Add Numba implementation of Blockwise

Restricted to 3 outputs, due to limitations in jitting of Numba functions

pytensor/link/numba/dispatch/__init__.py

@@ -2,15 +2,16 @@
 from pytensor.link.numba.dispatch.basic import numba_funcify, numba_typify
 
 # Load dispatch specializations
-import pytensor.link.numba.dispatch.scalar
-import pytensor.link.numba.dispatch.tensor_basic
+import pytensor.link.numba.dispatch.blockwise
+import pytensor.link.numba.dispatch.elemwise
 import pytensor.link.numba.dispatch.extra_ops
 import pytensor.link.numba.dispatch.nlinalg
 import pytensor.link.numba.dispatch.random
-import pytensor.link.numba.dispatch.elemwise
 import pytensor.link.numba.dispatch.scan
-import pytensor.link.numba.dispatch.sparse
+import pytensor.link.numba.dispatch.scalar
 import pytensor.link.numba.dispatch.slinalg
+import pytensor.link.numba.dispatch.sparse
 import pytensor.link.numba.dispatch.subtensor
+import pytensor.link.numba.dispatch.tensor_basic
 
 # isort: on

pytensor/link/numba/dispatch/blockwise.py

@@ -0,0 +1,90 @@
+from numba.core.extending import overload
+from numba.np.unsafe.ndarray import to_fixed_tuple
+
+from pytensor.link.numba.dispatch.basic import numba_funcify
+from pytensor.link.numba.dispatch.vectorize_codegen import (
+    _jit_options,
+    _vectorized,
+    encode_literals,
+    store_core_outputs,
+)
+from pytensor.tensor import get_vector_length
+from pytensor.tensor.blockwise import Blockwise, BlockwiseWithCoreShape
+
+
+@numba_funcify.register
+def numba_funcify_Blockwise(op: BlockwiseWithCoreShape, node, **kwargs):
+    [blockwise_node] = op.fgraph.apply_nodes
+    blockwise_op: Blockwise = blockwise_node.op
+    core_op = blockwise_op.core_op
+    nin = len(blockwise_node.inputs)
+    nout = len(blockwise_node.outputs)
+    if nout > 3:
+        raise NotImplementedError(
+            "Current implementation of BlockwiseWithCoreShape does not support more than 3 outputs."
+        )
+
+    core_shapes_len = [get_vector_length(sh) for sh in node.inputs[nin:]]
+    core_shape_0 = core_shapes_len[0] if nout > 0 else None
+    core_shape_1 = core_shapes_len[1] if nout > 1 else None
+    core_shape_2 = core_shapes_len[2] if nout > 2 else None
+
+    core_node = blockwise_op._create_dummy_core_node(blockwise_node.inputs)
+    core_op_fn = numba_funcify(
+        core_op,
+        node=core_node,
+        parent_node=node,
+        fastmath=_jit_options["fastmath"],
+        **kwargs,
+    )
+    core_op_fn = store_core_outputs(core_op_fn, nin=nin, nout=nout)
+
+    batch_ndim = blockwise_op.batch_ndim(node)
+
+    # numba doesn't support nested literals right now...
+    input_bc_patterns = encode_literals(
+        tuple(inp.type.broadcastable[:batch_ndim] for inp in node.inputs)
+    )
+    output_bc_patterns = encode_literals(
+        tuple(out.type.broadcastable[:batch_ndim] for out in node.outputs)
+    )
+    output_dtypes = encode_literals(tuple(out.type.dtype for out in node.outputs))
+    inplace_pattern = encode_literals(())
+
+    def blockwise_wrapper(*inputs_and_core_shapes):
+        inputs, core_shapes = inputs_and_core_shapes[:nin], inputs_and_core_shapes[nin:]
+        # Appease numba Gods :(
+        # Secular solution welcomed
+        if nout == 1:
+            tuple_core_shapes = (to_fixed_tuple(core_shapes[0], core_shape_0),)
+        elif nout == 2:
+            tuple_core_shapes = (
+                to_fixed_tuple(core_shapes[0], core_shape_0),
+                to_fixed_tuple(core_shapes[1], core_shape_1),
+            )
+        else:
+            tuple_core_shapes = (
+                to_fixed_tuple(core_shapes[0], core_shape_0),
+                to_fixed_tuple(core_shapes[1], core_shape_1),
+                to_fixed_tuple(core_shapes[2], core_shape_2),
+            )
+        return _vectorized(
+            core_op_fn,
+            input_bc_patterns,
+            output_bc_patterns,
+            output_dtypes,
+            inplace_pattern,
+            (),  # constant_inputs
+            inputs,
+            tuple_core_shapes,
+            None,  # size
+        )
+
+    def blockwise(*inputs_and_core_shapes):
+        raise NotImplementedError("Non-jitted BlockwiseWithCoreShape not implemented")
+
+    @overload(blockwise, jit_options=_jit_options)
+    def ov_blockwise(*inputs_and_core_shapes):
+        return blockwise_wrapper
+
+    return blockwise

pytensor/link/numba/dispatch/random.py

@@ -388,7 +388,7 @@ def random_wrapper(core_shape, rng, size, *dist_params):
         return rng, draws
 
     def random(core_shape, rng, size, *dist_params):
-        pass
+        raise NotImplementedError("Non-jitted random variable not implemented")
 
     @overload(random, jit_options=_jit_options)
     def ov_random(core_shape, rng, size, *dist_params):

pytensor/tensor/blockwise.py

@@ -402,3 +402,11 @@ def vectorize_node_fallback(op: Op, node: Apply, *bached_inputs) -> Apply:
 
 class OpWithCoreShape(OpFromGraph):
     """Generalizes an `Op` to include core shape as an additional input."""
+
+
+class BlockwiseWithCoreShape(OpWithCoreShape):
+    """Generalizes a Blockwise `Op` to include a core shape parameter."""
+
+    def __str__(self):
+        [blockwise_node] = self.fgraph.apply_nodes
+        return f"[{blockwise_node.op!s}]"

pytensor/tensor/rewriting/__init__.py

@@ -9,6 +9,7 @@
 import pytensor.tensor.rewriting.jax
 import pytensor.tensor.rewriting.linalg
 import pytensor.tensor.rewriting.math
+import pytensor.tensor.rewriting.numba
 import pytensor.tensor.rewriting.ofg
 import pytensor.tensor.rewriting.shape
 import pytensor.tensor.rewriting.special

pytensor/tensor/rewriting/numba.py

@@ -0,0 +1,112 @@
+from pytensor.compile import optdb
+from pytensor.graph import node_rewriter
+from pytensor.graph.basic import applys_between
+from pytensor.graph.rewriting.basic import out2in
+from pytensor.tensor.basic import as_tensor, constant
+from pytensor.tensor.blockwise import Blockwise, BlockwiseWithCoreShape
+from pytensor.tensor.rewriting.shape import ShapeFeature
+
+
+@node_rewriter([Blockwise])
+def introduce_explicit_core_shape_blockwise(fgraph, node):
+    """Introduce the core shape of a Blockwise.
+
+    We wrap Blockwise graphs into a BlockwiseWithCoreShape OpFromGraph
+    that has an extra "non-functional" input that represents the core shape of the Blockwise variable.
+    This core_shape is used by the numba backend to pre-allocate the output array.
+
+    If available, the core shape is extracted from the shape feature of the graph,
+    which has a higher change of having been simplified, optimized, constant-folded.
+    If missing, we fall back to the op._supp_shape_from_params method.
+
+    This rewrite is required for the numba backend implementation of Blockwise.
+
+    Example
+    -------
+
+    .. code-block:: python
+
+        import pytensor
+        import pytensor.tensor as pt
+
+        x = pt.tensor("x", shape=(5, None, None))
+        outs = pt.linalg.svd(x, compute_uv=True)
+        pytensor.dprint(outs)
+        # Blockwise{SVD{full_matrices=True, compute_uv=True}, (m,n)->(m,m),(k),(n,n)}.0 [id A]
+        #  └─ x [id B]
+        # Blockwise{SVD{full_matrices=True, compute_uv=True}, (m,n)->(m,m),(k),(n,n)}.1 [id A]
+        #  └─ ···
+        # Blockwise{SVD{full_matrices=True, compute_uv=True}, (m,n)->(m,m),(k),(n,n)}.2 [id A]
+        #  └─ ···
+
+        # After the rewrite, note the new 3 core shape inputs
+        fn = pytensor.function([x], outs, mode="NUMBA")
+        fn.dprint(print_type=False)
+        # [Blockwise{SVD{full_matrices=True, compute_uv=True}, (m,n)->(m,m),(k),(n,n)}].0 [id A] 6
+        #  ├─ x [id B]
+        #  ├─ MakeVector{dtype='int64'} [id C] 5
+        #  │  ├─ Shape_i{1} [id D] 2
+        #  │  │  └─ x [id B]
+        #  │  └─ Shape_i{1} [id D] 2
+        #  │     └─ ···
+        #  ├─ MakeVector{dtype='int64'} [id E] 4
+        #  │  └─ Minimum [id F] 3
+        #  │     ├─ Shape_i{1} [id D] 2
+        #  │     │  └─ ···
+        #  │     └─ Shape_i{2} [id G] 0
+        #  │        └─ x [id B]
+        #  └─ MakeVector{dtype='int64'} [id H] 1
+        #     ├─ Shape_i{2} [id G] 0
+        #     │  └─ ···
+        #     └─ Shape_i{2} [id G] 0
+        #        └─ ···
+        # [Blockwise{SVD{full_matrices=True, compute_uv=True}, (m,n)->(m,m),(k),(n,n)}].1 [id A] 6
+        #  └─ ···
+        # [Blockwise{SVD{full_matrices=True, compute_uv=True}, (m,n)->(m,m),(k),(n,n)}].2 [id A] 6
+        #  └─ ···
+    """
+    if len(node.outputs) > 3:
+        # Current implementation of BlockwiseWithCoreShape does not support more than 3 outputs.
+        return None
+
+    op: Blockwise = node.op
+    batch_ndim = op.batch_ndim(node)
+
+    shape_feature: ShapeFeature | None = getattr(fgraph, "shape_feature", None)  # type: ignore[annotation-unchecked]
+    if shape_feature:
+        core_shapes = [
+            [shape_feature.get_shape(out, i) for i in range(batch_ndim, out.type.ndim)]
+            for out in node.outputs
+        ]
+    else:
+        input_shapes = [tuple(inp.shape) for inp in node.inputs]
+        core_shapes = [
+            out_shape[batch_ndim:]
+            for out_shape in op.infer_shape(None, node, input_shapes)
+        ]
+
+    core_shapes = [
+        as_tensor(core_shape) if len(core_shape) else constant([], dtype="int64")
+        for core_shape in core_shapes
+    ]
+
+    if any(
+        isinstance(node.op, Blockwise)
+        for node in applys_between(node.inputs, core_shapes)
+    ):
+        # If Blockwise shows up in the shape graph we can't introduce the core shape
+        return None
+
+    return BlockwiseWithCoreShape(
+        [*node.inputs, *core_shapes],
+        node.outputs,
+        destroy_map=op.destroy_map,
+    )(*node.inputs, *core_shapes, return_list=True)
+
+
+optdb.register(
+    introduce_explicit_core_shape_blockwise.__name__,
+    out2in(introduce_explicit_core_shape_blockwise),
+    "numba",
+    position=100,
+)

tests/link/numba/test_basic.py

@@ -242,7 +242,7 @@ def compare_numba_and_py(
     Parameters
     ----------
     fgraph
-        `FunctionGraph` or inputs to compare.
+        `FunctionGraph` or tuple(inputs, outputs) to compare.
     inputs
         Numeric inputs to be passed to the compiled graphs.
     assert_fn

tests/link/numba/test_blockwise.py

@@ -0,0 +1,72 @@
+import numpy as np
+import pytest
+
+from pytensor import function
+from pytensor.compile.builders import OpFromGraph
+from pytensor.link.numba.test_basic import compare_numba_and_py, numba_mode
+from pytensor.tensor import tensor
+from pytensor.tensor.basic import ARange
+from pytensor.tensor.blockwise import Blockwise
+from pytensor.tensor.nlinalg import SVD, Det
+from pytensor.tensor.slinalg import Cholesky, cholesky
+
+
+# Fails if object mode warning is issued when not expected
+pytestmark = pytest.mark.filterwarnings("error")
+
+
+@pytest.mark.parametrize("shape_opt", [True, False], ids=str)
+@pytest.mark.parametrize("core_op", [Det(), Cholesky(), SVD(compute_uv=True)], ids=str)
+def test_blockwise(core_op, shape_opt):
+    x = tensor(shape=(5, None, None))
+    outs = Blockwise(core_op=core_op)(x, return_list=True)
+
+    mode = (
+        numba_mode.including("ShapeOpt")
+        if shape_opt
+        else numba_mode.excluding("ShapeOpt")
+    )
+    x_test = np.eye(3) * np.arange(1, 6)[:, None, None]
+    compare_numba_and_py(
+        ([x], outs),
+        [x_test],
+        numba_mode=mode,
+        eval_obj_mode=False,
+    )
+
+
+def test_non_square_blockwise():
+    """Test that Op that cannot always be blockwised at runtime fails gracefully."""
+    x = tensor(shape=(3,), dtype="int64")
+    out = Blockwise(core_op=ARange(dtype="int64"), signature="(),(),()->(a)")(0, x, 1)
+
+    with pytest.warns(UserWarning, match="Numba will use object mode"):
+        fn = function([x], out, mode="NUMBA")
+
+    np.testing.assert_allclose(fn([5, 5, 5]), np.broadcast_to(np.arange(5), (3, 5)))
+
+    with pytest.raises(ValueError):
+        fn([3, 4, 5])
+
+
+def test_too_many_outputs_blockwise():
+    """Current implementation of Blockwise does not support more than 3 outputs."""
+    x = tensor("x", shape=())
+    core_op = OpFromGraph([x], [x + i for i in range(4)])
+
+    xs = tensor("x", shape=(3,))
+    outs = Blockwise(core_op=core_op, signature="()->(),(),(),()")(xs)
+
+    with pytest.warns(UserWarning, match="Numba will use object mode"):
+        compare_numba_and_py(([xs], outs), [np.arange(3)])
+
+
+def test_blockwise_benchmark(benchmark):
+    x = tensor(shape=(5, 3, 3))
+    out = cholesky(x)
+    assert isinstance(out.owner.op, Blockwise)
+
+    fn = function([x], out, mode="NUMBA")
+    x_test = np.eye(3) * np.arange(1, 6)[:, None, None]
+    fn(x_test)  # JIT compile
+    benchmark(fn, x_test)