Merge pull request #66 from SciML/chainrules

Move from ZygoteRules to ChainRules

Author: ChrisRackauckas

Project.toml

@@ -4,6 +4,7 @@ authors = ["Chris Rackauckas <[email protected]>"]
 version = "1.8.1"
 
 [deps]
+ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 CommonSolve = "38540f10-b2f7-11e9-35d8-d573e4eb0ff2"
 DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
@@ -19,6 +20,7 @@ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
 
 [compat]
+ChainRulesCore = "0.10.7"
 CommonSolve = "0.2"
 DiffEqBase = "6.1"
 Distributions = "0.23, 0.24, 0.25"

src/Quadrature.jl

@@ -2,7 +2,11 @@ module Quadrature
 
 using Requires, Reexport,  MonteCarloIntegration, QuadGK, HCubature
 @reexport using DiffEqBase
-using ZygoteRules, Zygote, ReverseDiff, ForwardDiff , LinearAlgebra
+using Zygote, ReverseDiff, ForwardDiff , LinearAlgebra
+
+import ChainRulesCore
+import ChainRulesCore: NoTangent
+import ZygoteRules
 
 struct QuadGKJL <: DiffEqBase.AbstractQuadratureAlgorithm end
 struct HCubatureJL <: DiffEqBase.AbstractQuadratureAlgorithm end
@@ -485,7 +489,7 @@ function __init__()
     end
 end
 
-ZygoteRules.@adjoint function __solvebp(prob,alg,sensealg,lb,ub,p,args...;kwargs...)
+function ChainRulesCore.rrule(::typeof(__solvebp),prob,alg,sensealg,lb,ub,p,args...;kwargs...)
     out = __solvebp_call(prob,alg,sensealg,lb,ub,p,args...;kwargs...)
     function quadrature_adjoint(Δ)
         y = typeof(Δ) <: Array{<:Number,0} ? Δ[1] : Δ
@@ -549,9 +553,9 @@ ZygoteRules.@adjoint function __solvebp(prob,alg,sensealg,lb,ub,p,args...;kwargs
         if lb isa Number
             dlb = -_f(lb)
             dub = _f(ub)
-            return (nothing,nothing,nothing,dlb,dub,dp,ntuple(x->nothing,length(args))...)
+            return (NoTangent(),NoTangent(),NoTangent(),NoTangent(),dlb,dub,dp,ntuple(x->NoTangent(),length(args))...)
         else
-            return (nothing,nothing,nothing,nothing,nothing,dp,ntuple(x->nothing,length(args))...)
+            return (NoTangent(),NoTangent(),NoTangent(),NoTangent(),NoTangent(),NoTangent(),dp,ntuple(x->NoTangent(),length(args))...)
         end
     end
     out,quadrature_adjoint