Make setadbackend more consistent + use ZygoteRules (#1401)

Project.toml

@@ -1,6 +1,6 @@
 name = "Turing"
 uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
-version = "0.14.1"
+version = "0.14.2"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
@@ -28,6 +28,7 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
+ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
 
 [compat]
 AbstractMCMC = "1"
@@ -38,7 +39,7 @@ Bijectors = "0.8"
 Distributions = "0.23.3"
 DistributionsAD = "0.6"
 DocStringExtensions = "0.8"
-DynamicPPL = "0.9"
+DynamicPPL = "0.9.1"
 EllipticalSliceSampling = "0.2, 0.3"
 ForwardDiff = "0.10.3"
 Libtask = "0.4"
@@ -51,4 +52,5 @@ SpecialFunctions = "0.7.2, 0.8, 0.9, 0.10"
 StatsBase = "0.32, 0.33"
 StatsFuns = "0.8, 0.9"
 Tracker = "0.2.3"
+ZygoteRules = "0.2"
 julia = "1.3"

src/core/Core.jl

@@ -15,13 +15,13 @@ using StatsFuns: logsumexp, softmax
 @reexport using DynamicPPL
 using Requires
 
+import ZygoteRules
+
 include("container.jl")
 include("ad.jl")
+include("deprecations.jl")
+
 function __init__()
-    @require Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" begin
-        include("compat/zygote.jl")
-        export ZygoteAD
-    end
     @require ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267" begin
         include("compat/reversediff.jl")
         export ReverseDiffAD, getrdcache, setrdcache, emptyrdcache
@@ -51,6 +51,7 @@ export  @model,
         setadsafe,
         ForwardDiffAD,
         TrackerAD,
+        ZygoteAD,
         value,
         gradient_logp,
         CHUNKSIZE,

src/core/ad.jl

@@ -2,27 +2,23 @@
 # Global variables/constants #
 ##############################
 const ADBACKEND = Ref(:forwarddiff)
-function setadbackend(backend_sym::Symbol)
-    setadbackend(Val(backend_sym))
-    AdvancedVI.setadbackend(Val(backend_sym))
-    Bijectors.setadbackend(Val(backend_sym))
+setadbackend(backend_sym::Symbol) = setadbackend(Val(backend_sym))
+function setadbackend(backend::Val)
+    _setadbackend(backend)
+    AdvancedVI.setadbackend(backend)
+    Bijectors.setadbackend(backend)
 end
-function setadbackend(::Val{:forward_diff})
-    Base.depwarn("`Turing.setadbackend(:forward_diff)` is deprecated. Please use `Turing.setadbackend(:forwarddiff)` to use `ForwardDiff`.", :setadbackend)
-    setadbackend(Val(:forwarddiff))
-end
-function setadbackend(::Val{:forwarddiff})
+
+function _setadbackend(::Val{:forwarddiff})
     CHUNKSIZE[] == 0 && setchunksize(40)
     ADBACKEND[] = :forwarddiff
 end
-
-function setadbackend(::Val{:reverse_diff})
-    Base.depwarn("`Turing.setadbackend(:reverse_diff)` is deprecated. Please use `Turing.setadbackend(:tracker)` to use `Tracker` or `Turing.setadbackend(:reversediff)` to use `ReverseDiff`. To use `ReverseDiff`, please make sure it is loaded separately with `using ReverseDiff`.",  :setadbackend)
-    setadbackend(Val(:tracker))
-end
-function setadbackend(::Val{:tracker})
+function _setadbackend(::Val{:tracker})
     ADBACKEND[] = :tracker
 end
+function _setadbackend(::Val{:zygote})
+    ADBACKEND[] = :zygote
+end
 
 const ADSAFE = Ref(false)
 function setadsafe(switch::Bool)
@@ -46,12 +42,14 @@ getchunksize(::Type{<:Sampler{Talg}}) where Talg = getchunksize(Talg)
 getchunksize(::Type{SampleFromPrior}) = CHUNKSIZE[]
 
 struct TrackerAD <: ADBackend end
+struct ZygoteAD <: ADBackend end
 
 ADBackend() = ADBackend(ADBACKEND[])
 ADBackend(T::Symbol) = ADBackend(Val(T))
 
 ADBackend(::Val{:forwarddiff}) = ForwardDiffAD{CHUNKSIZE[]}
 ADBackend(::Val{:tracker}) = TrackerAD
+ADBackend(::Val{:zygote}) = ZygoteAD
 ADBackend(::Val) = error("The requested AD backend is not available. Make sure to load all required packages.")
 
 """
@@ -149,6 +147,30 @@ function gradient_logp(
     return l, ∂l∂θ
 end
 
+function gradient_logp(
+    backend::ZygoteAD,
+    θ::AbstractVector{<:Real},
+    vi::VarInfo,
+    model::Model,
+    sampler::AbstractSampler = SampleFromPrior(),
+    context::DynamicPPL.AbstractContext = DynamicPPL.DefaultContext()
+)
+    T = typeof(getlogp(vi))
+
+    # Specify objective function.
+    function f(θ)
+        new_vi = VarInfo(vi, sampler, θ)
+        model(new_vi, sampler)
+        return getlogp(new_vi)
+    end
+
+    # Compute forward and reverse passes.
+    l::T, ȳ = ZygoteRules.pullback(f, θ)
+    ∂l∂θ::typeof(θ) = ȳ(1)[1]
+
+    return l, ∂l∂θ
+end
+
 function verifygrad(grad::AbstractVector{<:Real})
     if any(isnan, grad) || any(isinf, grad)
         @warn("Numerical error in gradients. Rejecting current proposal...")

src/core/compat/reversediff.jl

@@ -10,7 +10,7 @@ function emptyrdcache end
 
 getrdcache() = RDCache[]
 ADBackend(::Val{:reversediff}) = ReverseDiffAD{getrdcache()}
-function setadbackend(::Val{:reversediff})
+function _setadbackend(::Val{:reversediff})
     ADBACKEND[] = :reversediff
 end
 

src/core/deprecations.jl

@@ -0,0 +1,9 @@
+function setadbackend(::Val{:forward_diff})
+    Base.depwarn("`Turing.setadbackend(:forward_diff)` is deprecated. Please use `Turing.setadbackend(:forwarddiff)` to use `ForwardDiff`.", :setadbackend)
+    setadbackend(Val(:forwarddiff))
+end
+
+function setadbackend(::Val{:reverse_diff})
+    Base.depwarn("`Turing.setadbackend(:reverse_diff)` is deprecated. Please use `Turing.setadbackend(:tracker)` to use `Tracker` or `Turing.setadbackend(:reversediff)` to use `ReverseDiff`. To use `ReverseDiff`, please make sure it is loaded separately with `using ReverseDiff`.",  :setadbackend)
+    setadbackend(Val(:tracker))
+end