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Replace NonlinearSolve with Roots and fix the ReverseDiff adjoint of find_alpha #202

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Oct 16, 2021
Merged

Replace NonlinearSolve with Roots and fix the ReverseDiff adjoint of find_alpha #202

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86f0195
Replace NonlinearSolve with Roots
devmotion Oct 15, 2021
5cb4c16
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devmotion Oct 15, 2021
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6 changes: 3 additions & 3 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "Bijectors"
uuid = "76274a88-744f-5084-9051-94815aaf08c4"
version = "0.9.8"
version = "0.9.9"

[deps]
ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"
Expand All @@ -12,10 +12,10 @@ IrrationalConstants = "92d709cd-6900-40b7-9082-c6be49f344b6"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
MappedArrays = "dbb5928d-eab1-5f90-85c2-b9b0edb7c900"
NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
Requires = "ae029012-a4dd-5104-9daa-d747884805df"
Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

Expand All @@ -28,7 +28,7 @@ Functors = "0.1, 0.2"
IrrationalConstants = "0.1"
LogExpFunctions = "0.3.3"
MappedArrays = "0.2.2, 0.3, 0.4"
NonlinearSolve = "0.3"
Reexport = "0.2, 1"
Requires = "0.5, 1"
Roots = "1.3.4"
julia = "1.3"
4 changes: 2 additions & 2 deletions src/Bijectors.jl
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Expand Up @@ -35,11 +35,11 @@ using MappedArrays
using Base.Iterators: drop
using LinearAlgebra: AbstractTriangular

import ChainRulesCore
import Functors
import IrrationalConstants
import LogExpFunctions
import NonlinearSolve
import ChainRulesCore
import Roots

export TransformDistribution,
PositiveDistribution,
Expand Down
12 changes: 4 additions & 8 deletions src/bijectors/planar_layer.jl
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Expand Up @@ -157,16 +157,12 @@ function find_alpha(wt_y::T, wt_u_hat::T, b::T) where {T<:Real}
# Compute the initial bracket (see above).
initial_bracket = (wt_y - abs(wt_u_hat), wt_y + abs(wt_u_hat))

# Try to solve the root-finding problem, i.e., compute a final bracket
prob = NonlinearSolve.NonlinearProblem{false}(initial_bracket) do α, _
α + wt_u_hat * tanh(α + b) - wt_y
end
sol = NonlinearSolve.solve(prob, NonlinearSolve.Falsi())
if sol.retcode === NonlinearSolve.MAXITERS_EXCEED
@warn "Planar layer: root finding algorithm did not converge" sol
# Solve the root-finding problem
α0 = Roots.find_zero(initial_bracket) do α
return α + wt_u_hat * tanh(α + b) - wt_y
end

return sol.left
return α0
end

logabsdetjac(flow::PlanarLayer, x) = forward(flow, x).logabsdetjac
Expand Down
5 changes: 3 additions & 2 deletions src/compat/reversediff.jl
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Expand Up @@ -9,7 +9,8 @@ using ..Bijectors: Log, SimplexBijector, maphcat, simplex_link_jacobian,
ReverseDiffAD, Inverse
import ..Bijectors: _eps, logabsdetjac, _logabsdetjac_scale, _simplex_bijector,
_simplex_inv_bijector, replace_diag, jacobian, getpd, lower,
_inv_link_chol_lkj, _link_chol_lkj, _transform_ordered, _transform_inverse_ordered
_inv_link_chol_lkj, _link_chol_lkj, _transform_ordered, _transform_inverse_ordered,
find_alpha

import ChainRulesCore

Expand Down Expand Up @@ -187,7 +188,7 @@ function find_alpha(wt_y::T, wt_u_hat::T, b::T) where {T<:TrackedReal}
return track(find_alpha, wt_y, wt_u_hat, b)
end
@grad function find_alpha(wt_y::TrackedReal, wt_u_hat::TrackedReal, b::TrackedReal)
α = find_alpha(data(wt_y), data(wt_u_hat), data(b))
α = find_alpha(value(wt_y), value(wt_u_hat), value(b))

∂wt_y = inv(1 + wt_u_hat * sech(α + b)^2)
∂wt_u_hat = - tanh(α + b) * ∂wt_y
Expand Down