Use Enzyme in flux

Specific Domains Machine Learning
1

Hi, I have a complex loss with mutating arrays unsupported by Zygote.
Is it possible to use Enzyme.jl with Flux.jl

2

I’m also interested in the answer. Would like to see an example of Enzyme usage with Flux / Lux.

3

You can write a custom rrule and use Enzyme to implement that

4

thank you for your answer.
Could you please provide a custom rule basic example?

5

There is one in the docs for the latest version: Custom rules · Enzyme.jl

6 
using Enzyme

x  = [2.0, 2.0]
bx = [0.0, 0.0]
y  = [0.0,0.0]

using ComponentArrays, Lux, Random

rng = Random.default_rng()
Random.seed!(rng,100)
dudt2 = Lux.Chain(x -> x.^3,
                  Lux.Dense(2, 50, tanh),
                  Lux.Dense(50, 2))
p, st = Lux.setup(rng, dudt2)

function f(x::Array{Float64}, y::Array{Float64})
    y .= dudt2(x, p, st)[1]
    return nothing
end

Enzyme.autodiff(Reverse, f, Duplicated(x, bx), Duplicated(y, ones(2)))

function f2(x::Array{Float64})
    dudt2(x, p, st)[1]
end

using Zygote
bx2 = Zygote.pullback(f2, x)[2](ones(2))[1]
bx

@show bx - bx2

#=
2-element Vector{Float64}:
 -9.992007221626409e-16
 -1.7763568394002505e-15
=#

on main, unreleased.

5 Likes
7

I would caution this coding style however and strongly recommend passing in dudt p and st explicitly as (const) parameters to the autodiff rather than type unstably capturing them.

It is significant for performance among other things.

1 Like
8

Agreed. Just part of the demo that globals do work (dudt is just a function though)

9

Thank you for your help!

I understand that computation of the gradient vector is not a problem. But what I miss is knowing how to convert the gradient vector in order to use it in update!() for parameters update.