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HVP for everyone #77

Merged
merged 2 commits into from
Mar 20, 2024
Merged

HVP for everyone #77

merged 2 commits into from
Mar 20, 2024

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gdalle
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@gdalle gdalle commented Mar 20, 2024

Core

  • Define gradient_and_hessian_vector_product for every second order backend (except symbolic ones), mutation-compatible or not
  • Better supports_mutation and support_hessian utilities, checking correct result (that way FiniteDiff over FiniteDiff fails)

Tests

  • Add second-order tests for more backends, especially SecondOrder
  • Add correctness, stability and allocation tests for gradient_and_hessian_vector_product
  • Better scenario display in test set

Extensions

  • Enzyme: Make sure to convert dx everywhere before building Duplicated(x, dx)

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gdalle commented Mar 20, 2024

Enzyme is crapping all over the test logs: EnzymeAD/Enzyme.jl#1354

@gdalle gdalle merged commit 34cac27 into main Mar 20, 2024
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@gdalle gdalle deleted the gd/hvp branch March 21, 2024 11:06
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