{-# LANGUAGE BangPatterns, TemplateHaskell, TypeFamilies, TypeOperators, FlexibleContexts, UndecidableInstances, DeriveDataTypeable, MultiParamTypeClasses, FunctionalDependencies, FlexibleInstances #-} {-# OPTIONS_GHC -fno-warn-name-shadowing #-} module Numeric.AD.Internal.Sparse ( Index(..) , emptyIndex , addToIndex , indices , Sparse(..) , apply , vars , d, d', ds , skeleton , spartial , partial , vgrad , vgrad' , vgrads , Grad(..) , Grads(..) ) where import Prelude hiding (lookup) import Control.Applicative hiding ((<**>)) import Numeric.AD.Internal.Classes import Control.Comonad.Cofree import Numeric.AD.Internal.Types import Data.Data import Data.Typeable () import qualified Data.IntMap as IntMap import Data.IntMap (IntMap, mapWithKey, unionWith, findWithDefault, toAscList, singleton, insertWith, lookup) import Data.Traversable import Language.Haskell.TH newtype Index = Index (IntMap Int) emptyIndex :: Index emptyIndex = Index IntMap.empty {-# INLINE emptyIndex #-} addToIndex :: Int -> Index -> Index addToIndex k (Index m) = Index (insertWith (+) k 1 m) {-# INLINE addToIndex #-} indices :: Index -> [Int] indices (Index as) = uncurry (flip replicate) `concatMap` toAscList as {-# INLINE indices #-} -- | We only store partials in sorted order, so the map contained in a partial -- will only contain partials with equal or greater keys to that of the map in -- which it was found. This should be key for efficiently computing sparse hessians. -- there are only (n + k - 1) choose k distinct nth partial derivatives of a -- function with k inputs. data Sparse a = Sparse !a (IntMap (Sparse a)) | Zero deriving (Show, Data, Typeable) -- | drop keys below a given value dropMap :: Int -> IntMap a -> IntMap a dropMap n = snd . IntMap.split (n - 1) {-# INLINE dropMap #-} times :: Num a => Sparse a -> Int -> Sparse a -> Sparse a times Zero _ _ = Zero times _ _ Zero = Zero times (Sparse a as) n (Sparse b bs) = Sparse (a * b) $ unionWith (<+>) (fmap (^* b) (dropMap n as)) (fmap (a *^) (dropMap n bs)) {-# INLINE times #-} vars :: (Traversable f, Num a) => f a -> f (AD Sparse a) vars = snd . mapAccumL var 0 where var !n a = (n + 1, AD $ Sparse a $ singleton n $ auto 1) {-# INLINE vars #-} apply :: (Traversable f, Num a) => (f (AD Sparse a) -> b) -> f a -> b apply f = f . vars {-# INLINE apply #-} skeleton :: Traversable f => f a -> f Int skeleton = snd . mapAccumL (\ !n _ -> (n + 1, n)) 0 {-# INLINE skeleton #-} d :: (Traversable f, Num a) => f b -> AD Sparse a -> f a d fs (AD Zero) = 0 <$ fs d fs (AD (Sparse _ da)) = snd $ mapAccumL (\ !n _ -> (n + 1, maybe 0 primal $ lookup n da)) 0 fs {-# INLINE d #-} d' :: (Traversable f, Num a) => f a -> AD Sparse a -> (a, f a) d' fs (AD Zero) = (0, 0 <$ fs) d' fs (AD (Sparse a da)) = (a, snd $ mapAccumL (\ !n _ -> (n + 1, maybe 0 primal $ lookup n da)) 0 fs) {-# INLINE d' #-} ds :: (Traversable f, Num a) => f b -> AD Sparse a -> Cofree f a ds fs (AD Zero) = r where r = 0 :< (r <$ fs) ds fs (AD as@(Sparse a _)) = a :< (go emptyIndex <$> fns) where fns = skeleton fs -- go :: Index -> Int -> Cofree f a go ix i = partial (indices ix') as :< (go ix' <$> fns) where ix' = addToIndex i ix {-# INLINE ds #-} {- vvars :: Num a => Vector a -> Vector (AD Sparse a) vvars = Vector.imap (\n a -> AD $ Sparse a $ singleton n $ auto 1) {-# INLINE vvars #-} vapply :: Num a => (Vector (AD Sparse a) -> b) -> Vector a -> b vapply f = f . vvars {-# INLINE vapply #-} vd :: Num a => Int -> AD Sparse a -> Vector a vd n (AD (Sparse _ da)) = Vector.generate n $ \i -> maybe 0 primal $ lookup i da {-# INLINE vd #-} vd' :: Num a => Int -> AD Sparse a -> (a, Vector a) vd' n (AD (Sparse a da)) = (a , Vector.generate n $ \i -> maybe 0 primal $ lookup i da) {-# INLINE vd' #-} vds :: Num a => Int -> AD Sparse a -> Cofree Vector a vds n (AD as@(Sparse a _)) = a :< Vector.generate n (go emptyIndex) where go ix i = partial (indices ix') as :< Vector.generate n (go ix') where ix' = addToIndex i ix {-# INLINE vds #-} -} partial :: Num a => [Int] -> Sparse a -> a partial [] (Sparse a _) = a partial (n:ns) (Sparse _ da) = partial ns $ findWithDefault (auto 0) n da partial _ Zero = 0 {-# INLINE partial #-} spartial :: Num a => [Int] -> Sparse a -> Maybe a spartial [] (Sparse a _) = Just a spartial (n:ns) (Sparse _ da) = do a' <- lookup n da spartial ns a' spartial _ Zero = Nothing {-# INLINE spartial #-} instance Primal Sparse where primal (Sparse a _) = a primal Zero = 0 instance Lifted Sparse => Mode Sparse where auto a = Sparse a IntMap.empty zero = Zero Zero <**> y = auto (0 ** primal y) _ <**> Zero = auto 1 x <**> y@(Sparse b bs) | IntMap.null bs = lift1 (**b) (\z -> b *^ z <**> Sparse (b-1) IntMap.empty) x | otherwise = lift2_ (**) (\z xi yi -> (yi *! z /! xi, z *! log1 xi)) x y Zero <+> a = a a <+> Zero = a Sparse a as <+> Sparse b bs = Sparse (a + b) $ unionWith (<+>) as bs Zero ^* _ = Zero Sparse a as ^* b = Sparse (a * b) $ fmap (^* b) as _ *^ Zero = Zero a *^ Sparse b bs = Sparse (a * b) $ fmap (a *^) bs Zero ^/ _ = Zero Sparse a as ^/ b = Sparse (a / b) $ fmap (^/ b) as instance Lifted Sparse => Jacobian Sparse where type D Sparse = Sparse unary f _ Zero = auto (f 0) unary f dadb (Sparse pb bs) = Sparse (f pb) $ mapWithKey (times dadb) bs lift1 f _ Zero = auto (f 0) lift1 f df b@(Sparse pb bs) = Sparse (f pb) $ mapWithKey (times (df b)) bs lift1_ f _ Zero = auto (f 0) lift1_ f df b@(Sparse pb bs) = a where a = Sparse (f pb) $ mapWithKey (times (df a b)) bs binary f _ _ Zero Zero = auto (f 0 0) binary f _ dadc Zero (Sparse pc dc) = Sparse (f 0 pc) $ mapWithKey (times dadc) dc binary f dadb _ (Sparse pb db) Zero = Sparse (f pb 0 ) $ mapWithKey (times dadb) db binary f dadb dadc (Sparse pb db) (Sparse pc dc) = Sparse (f pb pc) $ unionWith (<+>) (mapWithKey (times dadb) db) (mapWithKey (times dadc) dc) lift2 f _ Zero Zero = auto (f 0 0) lift2 f df Zero c@(Sparse pc dc) = Sparse (f 0 pc) $ mapWithKey (times dadc) dc where dadc = snd (df zero c) lift2 f df b@(Sparse pb db) Zero = Sparse (f pb 0) $ mapWithKey (times dadb) db where dadb = fst (df b zero) lift2 f df b@(Sparse pb db) c@(Sparse pc dc) = Sparse (f pb pc) da where (dadb, dadc) = df b c da = unionWith (<+>) (mapWithKey (times dadb) db) (mapWithKey (times dadc) dc) lift2_ f _ Zero Zero = auto (f 0 0) lift2_ f df b@(Sparse pb db) Zero = a where a = Sparse (f pb 0) (mapWithKey (times (fst (df a b zero))) db) lift2_ f df Zero c@(Sparse pc dc) = a where a = Sparse (f 0 pc) (mapWithKey (times (snd (df a zero c))) dc) lift2_ f df b@(Sparse pb db) c@(Sparse pc dc) = a where (dadb, dadc) = df a b c a = Sparse (f pb pc) da da = unionWith (<+>) (mapWithKey (times dadb) db) (mapWithKey (times dadc) dc) deriveLifted id $ conT ''Sparse class Num a => Grad i o o' a | i -> a o o', o -> a i o', o' -> a i o where pack :: i -> [AD Sparse a] -> AD Sparse a unpack :: ([a] -> [a]) -> o unpack' :: ([a] -> (a, [a])) -> o' instance Num a => Grad (AD Sparse a) [a] (a, [a]) a where pack i _ = i unpack f = f [] unpack' f = f [] instance Grad i o o' a => Grad (AD Sparse a -> i) (a -> o) (a -> o') a where pack f (a:as) = pack (f a) as pack _ [] = error "Grad.pack: logic error" unpack f a = unpack (f . (a:)) unpack' f a = unpack' (f . (a:)) vgrad :: Grad i o o' a => i -> o vgrad i = unpack (unsafeGrad (pack i)) where unsafeGrad f as = d as $ apply f as {-# INLINE vgrad #-} vgrad' :: Grad i o o' a => i -> o' vgrad' i = unpack' (unsafeGrad' (pack i)) where unsafeGrad' f as = d' as $ apply f as {-# INLINE vgrad' #-} class Num a => Grads i o a | i -> a o, o -> a i where packs :: i -> [AD Sparse a] -> AD Sparse a unpacks :: ([a] -> Cofree [] a) -> o instance Num a => Grads (AD Sparse a) (Cofree [] a) a where packs i _ = i unpacks f = f [] instance Grads i o a => Grads (AD Sparse a -> i) (a -> o) a where packs f (a:as) = packs (f a) as packs _ [] = error "Grad.pack: logic error" unpacks f a = unpacks (f . (a:)) vgrads :: Grads i o a => i -> o vgrads i = unpacks (unsafeGrads (packs i)) where unsafeGrads f as = ds as $ apply f as {-# INLINE vgrads #-}