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rrule for broadcasted cast of sparse array #586

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rrule for broadcasted cast of sparse matrix
CarloLucibello Feb 7, 2022
103bb43
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CarloLucibello Feb 18, 2022
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4 changes: 2 additions & 2 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "ChainRules"
uuid = "082447d4-558c-5d27-93f4-14fc19e9eca2"
version = "1.27.0"
version = "1.28.0"

[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
Expand All @@ -16,7 +16,7 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
ChainRulesCore = "1.12"
ChainRulesTestUtils = "1.5"
Compat = "3.35"
FiniteDifferences = "0.12.20"
FiniteDifferences = "0.12.23"
IrrationalConstants = "0.1.1"
JuliaInterpreter = "0.8" # latest is "0.9.1"
RealDot = "0.1"
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10 changes: 10 additions & 0 deletions src/rulesets/SparseArrays/sparsematrix.jl
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Expand Up @@ -49,3 +49,13 @@ function rrule(::typeof(findnz), v::AbstractSparseVector)

return (I, V), findnz_pullback
end

function rrule(::typeof(Broadcast.broadcasted), T::Type{<:Number}, x::AbstractSparseArray)
proj = ProjectTo(x)

function broadcasted_cast_sparse(Δ)
return NoTangent(), NoTangent(), proj(Δ)
end

return T.(x), broadcasted_cast_sparse
end
5 changes: 5 additions & 0 deletions test/rulesets/SparseArrays/sparsematrix.jl
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Expand Up @@ -33,3 +33,8 @@ end
V̄ = rand!(similar(V))
test_rrule(findnz, v ⊢ dv, output_tangent=(zeros(length(I)), V̄))
end

@testset "broadcasted cast SparseMatrixCSC" begin
A = sprand(5, 5, 0.5)
test_rrule(_broadcast, Float32, A, rtol=1e-4)
end
22 changes: 22 additions & 0 deletions test/test_helpers.jl
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Expand Up @@ -75,6 +75,28 @@ function ChainRulesCore.rrule(::typeof(make_two_vec), x)
return make_two_vec(x), make_two_vec_pullback
end

"""
Helper function for testing rrule(::typeof(Broadcast.broadcasted), ...)

# Examples

```julia
using SparseArrays, ChainRulesTestUtils

A = sprand(5, 5, 0.5)
test_rrule(_broadcast, Float32, A, rtol=1e-5)
```
"""
_broadcast(f::F, x...) where F = broadcast(f, x...)

# we need this due to https://github.com/JuliaDiff/ChainRulesTestUtils.jl/issues/234
function ChainRulesCore.rrule(::typeof(_broadcast), f::F, args...) where F
rr = rrule(Broadcast.broadcasted, f, args...)
rr === nothing && return nothing
y, pb = rr
Broadcast.materialize(Broadcast.instantiate(y)), pb
end

@testset "test_helpers.jl" begin

@testset "Multiplier" begin
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