Open
Description
Describe the bug 🐞
Consider the example at doc, but one wishes to take the jacobian for all parameters, at a given time. The example works when taking the 1st element of the solution, at all times
solve(_prob, Tsit5(), reltol = 1e-6, abstol = 1e-6, saveat = 1)[1, :]
which does work for both ForwardDiff and Zygote. However, when one wishes to calculate the jacobian for all elements but at a given time, i.e. sol[:, i] instead of sol[i, :] as in the example, ForwardDiff gives the result but Zygote can give all zeros depending on how it's accessed: full code
using OrdinaryDiffEq
using Zygote
using SciMLSensitivity, ForwardDiff
function lotka_volterra!(du, u, p, t)
du[1] = dx = p[1] * u[1] - p[2] * u[1] * u[2]
du[2] = dy = -p[3] * u[2] + p[4] * u[1] * u[2]
end
p = [1.5, 1.0, 3.0, 1.0];
u0 = [1.0; 1.0];
prob = ODEProblem(lotka_volterra!, u0, (0.0, 10.0), p)
sol0 = solve(prob, Tsit5(), reltol=1e-6, abstol=1e-6)
function f_sol2(x, i)
_prob = remake(prob, u0=x[1:2], p=x[3:end])
sol = solve(_prob, Tsit5(), reltol=1e-6, abstol=1e-6, saveat=1)
sol[:, i]
end
u0p = [u0; p]
df_zyg = Zygote.jacobian(x -> f_sol2(x, 6), u0p)[1]
df_fwd = ForwardDiff.jacobian(x -> f_sol2(x, 6), u0p)in this case, df_zyg is all zero, while df_fwd works. Same if one access the interpolating sol(t) interface. However, if one access the solution at given time-step with the sol.u interface, Zygote works
function f_sol_u(x, i)
_prob = remake(prob, u0=x[1:2], p=x[3:end])
sol = solve(_prob, Tsit5(), reltol=1e-6, abstol=1e-6, saveat=1)
sol.u[i]
end
df_zyg = Zygote.jacobian(x -> f_sol_u(x, 6), u0p)[1]
df_fwd = ForwardDiff.jacobian(x -> f_sol_u(x, 6), u0p)which is a bit strange since sol.u[i] and sol[:, i] is 'hard equal ( === )', i.e. points to the same memory sol0.u[3] === sol0[:, 3] or check with pointer(sol0.u[3])
Expected behavior
Zygote.jacobian work with sol[:, i]
Minimal Reproducible Example 👇
using OrdinaryDiffEq
using Zygote
using SciMLSensitivity, ForwardDiff
function lotka_volterra!(du, u, p, t)
du[1] = dx = p[1] * u[1] - p[2] * u[1] * u[2]
du[2] = dy = -p[3] * u[2] + p[4] * u[1] * u[2]
end
p = [1.5, 1.0, 3.0, 1.0];
u0 = [1.0; 1.0];
prob = ODEProblem(lotka_volterra!, u0, (0.0, 10.0), p)
sol0 = solve(prob, Tsit5(), reltol=1e-6, abstol=1e-6)
function f_sol2(x, i)
_prob = remake(prob, u0=x[1:2], p=x[3:end])
sol = solve(_prob, Tsit5(), reltol=1e-6, abstol=1e-6, saveat=1)
sol[:, i]
end
function f_sol_u(x, i)
_prob = remake(prob, u0=x[1:2], p=x[3:end])
sol = solve(_prob, Tsit5(), reltol=1e-6, abstol=1e-6, saveat=1)
sol.u[i]
end
u0p = [u0; p]
df_zyg = Zygote.jacobian(x -> f_sol2(x, 6), u0p)[1]
df_fwd = ForwardDiff.jacobian(x -> f_sol2(x, 6), u0p)
df_zyg = Zygote.jacobian(x -> f_sol_u(x, 6), u0p)[1]
df_fwd = ForwardDiff.jacobian(x -> f_sol_u(x, 6), u0p)
sol0.u[3] === sol0[:, 3]
(added note)
works when returning:
@views sol[:, i]
or
sol.u[i]
wrong Zygote.jacobian when returning
sol[:, i]
or
sol(i)
Error & Stacktrace
N/A: error is giving 0 for non-zero results
Environment (please complete the following information):
- Output of
using Pkg; Pkg.status()
Status `~/test_jl/environments/v1.10/Project.toml`
[f6369f11] ForwardDiff v0.10.36
[1dea7af3] OrdinaryDiffEq v6.89.0
[1ed8b502] SciMLSensitivity v7.65.0
[e88e6eb3] Zygote v0.6.70
- Output of
using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `~/test_jl/environments/v1.10/Manifest.toml`
[47edcb42] ADTypes v1.7.1
[621f4979] AbstractFFTs v1.5.0
[7d9f7c33] Accessors v0.1.37
[79e6a3ab] Adapt v4.0.4
[66dad0bd] AliasTables v1.1.3
[ec485272] ArnoldiMethod v0.4.0
[4fba245c] ArrayInterface v7.15.0
[4c555306] ArrayLayouts v1.10.3
[a9b6321e] Atomix v0.1.0
[62783981] BitTwiddlingConvenienceFunctions v0.1.6
[fa961155] CEnum v0.5.0
[2a0fbf3d] CPUSummary v0.2.6
[7057c7e9] Cassette v0.3.13
[082447d4] ChainRules v1.69.0
[d360d2e6] ChainRulesCore v1.24.0
[fb6a15b2] CloseOpenIntervals v0.1.13
[38540f10] CommonSolve v0.2.4
[bbf7d656] CommonSubexpressions v0.3.1
[f70d9fcc] CommonWorldInvalidations v1.0.0
[34da2185] Compat v4.16.0
[a33af91c] CompositionsBase v0.1.2
[2569d6c7] ConcreteStructs v0.2.3
[187b0558] ConstructionBase v1.5.7
[adafc99b] CpuId v0.3.1
[9a962f9c] DataAPI v1.16.0
[864edb3b] DataStructures v0.18.20
[e2d170a0] DataValueInterfaces v1.0.0
[2b5f629d] DiffEqBase v6.154.0
[459566f4] DiffEqCallbacks v3.8.0
[77a26b50] DiffEqNoiseProcess v5.23.0
[163ba53b] DiffResults v1.1.0
[b552c78f] DiffRules v1.15.1
[a0c0ee7d] DifferentiationInterface v0.5.15
[b4f34e82] Distances v0.10.11
[31c24e10] Distributions v0.25.111
[ffbed154] DocStringExtensions v0.9.3
[da5c29d0] EllipsisNotation v1.8.0
[4e289a0a] EnumX v1.0.4
[7da242da] Enzyme v0.12.33
[f151be2c] EnzymeCore v0.7.8
[d4d017d3] ExponentialUtilities v1.26.1
[e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
[7034ab61] FastBroadcast v0.3.5
[9aa1b823] FastClosures v0.3.2
[29a986be] FastLapackInterface v2.0.4
[1a297f60] FillArrays v1.13.0
[6a86dc24] FiniteDiff v2.24.0
[f6369f11] ForwardDiff v0.10.36
[f62d2435] FunctionProperties v0.1.2
[069b7b12] FunctionWrappers v1.1.3
[77dc65aa] FunctionWrappersWrappers v0.1.3
[d9f16b24] Functors v0.4.12
[0c68f7d7] GPUArrays v10.3.1
[46192b85] GPUArraysCore v0.1.6
⌃ [61eb1bfa] GPUCompiler v0.27.1
[c145ed77] GenericSchur v0.5.4
[86223c79] Graphs v1.11.2
[3e5b6fbb] HostCPUFeatures v0.1.17
[34004b35] HypergeometricFunctions v0.3.24
[7869d1d1] IRTools v0.4.14
[615f187c] IfElse v0.1.1
[d25df0c9] Inflate v0.1.5
[3587e190] InverseFunctions v0.1.16
[92d709cd] IrrationalConstants v0.2.2
[82899510] IteratorInterfaceExtensions v1.0.0
[692b3bcd] JLLWrappers v1.5.0
[ccbc3e58] JumpProcesses v9.13.4
[ef3ab10e] KLU v0.6.0
[63c18a36] KernelAbstractions v0.9.25
[ba0b0d4f] Krylov v0.9.6
⌅ [929cbde3] LLVM v8.1.0
[10f19ff3] LayoutPointers v0.1.17
[5078a376] LazyArrays v2.2.0
[2d8b4e74] LevyArea v1.0.0
[d3d80556] LineSearches v7.3.0
[7ed4a6bd] LinearSolve v2.33.0
[2ab3a3ac] LogExpFunctions v0.3.28
[bdcacae8] LoopVectorization v0.12.171
[d8e11817] MLStyle v0.4.17
[1914dd2f] MacroTools v0.5.13
[d125e4d3] ManualMemory v0.1.8
[bb5d69b7] MaybeInplace v0.1.4
[e1d29d7a] Missings v1.2.0
[46d2c3a1] MuladdMacro v0.2.4
[d41bc354] NLSolversBase v7.8.3
[2774e3e8] NLsolve v4.5.1
[872c559c] NNlib v0.9.22
[77ba4419] NaNMath v1.0.2
[8913a72c] NonlinearSolve v3.14.0
[d8793406] ObjectFile v0.4.2
[6fe1bfb0] OffsetArrays v1.14.1
[429524aa] Optim v1.9.4
[3bd65402] Optimisers v0.3.3
[bac558e1] OrderedCollections v1.6.3
[1dea7af3] OrdinaryDiffEq v6.89.0
[89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.1.0
[6ad6398a] OrdinaryDiffEqBDF v1.1.0
[bbf590c4] OrdinaryDiffEqCore v1.3.0
[50262376] OrdinaryDiffEqDefault v1.1.0
[4302a76b] OrdinaryDiffEqDifferentiation v1.1.0
[9286f039] OrdinaryDiffEqExplicitRK v1.1.0
[e0540318] OrdinaryDiffEqExponentialRK v1.1.0
[becaefa8] OrdinaryDiffEqExtrapolation v1.1.0
[5960d6e9] OrdinaryDiffEqFIRK v1.1.0
[101fe9f7] OrdinaryDiffEqFeagin v1.1.0
[d3585ca7] OrdinaryDiffEqFunctionMap v1.1.0
[d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0
[9f002381] OrdinaryDiffEqIMEXMultistep v1.1.0
[521117fe] OrdinaryDiffEqLinear v1.1.0
[1344f307] OrdinaryDiffEqLowOrderRK v1.1.0
[b0944070] OrdinaryDiffEqLowStorageRK v1.2.0
[127b3ac7] OrdinaryDiffEqNonlinearSolve v1.1.0
[c9986a66] OrdinaryDiffEqNordsieck v1.1.0
[5dd0a6cf] OrdinaryDiffEqPDIRK v1.1.0
[5b33eab2] OrdinaryDiffEqPRK v1.1.0
[04162be5] OrdinaryDiffEqQPRK v1.1.0
[af6ede74] OrdinaryDiffEqRKN v1.1.0
[43230ef6] OrdinaryDiffEqRosenbrock v1.1.0
[2d112036] OrdinaryDiffEqSDIRK v1.1.0
[669c94d9] OrdinaryDiffEqSSPRK v1.2.0
[e3e12d00] OrdinaryDiffEqStabilizedIRK v1.1.0
[358294b1] OrdinaryDiffEqStabilizedRK v1.1.0
[fa646aed] OrdinaryDiffEqSymplecticRK v1.1.0
[b1df2697] OrdinaryDiffEqTsit5 v1.1.0
[79d7bb75] OrdinaryDiffEqVerner v1.1.0
[90014a1f] PDMats v0.11.31
[65ce6f38] PackageExtensionCompat v1.0.2
[d96e819e] Parameters v0.12.3
[e409e4f3] PoissonRandom v0.4.4
[f517fe37] Polyester v0.7.16
[1d0040c9] PolyesterWeave v0.2.2
[85a6dd25] PositiveFactorizations v0.2.4
[d236fae5] PreallocationTools v0.4.24
[aea7be01] PrecompileTools v1.2.1
[21216c6a] Preferences v1.4.3
[43287f4e] PtrArrays v1.2.1
[1fd47b50] QuadGK v2.10.1
[74087812] Random123 v1.7.0
[e6cf234a] RandomNumbers v1.6.0
[c1ae055f] RealDot v0.1.0
[3cdcf5f2] RecipesBase v1.3.4
[731186ca] RecursiveArrayTools v3.27.0
[f2c3362d] RecursiveFactorization v0.2.23
[189a3867] Reexport v1.2.2
[ae029012] Requires v1.3.0
[ae5879a3] ResettableStacks v1.1.1
[37e2e3b7] ReverseDiff v1.15.3
[79098fc4] Rmath v0.7.1
[7e49a35a] RuntimeGeneratedFunctions v0.5.13
[94e857df] SIMDTypes v0.1.0
[476501e8] SLEEFPirates v0.6.43
[0bca4576] SciMLBase v2.50.6
[c0aeaf25] SciMLOperators v0.3.10
[1ed8b502] SciMLSensitivity v7.65.0
[53ae85a6] SciMLStructures v1.4.2
[6c6a2e73] Scratch v1.2.1
[efcf1570] Setfield v1.1.1
[727e6d20] SimpleNonlinearSolve v1.12.0
[699a6c99] SimpleTraits v0.9.4
[ce78b400] SimpleUnPack v1.1.0
[a2af1166] SortingAlgorithms v1.2.1
[47a9eef4] SparseDiffTools v2.20.0
[dc90abb0] SparseInverseSubset v0.1.2
[0a514795] SparseMatrixColorings v0.4.0
[e56a9233] Sparspak v0.3.9
[276daf66] SpecialFunctions v2.4.0
[aedffcd0] Static v1.1.1
[0d7ed370] StaticArrayInterface v1.8.0
[90137ffa] StaticArrays v1.9.7
[1e83bf80] StaticArraysCore v1.4.3
[82ae8749] StatsAPI v1.7.0
[2913bbd2] StatsBase v0.34.3
[4c63d2b9] StatsFuns v1.3.1
[789caeaf] StochasticDiffEq v6.68.0
[7792a7ef] StrideArraysCore v0.5.7
[09ab397b] StructArrays v0.6.18
[53d494c1] StructIO v0.3.1
[2efcf032] SymbolicIndexingInterface v0.3.28
[3783bdb8] TableTraits v1.0.1
[bd369af6] Tables v1.12.0
[8290d209] ThreadingUtilities v0.5.2
[a759f4b9] TimerOutputs v0.5.24
[9f7883ad] Tracker v0.2.35
[d5829a12] TriangularSolve v0.2.1
[410a4b4d] Tricks v0.1.9
[781d530d] TruncatedStacktraces v1.4.0
[3a884ed6] UnPack v1.0.2
[013be700] UnsafeAtomics v0.2.1
[d80eeb9a] UnsafeAtomicsLLVM v0.2.1
[3d5dd08c] VectorizationBase v0.21.70
[19fa3120] VertexSafeGraphs v0.2.0
[e88e6eb3] Zygote v0.6.70
[700de1a5] ZygoteRules v0.2.5
[7cc45869] Enzyme_jll v0.0.145+0
[1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
⌅ [dad2f222] LLVMExtra_jll v0.0.31+0
[856f044c] MKL_jll v2024.2.0+0
[efe28fd5] OpenSpecFun_jll v0.5.5+0
⌅ [f50d1b31] Rmath_jll v0.4.3+0
[1317d2d5] oneTBB_jll v2021.12.0+0
[0dad84c5] ArgTools v1.1.1
[56f22d72] Artifacts
[2a0f44e3] Base64
[ade2ca70] Dates
[8ba89e20] Distributed
[f43a241f] Downloads v1.6.0
[7b1f6079] FileWatching
[9fa8497b] Future
[b77e0a4c] InteractiveUtils
[4af54fe1] LazyArtifacts
[b27032c2] LibCURL v0.6.4
[76f85450] LibGit2
[8f399da3] Libdl
[37e2e46d] LinearAlgebra
[56ddb016] Logging
[d6f4376e] Markdown
[a63ad114] Mmap
[ca575930] NetworkOptions v1.2.0
[44cfe95a] Pkg v1.10.0
[de0858da] Printf
[3fa0cd96] REPL
[9a3f8284] Random
[ea8e919c] SHA v0.7.0
[9e88b42a] Serialization
[1a1011a3] SharedArrays
[6462fe0b] Sockets
[2f01184e] SparseArrays v1.10.0
[10745b16] Statistics v1.10.0
[4607b0f0] SuiteSparse
[fa267f1f] TOML v1.0.3
[a4e569a6] Tar v1.10.0
[8dfed614] Test
[cf7118a7] UUIDs
[4ec0a83e] Unicode
[e66e0078] CompilerSupportLibraries_jll v1.1.1+0
[deac9b47] LibCURL_jll v8.4.0+0
[e37daf67] LibGit2_jll v1.6.4+0
[29816b5a] LibSSH2_jll v1.11.0+1
[c8ffd9c3] MbedTLS_jll v2.28.2+1
[14a3606d] MozillaCACerts_jll v2023.1.10
[4536629a] OpenBLAS_jll v0.3.23+4
[05823500] OpenLibm_jll v0.8.1+2
[bea87d4a] SuiteSparse_jll v7.2.1+1
[83775a58] Zlib_jll v1.2.13+1
[8e850b90] libblastrampoline_jll v5.11.0+0
[8e850ede] nghttp2_jll v1.52.0+1
[3f19e933] p7zip_jll v17.4.0+2
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`
- Output of
versioninfo()
Julia Version 1.10.5
Commit 6f3fdf7b362 (2024-08-27 14:19 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: macOS (arm64-apple-darwin22.4.0)
CPU: 10 × Apple M1 Pro
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-15.0.7 (ORCJIT, apple-m1)
Threads: 1 default, 0 interactive, 1 GC (on 8 virtual cores)
Additional context
Add any other context about the problem here.