Confused about how Zygote pullback handles tuple-valued loss functions

I noticed something odd (or at least that I don’t understand) with the Zygote.pullback method.

Let’s consider a very simple test case:

using Zygote

losses, back = Zygote.pullback(x -> (sum(x), sum(x)), [1.0,1.0])


Here we have a tuple-valued loss function, for which I would expect back to handle each entry separately, i.e. B_1 = \frac{\partial y_1}{\partial \ell_1}\frac{\partial \ell_1}{\partial p}, B_2 = \frac{\partial y_2}{\partial \ell_2}\frac{\partial \ell_2}{\partial p}.

However, that isn’t what happens. Instead, it seems like back treats the loss tuple as a vector and then sums over the results.

grads = back((1.0,1.0))
# output
(Fill(2.0, 2),)


and where does the Fill come from?

Am I missing something? Or is this a bug?

Thanks!

Zygote can handle only scalar loss function. Period. If you would like to take gradient of a function with two outputs, you are effectively computing Jacobian, which means that you need to take the gradient with respect to the first item, and then with the second.

I guess I was just thinking of it as taking the gradient with respect to two separate scalar losses (e.g. in a case where you have multiple additive loss terms), but yes, you’re right, it could also be a Jacobian. So then I guess Zygote.jacobian would be the appropriate function to use here.