)
+            if len(self._grad_states) > 0:
+                _argnums = (0,) + _argnums
+        self._nonvar_argnums = argnums
+        self._argnums = _argnums
+        self._return_value = return_value
+        self._has_aux = has_aux
+
+        # target
+        self.target = target
+
+        # transform
+        self._states_to_be_written: Tuple[State, ...] = None
+        _grad_setting = dict() if transform_params is None else transform_params
+        if self._has_aux:
+            self._transform = transform(self._fun_with_aux, argnums=self._argnums, has_aux=True, **_grad_setting)
+        else:
+            self._transform = transform(self._fun_without_aux, argnums=self._argnums, has_aux=True, **_grad_setting)
+
+    def __pretty_repr__(self) -> Iterator[Union[PrettyType, PrettyAttr]]:
+        yield PrettyType(self.__class__.__name__)
+        yield PrettyAttr("target", self.target)
+        yield PrettyAttr("grad_states", self._grad_states)
+        yield PrettyAttr("grad_tree", self._grad_tree)
+        yield PrettyAttr("argnums", self._nonvar_argnums)
+        yield PrettyAttr("return_value", self._return_value)
+        yield PrettyAttr("has_aux", self._has_aux)
+        yield PrettyAttr("transform", self._transform)
+
+    def _call_target(self, *args, **kwargs):
+        if self._states_to_be_written is None:
+            with StateTraceStack() as stack:
+                output = self.target(*args, **kwargs)
+                # grad_ids = set([id(v) for v in self._grad_states])
+                # self._states_to_be_written = [st for st in stack.get_write_states() if id(st) not in grad_ids]
+                self._states_to_be_written = [st for st in stack.get_write_states()]
+        else:
+            output = self.target(*args, **kwargs)
+        return output
+
+    def _fun_with_aux(self, grad_values: tuple, *args, **kwargs):
+        for v, d in zip(self._grad_states, grad_values):
+            v.restore_value(d)
+        # Users should return the auxiliary data like::
+        # >>> # 1. example of return one data
+        # >>> return scalar_loss, data
+        # >>> # 2. example of return multiple data
+        # >>> return scalar_loss, (data1, data2, ...)
+        outs = self._call_target(*args, **kwargs)
+        # outputs: [0] is the value for gradient,
+        #          [1] is other values for return
+        assert self._states_to_be_written is not None, "The states to be written should be collected."
+        return outs[0], (outs, [v.value for v in self._grad_states], [v.value for v in self._states_to_be_written])
+
+    def _fun_without_aux(self, grad_values: tuple, *args, **kwargs):
+        for v, d in zip(self._grad_states, grad_values):
+            v.restore_value(d)
+        # Users should return the scalar value like this::
+        # >>> return scalar_loss
+        out = self._call_target(*args, **kwargs)
+        assert self._states_to_be_written is not None, "The states to be written should be collected."
+        return out, (out, [v.value for v in self._grad_states], [v.value for v in self._states_to_be_written])
+
+    def _return(self, rets):
+        grads, (outputs, new_grad_vals, new_dyn_vals) = rets
+        for i, val in enumerate(new_grad_vals):
+            self._grad_states[i].restore_value(val)
+        for i, val in enumerate(new_dyn_vals):
+            self._states_to_be_written[i].value = val
+
+        # check returned grads
+        if len(self._grad_states) > 0:
+            if self._nonvar_argnums is None:
+                grads = self._grad_tree.unflatten(grads)
+            else:
+                var_grads = self._grad_tree.unflatten(grads[0])
+                arg_grads = grads[1] if isinstance(self._nonvar_argnums, int) else grads[1:]
+                grads = (var_grads, arg_grads)
+
+        # check returned value
+        if self._return_value:
+            # check aux
+            if self._has_aux:
+                return grads, outputs[0], outputs[1]
+            else:
+                return grads, outputs
+        else:
+            # check aux
+            if self._has_aux:
+                return grads, outputs[1]
+            else:
+                return grads
+
+    def __call__(
+        self, *args, **kwargs
+    ) -> Gradient | Tuple[Gradient, LossValue] | Tuple[Gradient, AuxData] | Tuple[Gradient, LossValue, AuxData]:
+        rets = self._transform([v.value for v in self._grad_states], *args, **kwargs)
+        return self._return(rets)
+
+
+_doc_of_return = '''
+
+    1. When ``grad_states`` is None
+        - ``has_aux=False`` + ``return_value=False`` => ``arg_grads``.
+        - ``has_aux=True`` + ``return_value=False`` => ``(arg_grads, aux_data)``.
+        - ``has_aux=False`` + ``return_value=True`` => ``(arg_grads, loss_value)``.
+        - ``has_aux=True`` + ``return_value=True`` => ``(arg_grads, loss_value, aux_data)``.
+    2. When ``grad_states`` is not None and ``argnums`` is None
+        - ``has_aux=False`` + ``return_value=False`` => ``var_grads``.
+        - ``has_aux=True`` + ``return_value=False`` => ``(var_grads, aux_data)``.
+        - ``has_aux=False`` + ``return_value=True`` => ``(var_grads, loss_value)``.
+        - ``has_aux=True`` + ``return_value=True`` => ``(var_grads, loss_value, aux_data)``.
+    3. When ``grad_states`` is not None and ``argnums`` is not None
+        - ``has_aux=False`` + ``return_value=False`` => ``(var_grads, arg_grads)``.
+        - ``has_aux=True`` + ``return_value=False`` => ``((var_grads, arg_grads), aux_data)``.
+        - ``has_aux=False`` + ``return_value=True`` => ``((var_grads, arg_grads), loss_value)``.
+        - ``has_aux=True`` + ``return_value=True`` => ``((var_grads, arg_grads), loss_value, aux_data)``.
+
+'''
+
+
+@set_module_as("brainstate.augment")
+def grad(
+    fun: Callable = Missing(),
+    grad_states: Optional[Union[State, Sequence[State], Dict[str, State]]] = None,
+    argnums: Optional[Union[int, Sequence[int]]] = None,
+    holomorphic: Optional[bool] = False,
+    allow_int: Optional[bool] = False,
+    reduce_axes: Optional[Sequence[str]] = (),
+    has_aux: Optional[bool] = None,
+    return_value: Optional[bool] = False,
+) -> GradientTransform | Callable[[Callable], GradientTransform]:
+    """
+    Compute the gradient of a scalar-valued function with respect to its arguments.
+
+    %s
+
+    Args:
+      fun: callable. the scalar-valued function to be differentiated.
+      reduce_axes: (Sequence[str]) optional. Specifies the axes to reduce over when
+        differentiating with respect to array-valued arguments. The default, (),
+        means to differentiate each element of the output with respect to each
+        element of the argument. If the argument is an array, this argument controls
+        how many axes the output of grad has.
+      allow_int: (bool) optional. Whether to allow differentiating with respect to
+        integer valued inputs. The gradient of an integer input will have a trivial
+        vector-space dtype (float0). Default False.
+      holomorphic: (bool) optional. Whether fun is promised to be holomorphic.
+        Default False.
+      grad_states: (State, Sequence[State], Dict[str, State]) optional. The variables
+        in fun to take their gradients.
+      fun: the scalar-valued function to be differentiated.
+      argnums: (int or tuple of ints) optional. Specifies which positional
+        argument(s) to differentiate with respect to.
+      has_aux: (bool) optional. Indicates whether fun returns a pair where the
+        first element is considered the output of the mathematical function to be
+        differentiated and the second element is auxiliary data. Default False.
+      return_value: (bool) optional. Indicates whether to return the value of the
+        function along with the gradient. Default False.
+
+    Returns:
+      A function which computes the gradient of fun. The function takes the same
+      arguments as `fun`, but returns the gradient instead. If `has_aux` is True,
+      the function returns a pair where the first element is the gradient and the
+      second element is the auxiliary data. If `return_value` is True, the function
+      returns a pair where the first element is the gradient and the second element
+      is the value of the function.
+
+    """
+    if isinstance(fun, Missing):
+        def transform(fun) -> GradientTransform:
+            return GradientTransform(target=fun,
+                                     transform=jax.grad,
+                                     grad_states=grad_states,
+                                     argnums=argnums,
+                                     return_value=return_value,
+                                     has_aux=False if has_aux is None else has_aux,
+                                     transform_params=dict(holomorphic=holomorphic,
+                                                           allow_int=allow_int,
+                                                           reduce_axes=reduce_axes))
+
+        return transform
+
+    return GradientTransform(target=fun,
+                             transform=jax.grad,
+                             grad_states=grad_states,
+                             argnums=argnums,
+                             return_value=return_value,
+                             has_aux=False if has_aux is None else has_aux,
+                             transform_params=dict(holomorphic=holomorphic,
+                                                   allow_int=allow_int,
+                                                   reduce_axes=reduce_axes))
+
+
+grad.__doc__ = grad.__doc__ % _doc_of_return
+
+
+@set_module_as("brainstate.augment")
+def vector_grad(
+    func: Callable = Missing(),
+    grad_states: Optional[Union[State, Sequence[State], Dict[str, State]]] = None,
+    argnums: Optional[Union[int, Sequence[int]]] = None,
+    return_value: bool = False,
+    has_aux: Optional[bool] = None,
+) -> GradientTransform | Callable[[Callable], GradientTransform]:
+    """Take vector-valued gradients for function ``func``.
+
+    Same as :py:func:`grad`, :py:func:`jacrev`, and :py:func:`jacfwd`, 
+    the returns in this function are different for different argument settings.
+
+    %s
+
+    Parameters
+    ----------
+    func: Callable
+      Function whose gradient is to be computed.
+    grad_states : optional, ArrayType, sequence of ArrayType, dict
+      The variables in ``func`` to take their gradients.
+    has_aux: optional, bool
+      Indicates whether ``fun`` returns a pair where the
+      first element is considered the output of the mathematical function to be
+      differentiated and the second element is auxiliary data. Default False.
+    return_value : bool
+      Whether return the loss value.
+    argnums: Optional, integer or sequence of integers. Specifies which
+      positional argument(s) to differentiate with respect to (default ``0``).
+
+    Returns
+    -------
+    func : GradientTransform
+      The vector gradient function.
+    """
+
+    if isinstance(func, Missing):
+        def transform(fun) -> GradientTransform:
+            return GradientTransform(target=fun,
+                                     transform=functional_vector_grad,
+                                     grad_states=grad_states,
+                                     argnums=argnums,
+                                     return_value=return_value,
+                                     has_aux=False if has_aux is None else has_aux)
+
+        return transform
+
+    else:
+        return GradientTransform(target=func,
+                                 transform=functional_vector_grad,
+                                 grad_states=grad_states,
+                                 argnums=argnums,
+                                 return_value=return_value,
+                                 has_aux=False if has_aux is None else has_aux)
+
+
+vector_grad.__doc__ = vector_grad.__doc__ % _doc_of_return
+
+
+@set_module_as("brainstate.augment")
+def jacrev(
+    fun: Callable,
+    grad_states: Optional[Union[State, Sequence[State], Dict[str, State]]] = None,
+    argnums: Optional[Union[int, Sequence[int]]] = None,
+    has_aux: Optional[bool] = None,
+    return_value: bool = False,
+    holomorphic: bool = False,
+    allow_int: bool = False,
+) -> GradientTransform:
+    """
+    Extending automatic Jacobian (reverse-mode) of ``func`` to classes.
+
+    This function extends the JAX official ``jacrev`` to make automatic jacobian
+    computation on functions and class functions. Moreover, it supports returning
+    value ("return_value") and returning auxiliary data ("has_aux").
+
+    %s
+
+
+    Parameters
+    ----------
+    fun: Function whose Jacobian is to be computed.
+    grad_states : optional, ArrayType, sequence of ArrayType, dict
+      The variables in ``func`` to take their gradients.
+    has_aux: optional, bool
+      Indicates whether ``fun`` returns a pair where the
+      first element is considered the output of the mathematical function to be
+      differentiated and the second element is auxiliary data. Default False.
+    return_value : bool
+      Whether return the loss value.
+    argnums: Optional, integer or sequence of integers.
+      Specifies which
+      positional argument(s) to differentiate with respect to (default ``0``).
+    holomorphic: Optional, bool.
+      Indicates whether ``fun`` is promised to be
+      holomorphic. Default False.
+    allow_int: Optional, bool.
+      Whether to allow differentiating with
+      respect to integer valued inputs. The gradient of an integer input will
+      have a trivial vector-space dtype (float0). Default False.
+
+    Returns
+    -------
+    fun: GradientTransform
+      The transformed object.
+    """
+    return GradientTransform(target=fun,
+                             transform=_jacrev,
+                             grad_states=grad_states,
+                             argnums=argnums,
+                             return_value=return_value,
+                             has_aux=False if has_aux is None else has_aux,
+                             transform_params=dict(holomorphic=holomorphic,
+                                                   allow_int=allow_int))
+
+
+jacrev.__doc__ = jacrev.__doc__ % _doc_of_return
+
+jacobian = jacrev
+
+
+@set_module_as("brainstate.augment")
+def jacfwd(
+    func: Callable,
+    grad_states: Optional[Union[State, Sequence[State], Dict[str, State]]] = None,
+    argnums: Optional[Union[int, Sequence[int]]] = None,
+    has_aux: Optional[bool] = None,
+    return_value: bool = False,
+    holomorphic: bool = False,
+) -> GradientTransform:
+    """Extending automatic Jacobian (forward-mode) of ``func`` to classes.
+
+    This function extends the JAX official ``jacfwd`` to make automatic jacobian
+    computation on functions and class functions. Moreover, it supports returning
+    value ("return_value") and returning auxiliary data ("has_aux").
+
+    %s
+
+    Parameters
+    ----------
+    func: Function whose Jacobian is to be computed.
+    grad_states : optional, ArrayType, sequence of ArrayType, dict
+      The variables in ``func`` to take their gradients.
+    has_aux: optional, bool
+      Indicates whether ``fun`` returns a pair where the
+      first element is considered the output of the mathematical function to be
+      differentiated and the second element is auxiliary data. Default False.
+    return_value : bool
+      Whether return the loss value.
+    argnums: Optional, integer or sequence of integers. Specifies which
+      positional argument(s) to differentiate with respect to (default ``0``).
+    holomorphic: Optional, bool. Indicates whether ``fun`` is promised to be
+      holomorphic. Default False.
+
+    Returns
+    -------
+    obj: GradientTransform
+      The transformed object.
+    """
+
+    return GradientTransform(target=func,
+                             transform=_jacfwd,
+                             grad_states=grad_states,
+                             argnums=argnums,
+                             return_value=return_value,
+                             has_aux=False if has_aux is None else has_aux,
+                             transform_params=dict(holomorphic=holomorphic))
+
+
+jacfwd.__doc__ = jacfwd.__doc__ % _doc_of_return
+
+
+@set_module_as("brainstate.augment")
+def hessian(
+    func: Callable,
+    grad_states: Optional[Union[State, Sequence[State], Dict[str, State]]] = None,
+    argnums: Optional[Union[int, Sequence[int]]] = None,
+    has_aux: bool = False,
+    return_value: bool = False,
+    holomorphic: bool = False,
+) -> GradientTransform:
+    """
+    Hessian of ``func`` as a dense array.
+
+    %s
+
+    Parameters
+    ----------
+    func : callable
+      Function whose Hessian is to be computed.  Its arguments at positions
+      specified by ``argnums`` should be arrays, scalars, or standard Python
+      containers thereof. It should return arrays, scalars, or standard Python
+      containers thereof.
+    grad_states : optional, ArrayCollector, sequence of ArrayType
+      The variables required to compute their gradients.
+    argnums: Optional, integer or sequence of integers
+      Specifies which positional argument(s) to differentiate with respect to (default ``0``).
+    holomorphic : bool
+      Indicates whether ``fun`` is promised to be holomorphic. Default False.
+    return_value : bool
+      Whether return the hessian values.
+
+    Returns
+    -------
+    obj: ObjectTransform
+      The transformed object.
+    """
+    return GradientTransform(target=func,
+                             transform=jax.hessian,
+                             grad_states=grad_states,
+                             argnums=argnums,
+                             return_value=return_value,
+                             has_aux=False if has_aux is None else has_aux,
+                             transform_params=dict(holomorphic=holomorphic))
+
+
+hessian.__doc__ = hessian.__doc__ % _doc_of_return