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Adds JAX IDAKLU solver integration #481

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@BradyPlanden BradyPlanden commented Sep 2, 2024

Description

This PR adds the jaxified IDAKLU solver to enable autodiff for the cost and likelihood classes. At the moment the IDAKLU solver is limited to first order sensitivity information and as such we are limited to gradient information from the autodiff cost/likelihood classes.

As an example of how to use the jaxified IDAKLU, an experimental subdirectory is added with the JaxSumSquaredError and JaxLogNormalLikelihood classes. These classes only required the evaluate method to be defined, with jax's value_and_grad method to capture the gradient information. Currently, this solver matches the casadi fast with events solver in most cases, with greatly improved performance in computing sensitivities. This performance is expected to improve even more with the next PyBaMM release.

This also opens up future functionality for gradient based optimisers in design optimisation of non-geometric parameters, as autodiff can provide gradients for any constructed cost/likelihood/design function.

To Do

  • Add Tests

Issue reference

Fixes # (issue-number)

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codecov bot commented Sep 2, 2024

Codecov Report

Attention: Patch coverage is 95.86777% with 5 lines in your changes missing coverage. Please review.

Project coverage is 99.05%. Comparing base (c8b00e6) to head (0a54573).
Report is 30 commits behind head on develop.

Files with missing lines Patch % Lines
pybop/experimental/jax_costs.py 96.96% 2 Missing ⚠️
pybop/optimisers/base_optimiser.py 80.00% 1 Missing ⚠️
pybop/plot/problem.py 66.66% 1 Missing ⚠️
pybop/problems/fitting_problem.py 96.15% 1 Missing ⚠️
Additional details and impacted files
@@             Coverage Diff             @@
##           develop     #481      +/-   ##
===========================================
- Coverage    99.08%   99.05%   -0.03%     
===========================================
  Files           52       57       +5     
  Lines         3605     4027     +422     
===========================================
+ Hits          3572     3989     +417     
- Misses          33       38       +5     

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@BradyPlanden
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Here's the benchmark script for the solvers in this PR. A version of it is also in the PR.

import time
import numpy as np
import pybamm

import pybop

n = 50  # Number of solves
solvers = [
    pybamm.CasadiSolver(mode="fast with events", atol=1e-6, rtol=1e-6),
    pybamm.IDAKLUSolver(atol=1e-6, rtol=1e-6),
]

# Parameter set and model definition
parameter_set = pybop.ParameterSet.pybamm("Chen2020")
model = pybop.lithium_ion.DFN(parameter_set=parameter_set, solver=solvers[0])

# Fitting parameters
parameters = pybop.Parameters(
    pybop.Parameter(
        "Negative electrode active material volume fraction", initial_value=0.55
    ),
    pybop.Parameter(
        "Positive electrode active material volume fraction", initial_value=0.55
    ),
)

# Define test protocol and generate data
t_eval = np.linspace(0, 100, 1000)
values = model.predict(
    initial_state={"Initial open-circuit voltage [V]": 4.2}, t_eval=t_eval
)

# Form dataset
dataset = pybop.Dataset(
    {
        "Time [s]": values["Time [s]"].data,
        "Current function [A]": values["Current [A]"].data,
        "Voltage [V]": values["Voltage [V]"].data,
    }
)


# Create inputs function for benchmarking
def inputs():
    return {
        "Negative electrode active material volume fraction": 0.55
        + np.random.normal(0, 0.01),
        "Positive electrode active material volume fraction": 0.55
        + np.random.normal(0, 0.01),
    }


# Iterate over the solvers and print benchmarks
for solver in solvers:
    # Setup Fitting Problem
    model.solver = solver
    problem = pybop.FittingProblem(model, parameters, dataset)
    cost = pybop.SumSquaredError(problem)

    start_time = time.time()
    for _i in range(n):
        out = problem.model.simulate(inputs=inputs(), t_eval=t_eval)
    print(f"({solver.name}) Time model.simulate: {time.time() - start_time:.4f}")

    start_time = time.time()
    for _i in range(n):
        out = problem.model.simulateS1(inputs=inputs(), t_eval=t_eval)
    print(f"({solver.name}) Time model.SimulateS1: {time.time() - start_time:.4f}")

    start_time = time.time()
    for _i in range(n):
        out = problem.evaluate(inputs=inputs())
    print(f"({solver.name}) Time problem.evaluate: {time.time() - start_time:.4f}")

    start_time = time.time()
    for _i in range(n):
        out = problem.evaluateS1(inputs=inputs())
    print(f"({solver.name}) Time Problem.EvaluateS1: {time.time() - start_time:.4f}")

    start_time = time.time()
    for _i in range(n):
        out = cost(inputs(), calculate_grad=False)
    print(f"({solver.name}) Time PyBOP Cost w/o grad: {time.time() - start_time:.4f}")

    start_time = time.time()
    for _i in range(n):
        out = cost(inputs(), calculate_grad=True)
    print(f"({solver.name}) Time PyBOP Cost w/grad: {time.time() - start_time:.4f}")

# Recreate for Jax IDAKLU solver
ida_solver =pybamm.IDAKLUSolver(atol=1e-6, rtol=1e-6)
model = pybop.lithium_ion.DFN(parameter_set=parameter_set, solver=ida_solver, jax=True)
problem = pybop.FittingProblem(model, parameters, dataset)
cost = pybop.JaxSumSquaredError(problem)

start_time = time.time()
for _i in range(n):
    out = cost(inputs(), calculate_grad=False)
print(f"Time Jax SumSquaredError w/o grad: {time.time() - start_time:.4f}")

start_time = time.time()
for _i in range(n):
    out = cost(inputs(), calculate_grad=True)
print(f"Time Jax SumSquaredError w/ grad: {time.time() - start_time:.4f}")

which produces the following on my M3 Pro Macbook:

(CasADi solver with 'fast with events' mode) Time model.simulate: 3.2579
(CasADi solver with 'fast with events' mode) Time model.SimulateS1: 13.5679
(CasADi solver with 'fast with events' mode) Time problem.evaluate: 6.8836
(CasADi solver with 'fast with events' mode) Time Problem.EvaluateS1: 152.7627
(CasADi solver with 'fast with events' mode) Time PyBOP Cost w/o grad: 7.1857
(CasADi solver with 'fast with events' mode) Time PyBOP Cost w/grad: 155.6699
(IDA KLU solver) Time model.simulate: 6.5524
(IDA KLU solver) Time model.SimulateS1: 17.9455
(IDA KLU solver) Time problem.evaluate: 6.6003
(IDA KLU solver) Time Problem.EvaluateS1: 18.0940
(IDA KLU solver) Time PyBOP Cost w/o grad: 6.5335
(IDA KLU solver) Time PyBOP Cost w/grad: 18.1650
Time Jax SumSquaredError w/o grad: 6.9650
Time Jax SumSquaredError w/ grad: 19.5255

@BradyPlanden BradyPlanden marked this pull request as ready for review September 25, 2024 13:23
@martinjrobins
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Nice speedups :) I'm a bit concerned that there are now 3 possible ways to calculate the cost functions: 1) original cost functions in python, 2) my proposal to use pybamm variables #513, and now 3) JAX. I know from maintaining 4 different solvers in pybamm that this is no fun, and at the moment we're trying to reduce that down to just the idaklu solver, so I think we might need to choose the main mechanism for calculating cost functions in PyBop rather than implementing and then maintaining all three of them.

@BradyPlanden
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BradyPlanden commented Sep 25, 2024

Yes, this is something I've been thinking about, which is one of the reasons this adds an /experimental subdirectory to the repository. The idea here is that we can provide methods that don't offer the same level of stability as the main classes, but offer improvements in other ways. The Jax-based implementations in this PR don't offer the same robustness, but are easier to support, and creating new gradient-based cost instances require less overhead. Similarly, they open up the possibility of JITing the entire inference process.

Going forward, these would remain in /experimental until (if) they are improved enough to justify better integration with PyBOP's canonical cost classes. After taking a quick look at your toy example in #513, I think the cost function's within this PR could easily be refactored to be completely integrated with #513.

@martinjrobins
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ok, fair enough, happy with putting the new cost function methods into experimental for now. But I would suggest that we try and stabilise on a single method as soon as we can so there is less to maintain going forward.

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Thanks @BradyPlanden. In general I worry that the cost function are mutating a reference to a model, but they don't know what else the user is doing with that model. The user might want to compare the result of a jax cost function with a standard cost funtion using the same model. It would simplify the code if models were copied by problems or cost functions, then they could mutate them as much as they wanted. And you wouldn't have to pass that jax arg to models, because the cost function can just set it. What do you think?

pybop/models/base_model.py Show resolved Hide resolved
pybop/problems/base_problem.py Outdated Show resolved Hide resolved
@BradyPlanden BradyPlanden added the ask This PR needs a review for merging label Oct 11, 2024
# Conflicts:
#	CHANGELOG.md
#	examples/notebooks/1-single-pulse-circuit-model.ipynb
# Conflicts:
#	examples/notebooks/single_pulse_circuit_model.ipynb
# Conflicts:
#	examples/notebooks/single_pulse_circuit_model.ipynb
# Conflicts:
#	CHANGELOG.md
#	examples/notebooks/battery_parameterisation/single_pulse_circuit_model.ipynb
@BradyPlanden BradyPlanden force-pushed the jaxify-idaklu-implementation branch from 85ef246 to 9dec62d Compare December 4, 2024 17:44
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