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refactor: make LossFunctions an optional dep #976

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5 changes: 3 additions & 2 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "Lux"
uuid = "b2108857-7c20-44ae-9111-449ecde12c47"
authors = ["Avik Pal <avikpal@mit.edu> and contributors"]
version = "1.1.0"
version = "1.2.0-DEV"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Expand All @@ -18,7 +18,6 @@ ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
Functors = "d9f16b24-f501-4c13-a1f2-28368ffc5196"
GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LossFunctions = "30fc2ffe-d236-52d8-8643-a9d8f7c094a7"
LuxCore = "bb33d45b-7691-41d6-9220-0943567d0623"
LuxLib = "82251201-b29d-42c6-8e01-566dec8acb11"
MLDataDevices = "7e8f7934-dd98-4c1a-8fe8-92b47a384d40"
Expand All @@ -43,6 +42,7 @@ ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
FunctionWrappers = "069b7b12-0de2-55c6-9aab-29f3d0a68a2e"
LossFunctions = "30fc2ffe-d236-52d8-8643-a9d8f7c094a7"
MLUtils = "f1d291b0-491e-4a28-83b9-f70985020b54"
MPI = "da04e1cc-30fd-572f-bb4f-1f8673147195"
NCCL = "3fe64909-d7a1-4096-9b7d-7a0f12cf0f6b"
Expand All @@ -55,6 +55,7 @@ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
LuxComponentArraysExt = "ComponentArrays"
LuxEnzymeExt = "Enzyme"
LuxFluxExt = "Flux"
LuxLossFunctionsExt = "LossFunctions"
LuxMLUtilsExt = "MLUtils"
LuxMPIExt = "MPI"
LuxMPINCCLExt = ["CUDA", "MPI", "NCCL"]
Expand Down
71 changes: 71 additions & 0 deletions ext/LuxLossFunctionsExt.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,71 @@
module LuxLossFunctionsExt

using ArrayInterface: fast_scalar_indexing
using ChainRulesCore: ChainRulesCore, NoTangent, @thunk
using EnzymeCore: EnzymeCore, EnzymeRules
using FastClosures: @closure
using LossFunctions: LossFunctions
using Statistics: mean

using Lux: Lux, LossFunctionImpl

const CRC = ChainRulesCore

function LossFunctionImpl.fused_agg(
::typeof(mean), lfn::LossFunctions.Traits.Loss, x::AbstractArray, y::AbstractArray)
return LossFunctionImpl.fused_agg(sum, lfn, x, y) / length(x)
end

function LossFunctionImpl.fused_agg(
::typeof(sum), lfn::LossFunctions.Traits.Loss, x::Number, y::Number)
return lfn(x, y)
end
function LossFunctionImpl.fused_agg(
::typeof(sum), lfn::LossFunctions.Traits.Loss, x::AbstractArray, y::AbstractArray)
fast_scalar_indexing(x) && fast_scalar_indexing(y) && return sum(lfn, x, y)
return sum(lfn.(x, y))
end

function CRC.rrule(
::CRC.RuleConfig{>:CRC.HasReverseMode},
::typeof(LossFunctionImpl.fused_agg), ::typeof(sum),
lfn::LossFunctions.Traits.Loss, x, y)
∇fused_agg = @closure Δ -> begin
∂x = @thunk LossFunctions.deriv.(Ref(lfn), x, y) .* Δ
return NoTangent(), NoTangent(), NoTangent(), ∂x, NoTangent()
end
return LossFunctionImpl.fused_agg(sum, lfn, x, y), ∇fused_agg
end

function EnzymeRules.augmented_primal(
cfg::EnzymeRules.RevConfigWidth{1},
func::EnzymeCore.Const{typeof(LossFunctionImpl.fused_agg)},
::Type{<:EnzymeCore.Active}, agg_f::EnzymeCore.Const{typeof(sum)},
lfn::EnzymeCore.Const{<:LossFunctions.Traits.Loss},
x::EnzymeCore.Annotation{<:AbstractArray}, y::EnzymeCore.Const)
primal = EnzymeRules.needs_primal(cfg) ? func.val(agg_f.val, lfn.val, x.val, y.val) :
nothing

cache_x = EnzymeRules.overwritten(cfg)[4] ? copy(x.val) : nothing
cache_y = EnzymeRules.overwritten(cfg)[5] ? copy(y.val) : nothing

return EnzymeRules.AugmentedReturn(primal, nothing, (cache_x, cache_y))
end

function EnzymeRules.reverse(
cfg::EnzymeRules.RevConfigWidth{1},
::EnzymeCore.Const{typeof(LossFunctionImpl.fused_agg)},
dret::EnzymeCore.Active, (cache_x, cache_y), agg_f::EnzymeCore.Const{typeof(sum)},
lfn::EnzymeCore.Const{<:LossFunctions.Traits.Loss},
x::EnzymeCore.Annotation{<:AbstractArray}, y::EnzymeCore.Const)
EnzymeRules.overwritten(cfg)[4] || (cache_x = x.val)
EnzymeRules.overwritten(cfg)[5] || (cache_y = y.val)

if !(typeof(x) <: EnzymeCore.Const)
@. x.dval = LossFunctions.deriv(lfn.val, cache_x, cache_y) * dret.val
end

return ntuple(Returns(nothing), 4)
end

end
1 change: 0 additions & 1 deletion src/Lux.jl
Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,6 @@ using ConcreteStructs: @concrete
using FastClosures: @closure
using Functors: Functors, fmap
using GPUArraysCore: @allowscalar
using LossFunctions: LossFunctions
using Markdown: @doc_str
using NNlib: NNlib
using Optimisers: Optimisers
Expand Down
150 changes: 103 additions & 47 deletions src/helpers/losses.jl
Original file line number Diff line number Diff line change
Expand Up @@ -6,11 +6,11 @@ module LossFunctionImpl

using ArrayInterface: fast_scalar_indexing
using ChainRulesCore: ChainRulesCore, NoTangent, @non_differentiable, @thunk
using EnzymeCore: EnzymeCore, EnzymeRules
using FastClosures: @closure
using LossFunctions: LossFunctions
using ForwardDiff: ForwardDiff, Dual, Partials
using Statistics: mean

using ..Utils: Utils
using ..LuxOps: xlogy

const CRC = ChainRulesCore
Expand All @@ -30,59 +30,66 @@ check_sizes(_, __) = nothing

# Aggregation. We are able to define custom aggregation fast paths
fused_agg(::typeof(mean), op::OP, x) where {OP} = fused_agg(sum, op, x) / length(x)
function fused_agg(::typeof(mean), lfn::LossFunctions.Traits.Loss, x, y)
return fused_agg(sum, lfn, x, y) / length(x)
end

fused_agg(::typeof(sum), op::OP, x::Number) where {OP} = op(x)
fused_agg(::typeof(sum), op::OP, x) where {OP} = sum(op, x)

fused_agg(::typeof(sum), lfn::LossFunctions.Traits.Loss, x::Number, y::Number) = lfn(x, y)
function fused_agg(::typeof(sum), lfn::LossFunctions.Traits.Loss, x, y)
fast_scalar_indexing(x) && fast_scalar_indexing(y) && return sum(lfn, x, y)
# mapreduce(Broadcast.BroadcastFunction(lfn), +, x, y) leads to slowdowns, better to
# allocate a new array
return sum(lfn.(x, y))
fused_agg(::typeof(mean), op::OP, x::Number, y::Number) where {OP} = op(x, y)
function fused_agg(::typeof(mean), op::OP, x::AbstractArray, y::AbstractArray) where {OP}
return fused_agg(sum, op, x, y) / length(x)
end

fused_agg(::Nothing, op::OP, args...) where {OP} = op.(args...)
fused_agg(f::F, op::OP, args...) where {F, OP} = f(op.(args...))

function CRC.rrule(::typeof(fused_agg), ::typeof(sum), lfn::LossFunctions.Traits.Loss, x, y)
∇fused_agg = @closure Δ -> begin
∂x = @thunk LossFunctions.deriv.(Ref(lfn), x, y) .* Δ
return NoTangent(), NoTangent(), NoTangent(), ∂x, NoTangent()
fused_agg(::typeof(sum), op::OP, x::Number, y::Number) where {OP} = op(x, y)
function fused_agg(::typeof(sum), op::OP, x::AbstractArray, y::AbstractArray) where {OP}
if fast_scalar_indexing(x) && fast_scalar_indexing(y)
res = Core.Compiler._return_type(op, Tuple{eltype(x), eltype(y)})(0)
@simd ivdep for i in eachindex(x, y)
@inbounds res += op(x[i], y[i])
end
return res
end
return fused_agg(sum, lfn, x, y), ∇fused_agg
return fallback_fused_agg(sum, op, x, y)
end

function EnzymeRules.augmented_primal(
cfg::EnzymeRules.RevConfigWidth{1}, func::EnzymeCore.Const{typeof(fused_agg)},
::Type{<:EnzymeCore.Active}, agg_f::EnzymeCore.Const{typeof(sum)},
lfn::EnzymeCore.Const{<:LossFunctions.Traits.Loss},
x::EnzymeCore.Annotation{<:AbstractArray}, y::EnzymeCore.Const)
primal = EnzymeRules.needs_primal(cfg) ? func.val(agg_f.val, lfn.val, x.val, y.val) :
nothing

cache_x = EnzymeRules.overwritten(cfg)[4] ? copy(x.val) : nothing
cache_y = EnzymeRules.overwritten(cfg)[5] ? copy(y.val) : nothing
fused_agg(::Nothing, op::OP, args...) where {OP} = op.(args...)
fused_agg(f::F, op::OP, args...) where {F, OP} = fallback_fused_agg(f, op, args...)

return EnzymeRules.AugmentedReturn(primal, nothing, (cache_x, cache_y))
end
@inline fallback_fused_agg(f::F, op::OP, args...) where {F, OP} = f(op.(args...))

function EnzymeRules.reverse(
cfg::EnzymeRules.RevConfigWidth{1}, ::EnzymeCore.Const{typeof(fused_agg)},
dret::EnzymeCore.Active, (cache_x, cache_y), agg_f::EnzymeCore.Const{typeof(sum)},
lfn::EnzymeCore.Const{<:LossFunctions.Traits.Loss},
x::EnzymeCore.Annotation{<:AbstractArray}, y::EnzymeCore.Const)
EnzymeRules.overwritten(cfg)[4] || (cache_x = x.val)
EnzymeRules.overwritten(cfg)[5] || (cache_y = y.val)
function CRC.rrule(cfg::CRC.RuleConfig{>:CRC.HasReverseMode},
::typeof(fused_agg), ::typeof(sum), op::OP, x, y) where {OP}
if has_custom_derivative(op)
res = fused_agg(sum, op, x, y)
∇fused_agg_custom_derivative = Δ -> begin
∂x = @thunk derivative.(Ref(op), x, y) .* Δ
return NoTangent(), NoTangent(), NoTangent(), ∂x, NoTangent()
end
return res, ∇fused_agg_custom_derivative
end

if !(typeof(x) <: EnzymeCore.Const)
@. x.dval = LossFunctions.deriv(lfn.val, cache_x, cache_y) * dret.val
# Without custom derivatives use ForwardDiff for the looped implementation
if fast_scalar_indexing(x) && fast_scalar_indexing(y)
x_dual = Dual{
Nothing, eltype(x), 1}.(x, (Partials{1, eltype(x)}((one(eltype(x)),)),))
x_partials = similar(x)
T = eltype(x)
res = Core.Compiler._return_type(op, Tuple{T, eltype(y)})(0)
@inbounds @simd for i in eachindex(x_partials, x, y)
x_dual = Dual{Nothing, T, 1}(x[i], Partials{1, T}((one(T),)))
tmp = op(x_dual, y[i])
x_partials[i] = ForwardDiff.partials(tmp, 1)
res += ForwardDiff.value(tmp)
end
∇fused_agg_loop = Δ -> begin
@simd ivdep for i in eachindex(x_partials)
@inbounds x_partials[i] *= Δ
end
return NoTangent(), NoTangent(), NoTangent(), x_partials, NoTangent()
end
return res, ∇fused_agg_loop
end

return ntuple(Returns(nothing), 4)
return CRC.rrule_via_ad(cfg, fallback_fused_agg, sum, op, x, y)
end

get_ϵ(::Type{T}, ϵ::Real) where {T} = T(ϵ)
Expand All @@ -91,9 +98,57 @@ get_ϵ(::Type{T}, ::Nothing) where {T} = eps(float(T))
get_loss_dims(::AbstractVector) = Colon()
get_loss_dims(::AbstractArray{T, N}) where {T, N} = 1:(N - 1)

has_custom_derivative(::F) where {F} = false

has_custom_derivative(f::Utils.Fix3) = has_custom_derivative(f.f)
derivative(f::Utils.Fix3, x, y) = derivative(f.f, x, y, f.x)

# Functional forms of losses
l1_distance_loss(x::T1, y::T2) where {T1, T2} = abs(x - y)
has_custom_derivative(::typeof(l1_distance_loss)) = true
function derivative(::typeof(l1_distance_loss), x::T1, y::T2) where {T1, T2}
return convert(T1, sign(x - y))
end

l2_distance_loss(x::T1, y::T2) where {T1, T2} = abs2(x - y)
has_custom_derivative(::typeof(l2_distance_loss)) = true
function derivative(::typeof(l2_distance_loss), x::T1, y::T2) where {T1, T2}
return convert(T1, 2 * (x - y))
end

function huber_loss(x::T1, y::T2, δ::T3) where {T1, T2, T3}
T = promote_type(T1, T2, T3)
diff = x - y
abs_diff = abs(diff)
return ifelse(abs_diff ≤ δ, T(0.5) * abs2(diff), δ * (abs_diff - T(0.5) * δ))
end
has_custom_derivative(::typeof(huber_loss)) = true
function derivative(::typeof(huber_loss), x::T, y::T2, δ::T3) where {T, T2, T3}
diff = x - y
return ifelse(abs(diff) ≤ δ, T(diff), T(δ) * convert(T, sign(diff)))
end

function l1_hinge_loss(x::T1, y::T2) where {T1, T2}
agreement = x * y
return max(oftype(agreement, false), true - agreement)
end
has_custom_derivative(::typeof(l1_hinge_loss)) = true
function derivative(::typeof(l1_hinge_loss), x::T1, y::T2) where {T1, T2}
return T1(ifelse(x * y ≥ 1, false, true))
end

function l2_hinge_loss(x::T1, y::T2) where {T1, T2}
agreement = x * y
return ifelse(agreement ≥ 1, oftype(agreement, false), abs2(true - agreement))
end
has_custom_derivative(::typeof(l2_hinge_loss)) = true
function derivative(::typeof(l2_hinge_loss), x::T1, y::T2) where {T1, T2}
agreement = x * y
return T1(ifelse(agreement ≥ 1, false, 2 * (agreement - true)))
end

function siamese_contrastive_loss(x::T1, y::T2, margin=true) where {T1, T2}
return (1 - y) * x^2 + y * max(promote_type(T1, T2)(0), margin - x)^2
return (true - y) * x^2 + y * max(promote_type(T1, T2)(false), margin - x)^2
end

poisson_loss(x::T1, y::T2, ϵ) where {T1, T2} = x - xlogy(y, x + get_ϵ(T1, ϵ))
Expand Down Expand Up @@ -462,7 +517,7 @@ julia> loss(y_pred, y_true) ≈ 0.55
true
```
"""
HingeLoss(; agg=mean) = GenericLossFunction(LossFunctions.L1HingeLoss(); agg)
HingeLoss(; agg=mean) = GenericLossFunction(LossFunctionImpl.l1_hinge_loss; agg)

@doc doc"""
HuberLoss(; delta = 1, agg = mean)
Expand Down Expand Up @@ -490,7 +545,8 @@ true
"""
function HuberLoss(; delta::Union{Nothing, AbstractFloat}=nothing, agg=mean)
return GenericLossFunction(
LossFunctions.HuberLoss(ifelse(delta === nothing, Float16(1), delta)); agg)
Utils.Fix3(LossFunctionImpl.huber_loss, ifelse(delta === nothing, true, delta));
agg)
end

@doc doc"""
Expand Down Expand Up @@ -566,7 +622,7 @@ julia> loss(y_model, 1:3) ≈ 0.1
true
```
"""
MAELoss(; agg=mean) = GenericLossFunction(LossFunctions.L1DistLoss(); agg)
MAELoss(; agg=mean) = GenericLossFunction(LossFunctionImpl.l1_distance_loss; agg)

const L1Loss = MAELoss

Expand All @@ -588,7 +644,7 @@ julia> loss(y_model, 1:3) ≈ 0.01
true
```
"""
MSELoss(; agg=mean) = GenericLossFunction(LossFunctions.L2DistLoss(); agg)
MSELoss(; agg=mean) = GenericLossFunction(LossFunctionImpl.l2_distance_loss; agg)

const L2Loss = MSELoss

Expand Down Expand Up @@ -696,7 +752,7 @@ julia> loss(y_pred, y_true) ≈ 0.625
true
```
"""
SquaredHingeLoss(; agg=mean) = GenericLossFunction(LossFunctions.L2HingeLoss(); agg)
SquaredHingeLoss(; agg=mean) = GenericLossFunction(LossFunctionImpl.l2_hinge_loss; agg)

@doc doc"""
GenericLossFunction(loss_fn; agg = mean)
Expand Down
10 changes: 3 additions & 7 deletions test/helpers/loss_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -91,11 +91,7 @@ end

@jet MSLELoss()(ŷ, y)

if VERSION ≥ v"1.11-"
@test @inferred(Zygote.gradient(MSLELoss(), ŷ, y)) isa Any
else
@test_broken @inferred(Zygote.gradient(MSLELoss(), ŷ, y)) isa Any
end
@test @inferred(Zygote.gradient(MSLELoss(), ŷ, y)) isa Any broken=ongpu

__f = Base.Fix2(MSLELoss(), y)
@test_gradients(__f, ŷ; atol=1.0f-3, rtol=1.0f-3)
Expand Down Expand Up @@ -343,7 +339,7 @@ end
@test Lux.PoissonLoss()(y, y) ≈ 0.5044459776946685

@jet Lux.PoissonLoss()(ŷ, y)
@test_broken @inferred Zygote.gradient(Lux.PoissonLoss(), ŷ, y)
@test @inferred Zygote.gradient(Lux.PoissonLoss(), ŷ, y) isa Any

__f = Base.Fix2(Lux.PoissonLoss(), y)
@test_gradients(__f, ŷ; atol=1.0f-3, rtol=1.0f-3)
Expand All @@ -357,7 +353,7 @@ end
@test DiceCoeffLoss()(y, y) ≈ 0.0

@jet DiceCoeffLoss()(ŷ, y)
@test_broken @inferred Zygote.gradient(DiceCoeffLoss(), ŷ, y)
@test @inferred(Zygote.gradient(DiceCoeffLoss(), ŷ, y)) isa Any broken=true

__f = Base.Fix2(DiceCoeffLoss(), y)
@test_gradients(__f, ŷ; atol=1.0f-3, rtol=1.0f-3,
Expand Down
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