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Migrate to 1.8. Use universal autodiffs

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This commit is contained in:
Alexander Nozik 2022-12-31 15:02:52 +03:00
parent 6d47c0ccec
commit 3f4fe9e43b
22 changed files with 84 additions and 74 deletions
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4
benchmarks/build.gradle.kts
View File

@ -5,7 +5,7 @@ import space.kscience.kmath.benchmarks.addBenchmarkProperties
plugins {
kotlin("multiplatform")
kotlin("plugin.allopen")
alias(spclibs.plugins.kotlin.plugin.allopen)
id("org.jetbrains.kotlinx.benchmark")
}
@ -44,7 +44,7 @@ kotlin {
implementation(project(":kmath-tensors"))
implementation(project(":kmath-multik"))
implementation("org.jetbrains.kotlinx:multik-default:$multikVersion")
implementation(npmlibs.kotlinx.benchmark.runtime)
implementation(spclibs.kotlinx.benchmark.runtime)
}
}

2
build.gradle.kts
View File

@ -15,7 +15,7 @@ allprojects {
}
group = "space.kscience"
version = "0.3.1-dev-7"
version = "0.3.1-dev-8"
}
subprojects {

13
buildSrc/build.gradle.kts
View File

@ -1,7 +1,6 @@
plugins {
`kotlin-dsl`
`version-catalog`
kotlin("plugin.serialization") version "1.6.21"
}
java.targetCompatibility = JavaVersion.VERSION_11
@ -13,18 +12,18 @@ repositories {
gradlePluginPortal()
}
val toolsVersion = npmlibs.versions.tools.get()
val kotlinVersion = npmlibs.versions.kotlin.asProvider().get()
val benchmarksVersion = npmlibs.versions.kotlinx.benchmark.get()
val toolsVersion = spclibs.versions.tools.get()
val kotlinVersion = spclibs.versions.kotlin.asProvider().get()
val benchmarksVersion = spclibs.versions.kotlinx.benchmark.get()
dependencies {
api("space.kscience:gradle-tools:$toolsVersion")
api(npmlibs.atomicfu.gradle)
//plugins form benchmarks
api("org.jetbrains.kotlinx:kotlinx-benchmark-plugin:$benchmarksVersion")
api("org.jetbrains.kotlin:kotlin-allopen:$kotlinVersion")
//api("org.jetbrains.kotlin:kotlin-allopen:$kotlinVersion")
//to be used inside build-script only
implementation(npmlibs.kotlinx.serialization.json)
//implementation(spclibs.kotlinx.serialization.json)
implementation("com.fasterxml.jackson.module:jackson-module-kotlin:2.14.+")
}
kotlin.sourceSets.all {

2
buildSrc/settings.gradle.kts
View File

@ -26,7 +26,7 @@ dependencyResolutionManagement {
}
versionCatalogs {
create("npmlibs") {
create("spclibs") {
from("space.kscience:version-catalog:$toolsVersion")
}
}

5
buildSrc/src/main/kotlin/space/kscience/kmath/benchmarks/JmhReport.kt
View File

@ -5,9 +5,6 @@
package space.kscience.kmath.benchmarks
import kotlinx.serialization.Serializable
@Serializable
data class JmhReport(
val jmhVersion: String,
val benchmark: String,
@ -37,7 +34,6 @@ data class JmhReport(
val scoreUnit: String
}
@Serializable
data class PrimaryMetric(
override val score: Double,
override val scoreError: Double,
@ -48,7 +44,6 @@ data class JmhReport(
val rawData: List<List<Double>>? = null,
) : Metric
@Serializable
data class SecondaryMetric(
override val score: Double,
override val scoreError: Double,

9
buildSrc/src/main/kotlin/space/kscience/kmath/benchmarks/addBenchmarkProperties.kt
View File

@ -6,8 +6,8 @@
package space.kscience.kmath.benchmarks
import kotlinx.benchmark.gradle.BenchmarksExtension
import kotlinx.serialization.decodeFromString
import kotlinx.serialization.json.Json
import com.fasterxml.jackson.module.kotlin.jacksonObjectMapper
import com.fasterxml.jackson.module.kotlin.readValue
import org.gradle.api.Project
import space.kscience.gradle.KScienceReadmeExtension
import java.time.LocalDateTime
@ -45,6 +45,8 @@ private val ISO_DATE_TIME: DateTimeFormatter = DateTimeFormatterBuilder().run {
private fun noun(number: Number, singular: String, plural: String) = if (number.toLong() == 1L) singular else plural
private val jsonMapper = jacksonObjectMapper()
fun Project.addBenchmarkProperties() {
val benchmarksProject = this
rootProject.subprojects.forEach { p ->
@ -60,8 +62,7 @@ fun Project.addBenchmarkProperties() {
if (resDirectory == null || !(resDirectory.resolve("jvm.json")).exists()) {
"> **Can't find appropriate benchmark data. Try generating readme files after running benchmarks**."
} else {
val reports =
Json.decodeFromString<List<JmhReport>>(resDirectory.resolve("jvm.json").readText())
val reports: List<JmhReport> = jsonMapper.readValue<List<JmhReport>>(resDirectory.resolve("jvm.json"))
buildString {
appendLine("<details>")

4
examples/src/main/kotlin/space/kscience/kmath/fit/chiSquared.kt
View File

@ -7,9 +7,9 @@ package space.kscience.kmath.fit
import kotlinx.html.br
import kotlinx.html.h3
import space.kscience.kmath.commons.expressions.DSProcessor
import space.kscience.kmath.commons.optimization.CMOptimizer
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.expressions.autodiff
import space.kscience.kmath.expressions.chiSquaredExpression
import space.kscience.kmath.expressions.symbol
import space.kscience.kmath.operations.asIterable
@ -67,7 +67,7 @@ suspend fun main() {
val yErr = y.map { sqrt(it) }//RealVector.same(x.size, sigma)
// compute differentiable chi^2 sum for given model ax^2 + bx + c
val chi2 = DSProcessor.chiSquaredExpression(x, y, yErr) { arg ->
val chi2 = Double.autodiff.chiSquaredExpression(x, y, yErr) { arg ->
//bind variables to autodiff context
val a = bindSymbol(a)
val b = bindSymbol(b)

4
examples/src/main/kotlin/space/kscience/kmath/fit/qowFit.kt
View File

@ -7,10 +7,10 @@ package space.kscience.kmath.fit
import kotlinx.html.br
import kotlinx.html.h3
import space.kscience.kmath.commons.expressions.DSProcessor
import space.kscience.kmath.data.XYErrorColumnarData
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.expressions.autodiff
import space.kscience.kmath.expressions.binding
import space.kscience.kmath.expressions.symbol
import space.kscience.kmath.operations.asIterable
@ -63,7 +63,7 @@ suspend fun main() {
val result = XYErrorColumnarData.of(x, y, yErr).fitWith(
QowOptimizer,
DSProcessor,
Double.autodiff,
mapOf(a to 0.9, b to 1.2, c to 2.0)
) { arg ->
//bind variables to autodiff context

4
examples/src/main/kotlin/space/kscience/kmath/stat/DistributionBenchmark.kt
View File

@ -36,7 +36,7 @@ private suspend fun runKMathChained(): Duration {
return Duration.between(startTime, Instant.now())
}
private fun runApacheDirect(): Duration {
private fun runCMDirect(): Duration {
val rng = RandomSource.create(RandomSource.MT, 123L)
val sampler = CMGaussianSampler.of(
@ -65,7 +65,7 @@ private fun runApacheDirect(): Duration {
* Comparing chain sampling performance with direct sampling performance
*/
fun main(): Unit = runBlocking(Dispatchers.Default) {
val directJob = async { runApacheDirect() }
val directJob = async { runCMDirect() }
val chainJob = async { runKMathChained() }
println("KMath Chained: ${chainJob.await()}")
println("Apache Direct: ${directJob.await()}")

3
gradle.properties
View File

@ -5,12 +5,11 @@
kotlin.code.style=official
kotlin.mpp.stability.nowarn=true
kotlin.native.ignoreDisabledTargets=true
kotlin.incremental.js.ir=true
org.gradle.configureondemand=true
org.gradle.jvmargs=-Xmx4096m
toolsVersion=0.13.1-kotlin-1.7.20
toolsVersion=0.13.4-kotlin-1.8.0
org.gradle.parallel=true

2
gradle/wrapper/gradle-wrapper.properties vendored
View File

@ -1,5 +1,5 @@
distributionBase=GRADLE_USER_HOME
distributionPath=wrapper/dists
distributionUrl=https\://services.gradle.org/distributions/gradle-7.5-bin.zip
distributionUrl=https\://services.gradle.org/distributions/gradle-7.6-bin.zip
zipStoreBase=GRADLE_USER_HOME
zipStorePath=wrapper/dists

19
kmath-commons/src/main/kotlin/space/kscience/kmath/commons/expressions/DerivativeStructureExpression.kt → kmath-commons/src/main/kotlin/space/kscience/kmath/commons/expressions/CmDsExpression.kt
View File

@ -18,7 +18,8 @@ import space.kscience.kmath.operations.NumbersAddOps
* @param bindings The map of bindings values. All bindings are considered free parameters
*/
@OptIn(UnstableKMathAPI::class)
public class DerivativeStructureField(
@Deprecated("Use generic DSAlgebra from the core")
public class CmDsField(
public val order: Int,
bindings: Map<Symbol, Double>,
) : ExtendedField<DerivativeStructure>, ExpressionAlgebra<Double, DerivativeStructure>,
@ -108,25 +109,27 @@ public class DerivativeStructureField(
/**
* Auto-diff processor based on Commons-math [DerivativeStructure]
*/
public object DSProcessor : AutoDiffProcessor<Double, DerivativeStructure, DerivativeStructureField> {
@Deprecated("Use generic DSAlgebra from the core")
public object CmDsProcessor : AutoDiffProcessor<Double, DerivativeStructure, CmDsField> {
override fun differentiate(
function: DerivativeStructureField.() -> DerivativeStructure,
): DerivativeStructureExpression = DerivativeStructureExpression(function)
function: CmDsField.() -> DerivativeStructure,
): CmDsExpression = CmDsExpression(function)
}
/**
* A constructs that creates a derivative structure with required order on-demand
*/
public class DerivativeStructureExpression(
public val function: DerivativeStructureField.() -> DerivativeStructure,
@Deprecated("Use generic DSAlgebra from the core")
public class CmDsExpression(
public val function: CmDsField.() -> DerivativeStructure,
) : DifferentiableExpression<Double> {
override operator fun invoke(arguments: Map<Symbol, Double>): Double =
DerivativeStructureField(0, arguments).function().value
CmDsField(0, arguments).function().value
/**
* Get the derivative expression with given orders
*/
override fun derivativeOrNull(symbols: List<Symbol>): Expression<Double> = Expression { arguments ->
with(DerivativeStructureField(symbols.size, arguments)) { function().derivative(symbols) }
with(CmDsField(symbols.size, arguments)) { function().derivative(symbols) }
}
}

8
kmath-commons/src/test/kotlin/space/kscience/kmath/commons/expressions/DerivativeStructureExpressionTest.kt
View File

@ -3,6 +3,8 @@
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
@file:Suppress("DEPRECATION")
package space.kscience.kmath.commons.expressions
import space.kscience.kmath.expressions.*
@ -15,10 +17,10 @@ import kotlin.test.assertFails
internal inline fun diff(
order: Int,
vararg parameters: Pair<Symbol, Double>,
block: DerivativeStructureField.() -> Unit,
block: CmDsField.() -> Unit,
) {
contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
DerivativeStructureField(order, mapOf(*parameters)).run(block)
CmDsField(order, mapOf(*parameters)).run(block)
}
internal class AutoDiffTest {
@ -41,7 +43,7 @@ internal class AutoDiffTest {
@Test
fun autoDifTest() {
val f = DerivativeStructureExpression {
val f = CmDsExpression {
val x by binding
val y by binding
x.pow(2) + 2 * x * y + y.pow(2) + 1

11
kmath-commons/src/test/kotlin/space/kscience/kmath/commons/optimization/OptimizeTest.kt
View File

@ -6,22 +6,25 @@
package space.kscience.kmath.commons.optimization
import kotlinx.coroutines.runBlocking
import space.kscience.kmath.commons.expressions.DSProcessor
import space.kscience.kmath.commons.expressions.DerivativeStructureExpression
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.expressions.DSFieldExpression
import space.kscience.kmath.expressions.Symbol.Companion.x
import space.kscience.kmath.expressions.Symbol.Companion.y
import space.kscience.kmath.expressions.autodiff
import space.kscience.kmath.expressions.chiSquaredExpression
import space.kscience.kmath.expressions.symbol
import space.kscience.kmath.misc.UnstableKMathAPI
import space.kscience.kmath.operations.DoubleBufferOps.Companion.map
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.optimization.*
import space.kscience.kmath.random.RandomGenerator
import space.kscience.kmath.structures.DoubleBuffer
import space.kscience.kmath.structures.asBuffer
import kotlin.test.Test
@OptIn(UnstableKMathAPI::class)
internal class OptimizeTest {
val normal = DerivativeStructureExpression {
val normal = DSFieldExpression(DoubleField) {
exp(-bindSymbol(x).pow(2) / 2) + exp(-bindSymbol(y).pow(2) / 2)
}
@ -60,7 +63,7 @@ internal class OptimizeTest {
val yErr = DoubleBuffer(x.size) { sigma }
val chi2 = DSProcessor.chiSquaredExpression(
val chi2 = Double.autodiff.chiSquaredExpression(
x, y, yErr
) { arg ->
val cWithDefault = bindSymbolOrNull(c) ?: one

51
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/DSAlgebra.kt
View File

@ -80,7 +80,6 @@ public abstract class DSAlgebra<T, A : Ring<T>>(
public val algebra: A,
public val order: Int,
bindings: Map<Symbol, T>,
public val valueBufferFactory: MutableBufferFactory<T> = algebra.bufferFactory,
) : ExpressionAlgebra<T, DS<T, A>>, SymbolIndexer {
/**
@ -116,7 +115,6 @@ public abstract class DSAlgebra<T, A : Ring<T>>(
newCache[p][o] = DSCompiler(
algebra,
valueBufferFactory,
p,
o,
valueCompiler,
@ -141,7 +139,7 @@ public abstract class DSAlgebra<T, A : Ring<T>>(
override val symbols: List<Symbol> = bindings.map { it.key }
private fun bufferForVariable(index: Int, value: T): Buffer<T> {
val buffer = valueBufferFactory(compiler.size) { algebra.zero }
val buffer = algebra.bufferFactory(compiler.size) { algebra.zero }
buffer[0] = value
if (compiler.order > 0) {
// the derivative of the variable with respect to itself is 1.
@ -207,7 +205,7 @@ public abstract class DSAlgebra<T, A : Ring<T>>(
}
public override fun const(value: T): DS<T, A> {
val buffer = valueBufferFactory(compiler.size) { algebra.zero }
val buffer = algebra.bufferFactory(compiler.size) { algebra.zero }
buffer[0] = value
return DS(buffer)
@ -245,11 +243,14 @@ public open class DSRing<T, A>(
algebra: A,
order: Int,
bindings: Map<Symbol, T>,
valueBufferFactory: MutableBufferFactory<T>,
) : DSAlgebra<T, A>(algebra, order, bindings, valueBufferFactory),
Ring<DS<T, A>>, ScaleOperations<DS<T, A>>,
) : DSAlgebra<T, A>(algebra, order, bindings),
Ring<DS<T, A>>,
ScaleOperations<DS<T, A>>,
NumericAlgebra<DS<T, A>>,
NumbersAddOps<DS<T, A>> where A : Ring<T>, A : NumericAlgebra<T>, A : ScaleOperations<T> {
NumbersAddOps<DS<T, A>>
where A : Ring<T>, A : NumericAlgebra<T>, A : ScaleOperations<T> {
public val elementBufferFactory: MutableBufferFactory<T> = algebra.bufferFactory
override fun bindSymbolOrNull(value: String): DSSymbol? =
super<DSAlgebra>.bindSymbolOrNull(value)
@ -261,14 +262,14 @@ public open class DSRing<T, A>(
*/
protected inline fun DS<T, A>.transformDataBuffer(block: A.(MutableBuffer<T>) -> Unit): DS<T, A> {
require(derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
val newData = valueBufferFactory(compiler.size) { data[it] }
val newData = elementBufferFactory(compiler.size) { data[it] }
algebra.block(newData)
return DS(newData)
}
protected fun DS<T, A>.mapData(block: A.(T) -> T): DS<T, A> {
require(derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
val newData: Buffer<T> = data.mapToBuffer(valueBufferFactory) {
val newData: Buffer<T> = data.mapToBuffer(elementBufferFactory) {
algebra.block(it)
}
return DS(newData)
@ -276,7 +277,7 @@ public open class DSRing<T, A>(
protected fun DS<T, A>.mapDataIndexed(block: (Int, T) -> T): DS<T, A> {
require(derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
val newData: Buffer<T> = data.mapIndexedToBuffer(valueBufferFactory, block)
val newData: Buffer<T> = data.mapIndexedToBuffer(elementBufferFactory, block)
return DS(newData)
}
@ -329,22 +330,21 @@ public class DerivativeStructureRingExpression<T, A>(
public val function: DSRing<T, A>.() -> DS<T, A>,
) : DifferentiableExpression<T> where A : Ring<T>, A : ScaleOperations<T>, A : NumericAlgebra<T> {
override operator fun invoke(arguments: Map<Symbol, T>): T =
DSRing(algebra, 0, arguments, elementBufferFactory).function().value
DSRing(algebra, 0, arguments).function().value
override fun derivativeOrNull(symbols: List<Symbol>): Expression<T> = Expression { arguments ->
with(
DSRing(
algebra,
symbols.size,
arguments,
elementBufferFactory
arguments
)
) { function().derivative(symbols) }
}
}
/**
* A field over commons-math [DerivativeStructure].
* A field over [DS].
*
* @property order The derivation order.
* @param bindings The map of bindings values. All bindings are considered free parameters.
@ -354,8 +354,7 @@ public class DSField<T, A : ExtendedField<T>>(
algebra: A,
order: Int,
bindings: Map<Symbol, T>,
valueBufferFactory: MutableBufferFactory<T>,
) : DSRing<T, A>(algebra, order, bindings, valueBufferFactory), ExtendedField<DS<T, A>> {
) : DSRing<T, A>(algebra, order, bindings), ExtendedField<DS<T, A>> {
override fun number(value: Number): DS<T, A> = const(algebra.number(value))
override fun divide(left: DS<T, A>, right: DS<T, A>): DS<T, A> = left.transformDataBuffer { result ->
@ -414,6 +413,7 @@ public class DSField<T, A : ExtendedField<T>>(
is Int -> arg.transformDataBuffer { result ->
compiler.pow(arg.data, 0, pow, result, 0)
}
else -> arg.transformDataBuffer { result ->
compiler.pow(arg.data, 0, pow.toDouble(), result, 0)
}
@ -439,18 +439,29 @@ public class DSField<T, A : ExtendedField<T>>(
@UnstableKMathAPI
public class DSFieldExpression<T, A : ExtendedField<T>>(
public val algebra: A,
private val valueBufferFactory: MutableBufferFactory<T> = algebra.bufferFactory,
public val function: DSField<T, A>.() -> DS<T, A>,
) : DifferentiableExpression<T> {
override operator fun invoke(arguments: Map<Symbol, T>): T =
DSField(algebra, 0, arguments, valueBufferFactory).function().value
DSField(algebra, 0, arguments).function().value
override fun derivativeOrNull(symbols: List<Symbol>): Expression<T> = Expression { arguments ->
DSField(
algebra,
symbols.size,
arguments,
valueBufferFactory,
).run { function().derivative(symbols) }
}
}
@UnstableKMathAPI
public class DSFieldProcessor<T, A : ExtendedField<T>>(
public val algebra: A,
) : AutoDiffProcessor<T, DS<T, A>, DSField<T, A>> {
override fun differentiate(
function: DSField<T, A>.() -> DS<T, A>,
): DifferentiableExpression<T> = DSFieldExpression(algebra, function)
}
@UnstableKMathAPI
public val Double.Companion.autodiff: DSFieldProcessor<Double, DoubleField> get() = DSFieldProcessor(DoubleField)

2
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/DSCompiler.kt
View File

@ -9,7 +9,6 @@ package space.kscience.kmath.expressions
import space.kscience.kmath.operations.*
import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.MutableBuffer
import space.kscience.kmath.structures.MutableBufferFactory
import kotlin.math.min
internal fun <T> MutableBuffer<T>.fill(element: T, fromIndex: Int = 0, toIndex: Int = size) {
@ -56,7 +55,6 @@ internal fun <T> MutableBuffer<T>.fill(element: T, fromIndex: Int = 0, toIndex:
*/
public class DSCompiler<T, out A : Algebra<T>> internal constructor(
public val algebra: A,
public val bufferFactory: MutableBufferFactory<T>,
public val freeParameters: Int,
public val order: Int,
valueCompiler: DSCompiler<T, A>?,

5
kmath-core/src/commonTest/kotlin/space/kscience/kmath/expressions/DSTest.kt
View File

@ -9,7 +9,6 @@ package space.kscience.kmath.expressions
import space.kscience.kmath.misc.UnstableKMathAPI
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.structures.DoubleBuffer
import kotlin.contracts.InvocationKind
import kotlin.contracts.contract
import kotlin.test.Test
@ -22,7 +21,7 @@ internal inline fun diff(
block: DSField<Double, DoubleField>.() -> Unit,
) {
contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
DSField(DoubleField, order, mapOf(*parameters), ::DoubleBuffer).block()
DSField(DoubleField, order, mapOf(*parameters)).block()
}
internal class DSTest {
@ -45,7 +44,7 @@ internal class DSTest {
@Test
fun dsExpressionTest() {
val f = DSFieldExpression(DoubleField, ::DoubleBuffer) {
val f = DSFieldExpression(DoubleField) {
val x by binding
val y by binding
x.pow(2) + 2 * x * y + y.pow(2) + 1

2
kmath-functions/build.gradle.kts
View File

@ -17,7 +17,7 @@ kotlin.sourceSets {
}
dependencies {
dokkaPlugin("org.jetbrains.dokka:mathjax-plugin:${npmlibs.versions.dokka.get()}")
dokkaPlugin("org.jetbrains.dokka:mathjax-plugin:${spclibs.versions.dokka.get()}")
}
readme {

2
kmath-histograms/build.gradle.kts
View File

@ -12,7 +12,7 @@ kotlin.sourceSets {
commonMain {
dependencies {
api(project(":kmath-core"))
api(npmlibs.atomicfu)
api(spclibs.atomicfu)
}
}
commonTest {

2
kmath-optimization/build.gradle.kts
View File

@ -14,7 +14,7 @@ kotlin.sourceSets {
commonMain {
dependencies {
api(project(":kmath-coroutines"))
api(npmlibs.atomicfu)
api(spclibs.atomicfu)
}
}
}

2
kmath-stat/build.gradle.kts
View File

@ -10,7 +10,7 @@ kotlin.sourceSets {
commonMain {
dependencies {
api(project(":kmath-coroutines"))
implementation(npmlibs.atomicfu)
implementation(spclibs.atomicfu)
}
}

2
settings.gradle.kts
View File

@ -13,7 +13,7 @@ dependencyResolutionManagement {
}
versionCatalogs {
create("npmlibs") {
create("spclibs") {
from("space.kscience:version-catalog:$toolsVersion")
}
}